CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 01-Oct-2024
Day Change Summary
Previous Current
30-Sep-2024 01-Oct-2024 Change Change % Previous Week
Open 0.6923 0.6922 -0.0001 0.0% 0.6810
High 0.6939 0.6936 -0.0003 0.0% 0.6937
Low 0.6908 0.6867 -0.0041 -0.6% 0.6807
Close 0.6922 0.6896 -0.0026 -0.4% 0.6915
Range 0.0031 0.0069 0.0038 122.6% 0.0131
ATR 0.0048 0.0050 0.0001 3.1% 0.0000
Volume 152 64 -88 -57.9% 301
Daily Pivots for day following 01-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7107 0.7070 0.6934
R3 0.7038 0.7001 0.6915
R2 0.6969 0.6969 0.6909
R1 0.6932 0.6932 0.6902 0.6916
PP 0.6900 0.6900 0.6900 0.6892
S1 0.6863 0.6863 0.6890 0.6847
S2 0.6831 0.6831 0.6883
S3 0.6762 0.6794 0.6877
S4 0.6693 0.6725 0.6858
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7278 0.7227 0.6987
R3 0.7147 0.7096 0.6951
R2 0.7017 0.7017 0.6939
R1 0.6966 0.6966 0.6927 0.6991
PP 0.6886 0.6886 0.6886 0.6899
S1 0.6835 0.6835 0.6903 0.6861
S2 0.6756 0.6756 0.6891
S3 0.6625 0.6705 0.6879
S4 0.6495 0.6574 0.6843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6939 0.6827 0.0112 1.6% 0.0058 0.8% 62% False False 68
10 0.6939 0.6748 0.0191 2.8% 0.0061 0.9% 77% False False 66
20 0.6939 0.6646 0.0293 4.2% 0.0046 0.7% 85% False False 50
40 0.6939 0.6497 0.0443 6.4% 0.0035 0.5% 90% False False 26
60 0.6939 0.6384 0.0555 8.0% 0.0033 0.5% 92% False False 21
80 0.6939 0.6384 0.0555 8.0% 0.0028 0.4% 92% False False 16
100 0.6939 0.6384 0.0555 8.0% 0.0025 0.4% 92% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7229
2.618 0.7117
1.618 0.7048
1.000 0.7005
0.618 0.6979
HIGH 0.6936
0.618 0.6910
0.500 0.6902
0.382 0.6893
LOW 0.6867
0.618 0.6824
1.000 0.6798
1.618 0.6755
2.618 0.6686
4.250 0.6574
Fisher Pivots for day following 01-Oct-2024
Pivot 1 day 3 day
R1 0.6902 0.6903
PP 0.6900 0.6901
S1 0.6898 0.6898

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

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