CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 05-Dec-2024
Day Change Summary
Previous Current
04-Dec-2024 05-Dec-2024 Change Change % Previous Week
Open 0.6487 0.6433 -0.0054 -0.8% 0.6538
High 0.6491 0.6458 -0.0034 -0.5% 0.6552
Low 0.6403 0.6426 0.0024 0.4% 0.6440
Close 0.6439 0.6457 0.0019 0.3% 0.6525
Range 0.0089 0.0032 -0.0057 -64.4% 0.0112
ATR 0.0058 0.0056 -0.0002 -3.2% 0.0000
Volume 6,469 3,185 -3,284 -50.8% 2,863
Daily Pivots for day following 05-Dec-2024
Classic Woodie Camarilla DeMark
R4 0.6541 0.6531 0.6474
R3 0.6510 0.6499 0.6466
R2 0.6478 0.6478 0.6463
R1 0.6468 0.6468 0.6460 0.6473
PP 0.6447 0.6447 0.6447 0.6450
S1 0.6436 0.6436 0.6454 0.6442
S2 0.6415 0.6415 0.6451
S3 0.6384 0.6405 0.6448
S4 0.6352 0.6373 0.6440
Weekly Pivots for week ending 29-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.6842 0.6795 0.6586
R3 0.6730 0.6683 0.6555
R2 0.6618 0.6618 0.6545
R1 0.6571 0.6571 0.6535 0.6538
PP 0.6506 0.6506 0.6506 0.6489
S1 0.6459 0.6459 0.6514 0.6426
S2 0.6394 0.6394 0.6504
S3 0.6282 0.6347 0.6494
S4 0.6170 0.6235 0.6463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6531 0.6403 0.0128 2.0% 0.0057 0.9% 43% False False 2,995
10 0.6552 0.6403 0.0150 2.3% 0.0054 0.8% 36% False False 1,793
20 0.6688 0.6403 0.0285 4.4% 0.0059 0.9% 19% False False 1,057
40 0.6766 0.6403 0.0363 5.6% 0.0052 0.8% 15% False False 605
60 0.6939 0.6403 0.0537 8.3% 0.0052 0.8% 10% False False 425
80 0.6939 0.6403 0.0537 8.3% 0.0045 0.7% 10% False False 322
100 0.6939 0.6384 0.0555 8.6% 0.0043 0.7% 13% False False 259
120 0.6939 0.6384 0.0555 8.6% 0.0038 0.6% 13% False False 217
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.6591
2.618 0.6540
1.618 0.6508
1.000 0.6489
0.618 0.6477
HIGH 0.6458
0.618 0.6445
0.500 0.6442
0.382 0.6438
LOW 0.6426
0.618 0.6407
1.000 0.6395
1.618 0.6375
2.618 0.6344
4.250 0.6292
Fisher Pivots for day following 05-Dec-2024
Pivot 1 day 3 day
R1 0.6452 0.6456
PP 0.6447 0.6456
S1 0.6442 0.6455

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

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