CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 30-Oct-2024
Day Change Summary
Previous Current
29-Oct-2024 30-Oct-2024 Change Change % Previous Week
Open 0.6588 0.6567 -0.0021 -0.3% 0.6721
High 0.6591 0.6600 0.0010 0.1% 0.6726
Low 0.6551 0.6547 -0.0004 -0.1% 0.6607
Close 0.6562 0.6586 0.0025 0.4% 0.6613
Range 0.0040 0.0053 0.0013 32.5% 0.0119
ATR 0.0045 0.0045 0.0001 1.3% 0.0000
Volume 397 496 99 24.9% 362
Daily Pivots for day following 30-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.6737 0.6714 0.6615
R3 0.6684 0.6661 0.6601
R2 0.6631 0.6631 0.6596
R1 0.6608 0.6608 0.6591 0.6620
PP 0.6578 0.6578 0.6578 0.6583
S1 0.6555 0.6555 0.6581 0.6567
S2 0.6525 0.6525 0.6576
S3 0.6472 0.6502 0.6571
S4 0.6419 0.6449 0.6557
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 0.6665 0.6547 0.0118 1.8% 0.0039 0.6% 33% False True 229
10 0.6726 0.6547 0.0179 2.7% 0.0042 0.6% 22% False True 171
20 0.6890 0.6547 0.0343 5.2% 0.0044 0.7% 11% False True 133
40 0.6939 0.6547 0.0392 6.0% 0.0045 0.7% 10% False True 90
60 0.6939 0.6533 0.0407 6.2% 0.0038 0.6% 13% False False 62
80 0.6939 0.6384 0.0555 8.4% 0.0036 0.5% 36% False False 49
100 0.6939 0.6384 0.0555 8.4% 0.0031 0.5% 36% False False 40
120 0.6939 0.6384 0.0555 8.4% 0.0029 0.4% 36% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6825
2.618 0.6739
1.618 0.6686
1.000 0.6653
0.618 0.6633
HIGH 0.6600
0.618 0.6580
0.500 0.6574
0.382 0.6567
LOW 0.6547
0.618 0.6514
1.000 0.6494
1.618 0.6461
2.618 0.6408
4.250 0.6322
Fisher Pivots for day following 30-Oct-2024
Pivot 1 day 3 day
R1 0.6582 0.6584
PP 0.6578 0.6583
S1 0.6574 0.6581

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

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