CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
26-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 0.6819 0.6842 0.0023 0.3% 0.6721
High 0.6845 0.6870 0.0025 0.4% 0.6843
Low 0.6816 0.6836 0.0020 0.3% 0.6710
Close 0.6842 0.6859 0.0017 0.2% 0.6821
Range 0.0030 0.0034 0.0005 15.3% 0.0134
ATR 0.0063 0.0061 -0.0002 -3.3% 0.0000
Volume 27,736 60,739 33,003 119.0% 413,631
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6957 0.6942 0.6877
R3 0.6923 0.6908 0.6868
R2 0.6889 0.6889 0.6865
R1 0.6874 0.6874 0.6862 0.6881
PP 0.6855 0.6855 0.6855 0.6858
S1 0.6840 0.6840 0.6855 0.6847
S2 0.6821 0.6821 0.6852
S3 0.6787 0.6806 0.6849
S4 0.6753 0.6772 0.6840
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7192 0.7140 0.6894
R3 0.7058 0.7006 0.6857
R2 0.6925 0.6925 0.6845
R1 0.6873 0.6873 0.6833 0.6899
PP 0.6791 0.6791 0.6791 0.6804
S1 0.6739 0.6739 0.6808 0.6765
S2 0.6658 0.6658 0.6796
S3 0.6524 0.6606 0.6784
S4 0.6391 0.6472 0.6747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6870 0.6743 0.0127 1.8% 0.0048 0.7% 91% True False 72,137
10 0.6870 0.6561 0.0309 4.5% 0.0063 0.9% 96% True False 74,430
20 0.6870 0.6546 0.0324 4.7% 0.0066 1.0% 97% True False 46,061
40 0.6870 0.6344 0.0526 7.7% 0.0064 0.9% 98% True False 23,234
60 0.6870 0.6300 0.0570 8.3% 0.0061 0.9% 98% True False 15,514
80 0.6870 0.6300 0.0570 8.3% 0.0055 0.8% 98% True False 11,639
100 0.6870 0.6300 0.0570 8.3% 0.0047 0.7% 98% True False 9,312
120 0.6938 0.6300 0.0638 9.3% 0.0042 0.6% 88% False False 7,760
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7014
2.618 0.6959
1.618 0.6925
1.000 0.6904
0.618 0.6891
HIGH 0.6870
0.618 0.6857
0.500 0.6853
0.382 0.6848
LOW 0.6836
0.618 0.6814
1.000 0.6802
1.618 0.6780
2.618 0.6746
4.250 0.6691
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 0.6857 0.6849
PP 0.6855 0.6840
S1 0.6853 0.6830

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.