CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 25-Sep-2024
Day Change Summary
Previous Current
24-Sep-2024 25-Sep-2024 Change Change % Previous Week
Open 0.6836 0.6895 0.0059 0.9% 0.6720
High 0.6894 0.6896 0.0002 0.0% 0.6841
Low 0.6823 0.6827 0.0004 0.1% 0.6720
Close 0.6888 0.6827 -0.0061 -0.9% 0.6815
Range 0.0071 0.0069 -0.0003 -3.5% 0.0121
ATR 0.0045 0.0047 0.0002 3.8% 0.0000
Volume 135 55 -80 -59.3% 182
Daily Pivots for day following 25-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7055 0.7010 0.6865
R3 0.6987 0.6941 0.6846
R2 0.6918 0.6918 0.6840
R1 0.6873 0.6873 0.6833 0.6861
PP 0.6850 0.6850 0.6850 0.6844
S1 0.6804 0.6804 0.6821 0.6793
S2 0.6781 0.6781 0.6814
S3 0.6713 0.6736 0.6808
S4 0.6644 0.6667 0.6789
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7155 0.7106 0.6882
R3 0.7034 0.6985 0.6848
R2 0.6913 0.6913 0.6837
R1 0.6864 0.6864 0.6826 0.6889
PP 0.6792 0.6792 0.6792 0.6804
S1 0.6743 0.6743 0.6804 0.6768
S2 0.6671 0.6671 0.6793
S3 0.6550 0.6622 0.6782
S4 0.6429 0.6501 0.6748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6896 0.6750 0.0146 2.1% 0.0063 0.9% 53% True False 57
10 0.6896 0.6680 0.0216 3.2% 0.0052 0.8% 68% True False 50
20 0.6896 0.6646 0.0250 3.7% 0.0041 0.6% 73% True False 36
40 0.6896 0.6384 0.0512 7.5% 0.0037 0.5% 87% True False 20
60 0.6896 0.6384 0.0512 7.5% 0.0030 0.4% 87% True False 16
80 0.6896 0.6384 0.0512 7.5% 0.0026 0.4% 87% True False 13
100 0.6896 0.6384 0.0512 7.5% 0.0024 0.3% 87% True False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7187
2.618 0.7075
1.618 0.7006
1.000 0.6964
0.618 0.6938
HIGH 0.6896
0.618 0.6869
0.500 0.6861
0.382 0.6853
LOW 0.6827
0.618 0.6785
1.000 0.6759
1.618 0.6716
2.618 0.6648
4.250 0.6536
Fisher Pivots for day following 25-Sep-2024
Pivot 1 day 3 day
R1 0.6861 0.6851
PP 0.6850 0.6843
S1 0.6838 0.6835

These figures are updated between 7pm and 10pm EST after a trading day.

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