CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 01-Dec-2023
Day Change Summary
Previous Current
30-Nov-2023 01-Dec-2023 Change Change % Previous Week
Open 0.6639 0.6630 -0.0009 -0.1% 0.6602
High 0.6669 0.6697 0.0028 0.4% 0.6697
Low 0.6593 0.6620 0.0027 0.4% 0.6590
Close 0.6630 0.6692 0.0063 0.9% 0.6692
Range 0.0076 0.0077 0.0001 0.7% 0.0107
ATR 0.0061 0.0062 0.0001 1.9% 0.0000
Volume 897 1,361 464 51.7% 6,495
Daily Pivots for day following 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6899 0.6872 0.6734
R3 0.6823 0.6796 0.6713
R2 0.6746 0.6746 0.6706
R1 0.6719 0.6719 0.6699 0.6733
PP 0.6670 0.6670 0.6670 0.6676
S1 0.6643 0.6643 0.6685 0.6656
S2 0.6593 0.6593 0.6678
S3 0.6517 0.6566 0.6671
S4 0.6440 0.6490 0.6650
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6979 0.6942 0.6751
R3 0.6873 0.6836 0.6721
R2 0.6766 0.6766 0.6712
R1 0.6729 0.6729 0.6702 0.6748
PP 0.6660 0.6660 0.6660 0.6669
S1 0.6623 0.6623 0.6682 0.6641
S2 0.6553 0.6553 0.6672
S3 0.6447 0.6516 0.6663
S4 0.6340 0.6410 0.6633
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6697 0.6590 0.0107 1.6% 0.0066 1.0% 96% True False 1,299
10 0.6697 0.6476 0.0221 3.3% 0.0059 0.9% 98% True False 850
20 0.6697 0.6350 0.0347 5.2% 0.0064 1.0% 99% True False 545
40 0.6697 0.6300 0.0397 5.9% 0.0060 0.9% 99% True False 316
60 0.6697 0.6300 0.0397 5.9% 0.0054 0.8% 99% True False 217
80 0.6697 0.6300 0.0397 5.9% 0.0045 0.7% 99% True False 164
100 0.6938 0.6300 0.0638 9.5% 0.0039 0.6% 61% False False 131
120 0.6938 0.6300 0.0638 9.5% 0.0034 0.5% 61% False False 109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7022
2.618 0.6897
1.618 0.6820
1.000 0.6773
0.618 0.6744
HIGH 0.6697
0.618 0.6667
0.500 0.6658
0.382 0.6649
LOW 0.6620
0.618 0.6573
1.000 0.6544
1.618 0.6496
2.618 0.6420
4.250 0.6295
Fisher Pivots for day following 01-Dec-2023
Pivot 1 day 3 day
R1 0.6681 0.6676
PP 0.6670 0.6661
S1 0.6658 0.6645

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

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