CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 29-Dec-2023
Day Change Summary
Previous Current
28-Dec-2023 29-Dec-2023 Change Change % Previous Week
Open 0.6863 0.6842 -0.0021 -0.3% 0.6819
High 0.6888 0.6863 -0.0025 -0.4% 0.6888
Low 0.6841 0.6798 -0.0043 -0.6% 0.6798
Close 0.6851 0.6831 -0.0020 -0.3% 0.6831
Range 0.0047 0.0065 0.0018 38.3% 0.0090
ATR 0.0060 0.0060 0.0000 0.6% 0.0000
Volume 85,434 89,809 4,375 5.1% 263,718
Daily Pivots for day following 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7025 0.6993 0.6866
R3 0.6960 0.6928 0.6848
R2 0.6895 0.6895 0.6842
R1 0.6863 0.6863 0.6836 0.6847
PP 0.6830 0.6830 0.6830 0.6822
S1 0.6798 0.6798 0.6825 0.6782
S2 0.6765 0.6765 0.6819
S3 0.6700 0.6733 0.6813
S4 0.6635 0.6668 0.6795
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7109 0.7060 0.6880
R3 0.7019 0.6970 0.6855
R2 0.6929 0.6929 0.6847
R1 0.6880 0.6880 0.6839 0.6904
PP 0.6839 0.6839 0.6839 0.6851
S1 0.6790 0.6790 0.6822 0.6814
S2 0.6749 0.6749 0.6814
S3 0.6659 0.6700 0.6806
S4 0.6569 0.6610 0.6781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6888 0.6791 0.0097 1.4% 0.0046 0.7% 41% False False 68,067
10 0.6888 0.6683 0.0205 3.0% 0.0054 0.8% 72% False False 77,932
20 0.6888 0.6546 0.0342 5.0% 0.0064 0.9% 83% False False 54,734
40 0.6888 0.6350 0.0538 7.9% 0.0064 0.9% 89% False False 27,610
60 0.6888 0.6300 0.0588 8.6% 0.0061 0.9% 90% False False 18,433
80 0.6888 0.6300 0.0588 8.6% 0.0055 0.8% 90% False False 13,829
100 0.6888 0.6300 0.0588 8.6% 0.0048 0.7% 90% False False 11,064
120 0.6938 0.6300 0.0638 9.3% 0.0043 0.6% 83% False False 9,220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7139
2.618 0.7033
1.618 0.6968
1.000 0.6928
0.618 0.6903
HIGH 0.6863
0.618 0.6838
0.500 0.6830
0.382 0.6822
LOW 0.6798
0.618 0.6757
1.000 0.6733
1.618 0.6692
2.618 0.6627
4.250 0.6521
Fisher Pivots for day following 29-Dec-2023
Pivot 1 day 3 day
R1 0.6830 0.6843
PP 0.6830 0.6839
S1 0.6830 0.6835

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

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