CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 19-Jan-2024
Day Change Summary
Previous Current
18-Jan-2024 19-Jan-2024 Change Change % Previous Week
Open 0.6565 0.6586 0.0021 0.3% 0.6700
High 0.6587 0.6613 0.0027 0.4% 0.6718
Low 0.6538 0.6577 0.0040 0.6% 0.6538
Close 0.6572 0.6608 0.0036 0.5% 0.6608
Range 0.0049 0.0036 -0.0013 -26.5% 0.0180
ATR 0.0067 0.0065 -0.0002 -2.7% 0.0000
Volume 104,028 81,999 -22,029 -21.2% 495,270
Daily Pivots for day following 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6707 0.6693 0.6627
R3 0.6671 0.6657 0.6617
R2 0.6635 0.6635 0.6614
R1 0.6621 0.6621 0.6611 0.6628
PP 0.6599 0.6599 0.6599 0.6603
S1 0.6585 0.6585 0.6604 0.6592
S2 0.6563 0.6563 0.6601
S3 0.6527 0.6549 0.6598
S4 0.6491 0.6513 0.6588
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7161 0.7064 0.6707
R3 0.6981 0.6884 0.6657
R2 0.6801 0.6801 0.6641
R1 0.6704 0.6704 0.6624 0.6663
PP 0.6621 0.6621 0.6621 0.6600
S1 0.6524 0.6524 0.6591 0.6483
S2 0.6441 0.6441 0.6575
S3 0.6261 0.6344 0.6558
S4 0.6081 0.6164 0.6509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6742 0.6538 0.0205 3.1% 0.0067 1.0% 34% False False 118,745
10 0.6763 0.6538 0.0225 3.4% 0.0068 1.0% 31% False False 107,170
20 0.6888 0.6538 0.0350 5.3% 0.0063 0.9% 20% False False 93,946
40 0.6888 0.6538 0.0350 5.3% 0.0064 1.0% 20% False False 61,107
60 0.6888 0.6300 0.0588 8.9% 0.0064 1.0% 52% False False 40,801
80 0.6888 0.6300 0.0588 8.9% 0.0061 0.9% 52% False False 30,615
100 0.6888 0.6300 0.0588 8.9% 0.0055 0.8% 52% False False 24,494
120 0.6888 0.6300 0.0588 8.9% 0.0049 0.7% 52% False False 20,412
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0019
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.6766
2.618 0.6707
1.618 0.6671
1.000 0.6649
0.618 0.6635
HIGH 0.6613
0.618 0.6599
0.500 0.6595
0.382 0.6591
LOW 0.6577
0.618 0.6555
1.000 0.6541
1.618 0.6519
2.618 0.6483
4.250 0.6424
Fisher Pivots for day following 19-Jan-2024
Pivot 1 day 3 day
R1 0.6603 0.6597
PP 0.6599 0.6586
S1 0.6595 0.6575

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

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