CME Australian Dollar Future March 2025


Trading Metrics calculated at close of trading on 27-Sep-2024
Day Change Summary
Previous Current
26-Sep-2024 27-Sep-2024 Change Change % Previous Week
Open 0.6848 0.6883 0.0035 0.5% 0.6810
High 0.6904 0.6937 0.0034 0.5% 0.6937
Low 0.6844 0.6877 0.0033 0.5% 0.6807
Close 0.6902 0.6915 0.0013 0.2% 0.6915
Range 0.0060 0.0061 0.0001 1.7% 0.0131
ATR 0.0049 0.0050 0.0001 1.7% 0.0000
Volume 44 27 -17 -38.6% 301
Daily Pivots for day following 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7091 0.7064 0.6948
R3 0.7031 0.7003 0.6932
R2 0.6970 0.6970 0.6926
R1 0.6943 0.6943 0.6921 0.6956
PP 0.6910 0.6910 0.6910 0.6916
S1 0.6882 0.6882 0.6909 0.6896
S2 0.6849 0.6849 0.6904
S3 0.6789 0.6822 0.6898
S4 0.6728 0.6761 0.6882
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7278 0.7227 0.6987
R3 0.7147 0.7096 0.6951
R2 0.7017 0.7017 0.6939
R1 0.6966 0.6966 0.6927 0.6991
PP 0.6886 0.6886 0.6886 0.6899
S1 0.6835 0.6835 0.6903 0.6861
S2 0.6756 0.6756 0.6891
S3 0.6625 0.6705 0.6879
S4 0.6495 0.6574 0.6843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6937 0.6807 0.0131 1.9% 0.0061 0.9% 83% True False 60
10 0.6937 0.6720 0.0217 3.1% 0.0057 0.8% 90% True False 48
20 0.6937 0.6646 0.0291 4.2% 0.0047 0.7% 92% True False 40
40 0.6937 0.6384 0.0553 8.0% 0.0037 0.5% 96% True False 21
60 0.6937 0.6384 0.0553 8.0% 0.0032 0.5% 96% True False 17
80 0.6937 0.6384 0.0553 8.0% 0.0027 0.4% 96% True False 14
100 0.6937 0.6384 0.0553 8.0% 0.0024 0.4% 96% True False 11
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7194
2.618 0.7095
1.618 0.7035
1.000 0.6998
0.618 0.6974
HIGH 0.6937
0.618 0.6914
0.500 0.6907
0.382 0.6900
LOW 0.6877
0.618 0.6839
1.000 0.6816
1.618 0.6779
2.618 0.6718
4.250 0.6619
Fisher Pivots for day following 27-Sep-2024
Pivot 1 day 3 day
R1 0.6912 0.6904
PP 0.6910 0.6893
S1 0.6907 0.6882

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

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