CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 30-Dec-2024
Day Change Summary
Previous Current
27-Dec-2024 30-Dec-2024 Change Change % Previous Week
Open 0.6218 0.6227 0.0009 0.1% 0.6252
High 0.6227 0.6248 0.0021 0.3% 0.6265
Low 0.6201 0.6203 0.0002 0.0% 0.6201
Close 0.6220 0.6225 0.0005 0.1% 0.6220
Range 0.0026 0.0045 0.0020 76.5% 0.0064
ATR 0.0055 0.0054 -0.0001 -1.3% 0.0000
Volume 56,788 59,109 2,321 4.1% 173,171
Daily Pivots for day following 30-Dec-2024
Classic Woodie Camarilla DeMark
R4 0.6360 0.6337 0.6249
R3 0.6315 0.6292 0.6237
R2 0.6270 0.6270 0.6233
R1 0.6247 0.6247 0.6229 0.6236
PP 0.6225 0.6225 0.6225 0.6219
S1 0.6202 0.6202 0.6220 0.6191
S2 0.6180 0.6180 0.6216
S3 0.6135 0.6157 0.6212
S4 0.6090 0.6112 0.6200
Weekly Pivots for week ending 27-Dec-2024
Classic Woodie Camarilla DeMark
R4 0.6421 0.6384 0.6255
R3 0.6357 0.6320 0.6237
R2 0.6293 0.6293 0.6231
R1 0.6256 0.6256 0.6225 0.6242
PP 0.6229 0.6229 0.6229 0.6222
S1 0.6192 0.6192 0.6214 0.6178
S2 0.6165 0.6165 0.6208
S3 0.6101 0.6128 0.6202
S4 0.6037 0.6064 0.6184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6265 0.6201 0.0064 1.0% 0.0036 0.6% 37% False False 46,456
10 0.6385 0.6201 0.0184 3.0% 0.0052 0.8% 13% False False 63,660
20 0.6518 0.6201 0.0318 5.1% 0.0058 0.9% 8% False False 54,321
40 0.6688 0.6201 0.0487 7.8% 0.0058 0.9% 5% False False 27,351
60 0.6852 0.6201 0.0651 10.5% 0.0053 0.9% 4% False False 18,277
80 0.6939 0.6201 0.0739 11.9% 0.0052 0.8% 3% False False 13,722
100 0.6939 0.6201 0.0739 11.9% 0.0046 0.7% 3% False False 10,979
120 0.6939 0.6201 0.0739 11.9% 0.0044 0.7% 3% False False 9,151
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6439
2.618 0.6365
1.618 0.6320
1.000 0.6293
0.618 0.6275
HIGH 0.6248
0.618 0.6230
0.500 0.6225
0.382 0.6220
LOW 0.6203
0.618 0.6175
1.000 0.6158
1.618 0.6130
2.618 0.6085
4.250 0.6011
Fisher Pivots for day following 30-Dec-2024
Pivot 1 day 3 day
R1 0.6225 0.6228
PP 0.6225 0.6227
S1 0.6225 0.6226

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

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