CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 16-Jan-2024
Day Change Summary
Previous Current
12-Jan-2024 16-Jan-2024 Change Change % Previous Week
Open 0.6701 0.6700 -0.0001 0.0% 0.6728
High 0.6742 0.6718 -0.0025 -0.4% 0.6749
Low 0.6691 0.6589 -0.0102 -1.5% 0.6660
Close 0.6701 0.6598 -0.0103 -1.5% 0.6701
Range 0.0051 0.0129 0.0078 152.0% 0.0089
ATR 0.0063 0.0068 0.0005 7.3% 0.0000
Volume 98,456 187,887 89,431 90.8% 450,768
Daily Pivots for day following 16-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7020 0.6937 0.6668
R3 0.6892 0.6809 0.6633
R2 0.6763 0.6763 0.6621
R1 0.6680 0.6680 0.6609 0.6658
PP 0.6635 0.6635 0.6635 0.6623
S1 0.6552 0.6552 0.6586 0.6529
S2 0.6506 0.6506 0.6574
S3 0.6378 0.6423 0.6562
S4 0.6249 0.6295 0.6527
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6970 0.6924 0.6749
R3 0.6881 0.6835 0.6725
R2 0.6792 0.6792 0.6717
R1 0.6746 0.6746 0.6709 0.6725
PP 0.6703 0.6703 0.6703 0.6692
S1 0.6657 0.6657 0.6692 0.6636
S2 0.6614 0.6614 0.6684
S3 0.6525 0.6568 0.6676
S4 0.6436 0.6479 0.6652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6749 0.6589 0.0160 2.4% 0.0073 1.1% 5% False True 110,574
10 0.6856 0.6589 0.0267 4.0% 0.0074 1.1% 3% False True 103,561
20 0.6888 0.6589 0.0299 4.5% 0.0064 1.0% 3% False True 90,746
40 0.6888 0.6476 0.0412 6.2% 0.0065 1.0% 30% False False 53,444
60 0.6888 0.6300 0.0588 8.9% 0.0064 1.0% 51% False False 35,683
80 0.6888 0.6300 0.0588 8.9% 0.0061 0.9% 51% False False 26,773
100 0.6888 0.6300 0.0588 8.9% 0.0054 0.8% 51% False False 21,420
120 0.6888 0.6300 0.0588 8.9% 0.0048 0.7% 51% False False 17,850
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 0.0022
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.7264
2.618 0.7054
1.618 0.6925
1.000 0.6846
0.618 0.6797
HIGH 0.6718
0.618 0.6668
0.500 0.6653
0.382 0.6638
LOW 0.6589
0.618 0.6510
1.000 0.6461
1.618 0.6381
2.618 0.6253
4.250 0.6043
Fisher Pivots for day following 16-Jan-2024
Pivot 1 day 3 day
R1 0.6653 0.6669
PP 0.6635 0.6645
S1 0.6616 0.6621

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

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