CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 07-Oct-2024
Day Change Summary
Previous Current
04-Oct-2024 07-Oct-2024 Change Change % Previous Week
Open 0.6851 0.6811 -0.0041 -0.6% 0.6923
High 0.6852 0.6812 -0.0040 -0.6% 0.6939
Low 0.6795 0.6752 -0.0044 -0.6% 0.6795
Close 0.6806 0.6752 -0.0054 -0.8% 0.6806
Range 0.0057 0.0061 0.0004 7.1% 0.0144
ATR 0.0049 0.0050 0.0001 1.6% 0.0000
Volume 69 75 6 8.7% 483
Daily Pivots for day following 07-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.6953 0.6913 0.6785
R3 0.6893 0.6852 0.6768
R2 0.6832 0.6832 0.6763
R1 0.6792 0.6792 0.6757 0.6782
PP 0.6772 0.6772 0.6772 0.6767
S1 0.6731 0.6731 0.6746 0.6721
S2 0.6711 0.6711 0.6740
S3 0.6651 0.6671 0.6735
S4 0.6590 0.6610 0.6718
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 0.6936 0.6752 0.0185 2.7% 0.0055 0.8% 0% False True 81
10 0.6939 0.6752 0.0188 2.8% 0.0056 0.8% 0% False True 81
20 0.6939 0.6646 0.0293 4.3% 0.0050 0.7% 36% False False 61
40 0.6939 0.6602 0.0337 5.0% 0.0037 0.5% 44% False False 34
60 0.6939 0.6384 0.0555 8.2% 0.0036 0.5% 66% False False 26
80 0.6939 0.6384 0.0555 8.2% 0.0030 0.4% 66% False False 20
100 0.6939 0.6384 0.0555 8.2% 0.0027 0.4% 66% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7069
2.618 0.6970
1.618 0.6910
1.000 0.6873
0.618 0.6849
HIGH 0.6812
0.618 0.6789
0.500 0.6782
0.382 0.6775
LOW 0.6752
0.618 0.6714
1.000 0.6691
1.618 0.6654
2.618 0.6593
4.250 0.6494
Fisher Pivots for day following 07-Oct-2024
Pivot 1 day 3 day
R1 0.6782 0.6821
PP 0.6772 0.6798
S1 0.6762 0.6775

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

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