CME Australian Dollar Future June 2025


Trading Metrics calculated at close of trading on 11-Sep-2024
Day Change Summary
Previous Current
10-Sep-2024 11-Sep-2024 Change Change % Previous Week
Open 0.6648 0.6653 0.0005 0.1% 0.6748
High 0.6662 0.6674 0.0012 0.2% 0.6763
Low 0.6648 0.6653 0.0005 0.1% 0.6670
Close 0.6662 0.6674 0.0012 0.2% 0.6676
Range 0.0014 0.0021 0.0007 50.0% 0.0093
ATR 0.0035 0.0034 -0.0001 -2.8% 0.0000
Volume 17 10 -7 -41.2% 18
Daily Pivots for day following 11-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.6730 0.6723 0.6686
R3 0.6709 0.6702 0.6680
R2 0.6688 0.6688 0.6678
R1 0.6681 0.6681 0.6676 0.6685
PP 0.6667 0.6667 0.6667 0.6669
S1 0.6660 0.6660 0.6672 0.6664
S2 0.6646 0.6646 0.6670
S3 0.6625 0.6639 0.6668
S4 0.6604 0.6618 0.6662
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.6982 0.6922 0.6727
R3 0.6889 0.6829 0.6701
R2 0.6796 0.6796 0.6693
R1 0.6736 0.6736 0.6684 0.6719
PP 0.6703 0.6703 0.6703 0.6695
S1 0.6643 0.6643 0.6667 0.6626
S2 0.6610 0.6610 0.6658
S3 0.6517 0.6550 0.6650
S4 0.6424 0.6457 0.6624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6763 0.6648 0.0115 1.7% 0.0030 0.4% 23% False False 9
10 0.6823 0.6648 0.0175 2.6% 0.0029 0.4% 15% False False 13
20 0.6823 0.6624 0.0199 3.0% 0.0018 0.3% 25% False False 19
40 0.6823 0.6455 0.0368 5.5% 0.0022 0.3% 60% False False 19
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6763
2.618 0.6729
1.618 0.6708
1.000 0.6695
0.618 0.6687
HIGH 0.6674
0.618 0.6666
0.500 0.6664
0.382 0.6661
LOW 0.6653
0.618 0.6640
1.000 0.6632
1.618 0.6619
2.618 0.6598
4.250 0.6564
Fisher Pivots for day following 11-Sep-2024
Pivot 1 day 3 day
R1 0.6671 0.6670
PP 0.6667 0.6665
S1 0.6664 0.6661

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

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