CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 19-Dec-2023
Day Change Summary
Previous Current
18-Dec-2023 19-Dec-2023 Change Change % Previous Week
Open 0.6721 0.6723 0.0003 0.0% 0.6598
High 0.6754 0.6794 0.0040 0.6% 0.6748
Low 0.6710 0.6719 0.0010 0.1% 0.6559
Close 0.6721 0.6779 0.0058 0.9% 0.6726
Range 0.0045 0.0075 0.0030 67.4% 0.0189
ATR 0.0067 0.0067 0.0001 0.8% 0.0000
Volume 65,160 76,260 11,100 17.0% 382,142
Daily Pivots for day following 19-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6987 0.6957 0.6819
R3 0.6913 0.6883 0.6799
R2 0.6838 0.6838 0.6792
R1 0.6808 0.6808 0.6785 0.6823
PP 0.6764 0.6764 0.6764 0.6771
S1 0.6734 0.6734 0.6772 0.6749
S2 0.6689 0.6689 0.6765
S3 0.6615 0.6659 0.6758
S4 0.6540 0.6585 0.6738
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7243 0.7173 0.6829
R3 0.7054 0.6984 0.6777
R2 0.6866 0.6866 0.6760
R1 0.6796 0.6796 0.6743 0.6831
PP 0.6677 0.6677 0.6677 0.6695
S1 0.6607 0.6607 0.6708 0.6642
S2 0.6489 0.6489 0.6691
S3 0.6300 0.6419 0.6674
S4 0.6112 0.6230 0.6622
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6794 0.6561 0.0233 3.4% 0.0077 1.1% 94% True False 76,722
10 0.6794 0.6546 0.0248 3.7% 0.0070 1.0% 94% True False 55,247
20 0.6794 0.6545 0.0249 3.7% 0.0066 1.0% 94% True False 28,268
40 0.6794 0.6300 0.0494 7.3% 0.0065 1.0% 97% True False 14,228
60 0.6794 0.6300 0.0494 7.3% 0.0061 0.9% 97% True False 9,504
80 0.6794 0.6300 0.0494 7.3% 0.0053 0.8% 97% True False 7,131
100 0.6794 0.6300 0.0494 7.3% 0.0046 0.7% 97% True False 5,705
120 0.6938 0.6300 0.0638 9.4% 0.0040 0.6% 75% False False 4,754
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7110
2.618 0.6989
1.618 0.6914
1.000 0.6868
0.618 0.6840
HIGH 0.6794
0.618 0.6765
0.500 0.6756
0.382 0.6747
LOW 0.6719
0.618 0.6673
1.000 0.6645
1.618 0.6598
2.618 0.6524
4.250 0.6402
Fisher Pivots for day following 19-Dec-2023
Pivot 1 day 3 day
R1 0.6771 0.6765
PP 0.6764 0.6752
S1 0.6756 0.6738

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

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