CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 29-Oct-2024
Day Change Summary
Previous Current
28-Oct-2024 29-Oct-2024 Change Change % Previous Week
Open 0.6615 0.6588 -0.0028 -0.4% 0.6721
High 0.6615 0.6591 -0.0025 -0.4% 0.6726
Low 0.6586 0.6551 -0.0036 -0.5% 0.6607
Close 0.6588 0.6562 -0.0026 -0.4% 0.6613
Range 0.0029 0.0040 0.0011 37.9% 0.0119
ATR 0.0045 0.0045 0.0000 -0.8% 0.0000
Volume 92 397 305 331.5% 362
Daily Pivots for day following 29-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.6688 0.6665 0.6584
R3 0.6648 0.6625 0.6573
R2 0.6608 0.6608 0.6569
R1 0.6585 0.6585 0.6565 0.6576
PP 0.6568 0.6568 0.6568 0.6563
S1 0.6545 0.6545 0.6558 0.6536
S2 0.6528 0.6528 0.6554
S3 0.6488 0.6505 0.6551
S4 0.6448 0.6465 0.6540
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 0.6697 0.6551 0.0146 2.2% 0.0043 0.7% 8% False True 148
10 0.6726 0.6551 0.0176 2.7% 0.0041 0.6% 6% False True 128
20 0.6913 0.6551 0.0363 5.5% 0.0043 0.7% 3% False True 110
40 0.6939 0.6551 0.0389 5.9% 0.0045 0.7% 3% False True 80
60 0.6939 0.6497 0.0443 6.7% 0.0038 0.6% 15% False False 54
80 0.6939 0.6384 0.0555 8.5% 0.0035 0.5% 32% False False 43
100 0.6939 0.6384 0.0555 8.5% 0.0031 0.5% 32% False False 35
120 0.6939 0.6384 0.0555 8.5% 0.0028 0.4% 32% False False 29
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6761
2.618 0.6695
1.618 0.6655
1.000 0.6631
0.618 0.6615
HIGH 0.6591
0.618 0.6575
0.500 0.6571
0.382 0.6566
LOW 0.6551
0.618 0.6526
1.000 0.6511
1.618 0.6486
2.618 0.6446
4.250 0.6381
Fisher Pivots for day following 29-Oct-2024
Pivot 1 day 3 day
R1 0.6571 0.6600
PP 0.6568 0.6587
S1 0.6565 0.6574

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

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