CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 04-Jan-2024
Day Change Summary
Previous Current
03-Jan-2024 04-Jan-2024 Change Change % Previous Week
Open 0.6780 0.6746 -0.0034 -0.5% 0.6819
High 0.6787 0.6775 -0.0012 -0.2% 0.6888
Low 0.6719 0.6712 -0.0007 -0.1% 0.6798
Close 0.6746 0.6719 -0.0028 -0.4% 0.6831
Range 0.0069 0.0063 -0.0006 -8.0% 0.0090
ATR 0.0062 0.0062 0.0000 0.1% 0.0000
Volume 102,159 76,089 -26,070 -25.5% 263,718
Daily Pivots for day following 04-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6924 0.6884 0.6753
R3 0.6861 0.6821 0.6736
R2 0.6798 0.6798 0.6730
R1 0.6758 0.6758 0.6724 0.6747
PP 0.6735 0.6735 0.6735 0.6729
S1 0.6695 0.6695 0.6713 0.6684
S2 0.6672 0.6672 0.6707
S3 0.6609 0.6632 0.6701
S4 0.6546 0.6569 0.6684
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 0.6712 0.0176 2.6% 0.0065 1.0% 4% False True 89,307
10 0.6888 0.6712 0.0176 2.6% 0.0057 0.8% 4% False True 80,722
20 0.6888 0.6546 0.0342 5.1% 0.0063 0.9% 51% False False 67,985
40 0.6888 0.6350 0.0538 8.0% 0.0064 1.0% 69% False False 34,382
60 0.6888 0.6300 0.0588 8.7% 0.0061 0.9% 71% False False 22,952
80 0.6888 0.6300 0.0588 8.7% 0.0057 0.9% 71% False False 17,221
100 0.6888 0.6300 0.0588 8.7% 0.0050 0.7% 71% False False 13,777
120 0.6888 0.6300 0.0588 8.7% 0.0044 0.7% 71% False False 11,481
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7043
2.618 0.6940
1.618 0.6877
1.000 0.6838
0.618 0.6814
HIGH 0.6775
0.618 0.6751
0.500 0.6744
0.382 0.6736
LOW 0.6712
0.618 0.6673
1.000 0.6649
1.618 0.6610
2.618 0.6547
4.250 0.6444
Fisher Pivots for day following 04-Jan-2024
Pivot 1 day 3 day
R1 0.6744 0.6784
PP 0.6735 0.6762
S1 0.6727 0.6740

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

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