CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 04-Oct-2024
Day Change Summary
Previous Current
03-Oct-2024 04-Oct-2024 Change Change % Previous Week
Open 0.6890 0.6851 -0.0039 -0.6% 0.6923
High 0.6890 0.6852 -0.0039 -0.6% 0.6939
Low 0.6835 0.6795 -0.0040 -0.6% 0.6795
Close 0.6845 0.6806 -0.0039 -0.6% 0.6806
Range 0.0055 0.0057 0.0002 2.7% 0.0144
ATR 0.0049 0.0049 0.0001 1.1% 0.0000
Volume 155 69 -86 -55.5% 483
Daily Pivots for day following 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.6987 0.6953 0.6837
R3 0.6930 0.6896 0.6821
R2 0.6874 0.6874 0.6816
R1 0.6840 0.6840 0.6811 0.6829
PP 0.6817 0.6817 0.6817 0.6812
S1 0.6783 0.6783 0.6800 0.6772
S2 0.6761 0.6761 0.6795
S3 0.6704 0.6727 0.6790
S4 0.6648 0.6670 0.6774
Weekly Pivots for week ending 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7279 0.7186 0.6885
R3 0.7135 0.7042 0.6845
R2 0.6991 0.6991 0.6832
R1 0.6898 0.6898 0.6819 0.6872
PP 0.6847 0.6847 0.6847 0.6834
S1 0.6754 0.6754 0.6792 0.6728
S2 0.6703 0.6703 0.6779
S3 0.6559 0.6610 0.6766
S4 0.6415 0.6466 0.6726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6939 0.6795 0.0144 2.1% 0.0049 0.7% 7% False True 96
10 0.6939 0.6795 0.0144 2.1% 0.0055 0.8% 7% False True 78
20 0.6939 0.6646 0.0293 4.3% 0.0047 0.7% 54% False False 58
40 0.6939 0.6591 0.0349 5.1% 0.0036 0.5% 62% False False 33
60 0.6939 0.6384 0.0555 8.2% 0.0035 0.5% 76% False False 25
80 0.6939 0.6384 0.0555 8.2% 0.0029 0.4% 76% False False 19
100 0.6939 0.6384 0.0555 8.2% 0.0027 0.4% 76% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7092
2.618 0.6999
1.618 0.6943
1.000 0.6908
0.618 0.6886
HIGH 0.6852
0.618 0.6830
0.500 0.6823
0.382 0.6817
LOW 0.6795
0.618 0.6760
1.000 0.6739
1.618 0.6704
2.618 0.6647
4.250 0.6555
Fisher Pivots for day following 04-Oct-2024
Pivot 1 day 3 day
R1 0.6823 0.6854
PP 0.6817 0.6838
S1 0.6811 0.6822

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

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