CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 25-Jan-2024
Day Change Summary
Previous Current
24-Jan-2024 25-Jan-2024 Change Change % Previous Week
Open 0.6591 0.6587 -0.0005 -0.1% 0.6700
High 0.6631 0.6620 -0.0011 -0.2% 0.6718
Low 0.6576 0.6577 0.0001 0.0% 0.6538
Close 0.6591 0.6592 0.0001 0.0% 0.6608
Range 0.0056 0.0044 -0.0012 -21.6% 0.0180
ATR 0.0063 0.0062 -0.0001 -2.2% 0.0000
Volume 99,915 85,416 -14,499 -14.5% 495,270
Daily Pivots for day following 25-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6727 0.6703 0.6615
R3 0.6683 0.6659 0.6603
R2 0.6640 0.6640 0.6599
R1 0.6616 0.6616 0.6595 0.6628
PP 0.6596 0.6596 0.6596 0.6602
S1 0.6572 0.6572 0.6588 0.6584
S2 0.6553 0.6553 0.6584
S3 0.6509 0.6529 0.6580
S4 0.6466 0.6485 0.6568
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 0.6631 0.6563 0.0069 1.0% 0.0049 0.7% 42% False False 84,396
10 0.6749 0.6538 0.0212 3.2% 0.0063 1.0% 26% False False 105,342
20 0.6888 0.6538 0.0350 5.3% 0.0063 0.9% 15% False False 95,948
40 0.6888 0.6538 0.0350 5.3% 0.0065 1.0% 15% False False 69,521
60 0.6888 0.6344 0.0544 8.2% 0.0064 1.0% 46% False False 46,461
80 0.6888 0.6300 0.0588 8.9% 0.0062 0.9% 50% False False 34,864
100 0.6888 0.6300 0.0588 8.9% 0.0057 0.9% 50% False False 27,893
120 0.6888 0.6300 0.0588 8.9% 0.0049 0.7% 50% False False 23,245
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6805
2.618 0.6734
1.618 0.6690
1.000 0.6664
0.618 0.6647
HIGH 0.6620
0.618 0.6603
0.500 0.6598
0.382 0.6593
LOW 0.6577
0.618 0.6550
1.000 0.6533
1.618 0.6506
2.618 0.6463
4.250 0.6392
Fisher Pivots for day following 25-Jan-2024
Pivot 1 day 3 day
R1 0.6598 0.6597
PP 0.6596 0.6595
S1 0.6594 0.6593

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

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