CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 25-Oct-2024
Day Change Summary
Previous Current
24-Oct-2024 25-Oct-2024 Change Change % Previous Week
Open 0.6649 0.6637 -0.0012 -0.2% 0.6721
High 0.6665 0.6650 -0.0015 -0.2% 0.6726
Low 0.6636 0.6607 -0.0029 -0.4% 0.6607
Close 0.6644 0.6613 -0.0032 -0.5% 0.6613
Range 0.0029 0.0043 0.0015 50.9% 0.0119
ATR 0.0047 0.0046 0.0000 -0.6% 0.0000
Volume 141 21 -120 -85.1% 362
Daily Pivots for day following 25-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.6752 0.6725 0.6636
R3 0.6709 0.6682 0.6624
R2 0.6666 0.6666 0.6620
R1 0.6639 0.6639 0.6616 0.6631
PP 0.6623 0.6623 0.6623 0.6619
S1 0.6596 0.6596 0.6609 0.6588
S2 0.6580 0.6580 0.6605
S3 0.6537 0.6553 0.6601
S4 0.6494 0.6510 0.6589
Weekly Pivots for week ending 25-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7006 0.6928 0.6678
R3 0.6887 0.6809 0.6645
R2 0.6768 0.6768 0.6634
R1 0.6690 0.6690 0.6623 0.6669
PP 0.6649 0.6649 0.6649 0.6638
S1 0.6571 0.6571 0.6602 0.6550
S2 0.6530 0.6530 0.6591
S3 0.6411 0.6452 0.6580
S4 0.6292 0.6333 0.6547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6726 0.6607 0.0119 1.8% 0.0049 0.7% 5% False True 72
10 0.6752 0.6607 0.0145 2.2% 0.0041 0.6% 4% False True 103
20 0.6939 0.6607 0.0332 5.0% 0.0045 0.7% 2% False True 96
40 0.6939 0.6607 0.0332 5.0% 0.0046 0.7% 2% False True 68
60 0.6939 0.6384 0.0555 8.4% 0.0039 0.6% 41% False False 46
80 0.6939 0.6384 0.0555 8.4% 0.0035 0.5% 41% False False 37
100 0.6939 0.6384 0.0555 8.4% 0.0031 0.5% 41% False False 30
120 0.6939 0.6384 0.0555 8.4% 0.0028 0.4% 41% False False 25
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6833
2.618 0.6763
1.618 0.6720
1.000 0.6693
0.618 0.6677
HIGH 0.6650
0.618 0.6634
0.500 0.6629
0.382 0.6623
LOW 0.6607
0.618 0.6580
1.000 0.6564
1.618 0.6537
2.618 0.6494
4.250 0.6424
Fisher Pivots for day following 25-Oct-2024
Pivot 1 day 3 day
R1 0.6629 0.6652
PP 0.6623 0.6639
S1 0.6618 0.6626

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

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