CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 31-Jan-2024
Day Change Summary
Previous Current
30-Jan-2024 31-Jan-2024 Change Change % Previous Week
Open 0.6622 0.6610 -0.0012 -0.2% 0.6609
High 0.6635 0.6633 -0.0002 0.0% 0.6631
Low 0.6585 0.6561 -0.0024 -0.4% 0.6563
Close 0.6615 0.6605 -0.0010 -0.1% 0.6592
Range 0.0050 0.0072 0.0022 44.0% 0.0069
ATR 0.0058 0.0059 0.0001 1.7% 0.0000
Volume 76,203 178,084 101,881 133.7% 400,748
Daily Pivots for day following 31-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6816 0.6782 0.6645
R3 0.6744 0.6710 0.6625
R2 0.6672 0.6672 0.6618
R1 0.6638 0.6638 0.6612 0.6619
PP 0.6600 0.6600 0.6600 0.6590
S1 0.6566 0.6566 0.6598 0.6547
S2 0.6528 0.6528 0.6592
S3 0.6456 0.6494 0.6585
S4 0.6384 0.6422 0.6565
Weekly Pivots for week ending 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6801 0.6765 0.6630
R3 0.6732 0.6696 0.6611
R2 0.6664 0.6664 0.6605
R1 0.6628 0.6628 0.6598 0.6612
PP 0.6595 0.6595 0.6595 0.6587
S1 0.6559 0.6559 0.6586 0.6543
S2 0.6527 0.6527 0.6579
S3 0.6458 0.6491 0.6573
S4 0.6390 0.6422 0.6554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6635 0.6561 0.0074 1.1% 0.0050 0.8% 60% False True 93,239
10 0.6635 0.6538 0.0097 1.5% 0.0050 0.8% 70% False False 90,679
20 0.6787 0.6538 0.0250 3.8% 0.0061 0.9% 27% False False 98,535
40 0.6888 0.6538 0.0350 5.3% 0.0063 1.0% 19% False False 78,927
60 0.6888 0.6350 0.0538 8.1% 0.0063 1.0% 47% False False 52,799
80 0.6888 0.6300 0.0588 8.9% 0.0061 0.9% 52% False False 39,622
100 0.6888 0.6300 0.0588 8.9% 0.0057 0.9% 52% False False 31,701
120 0.6888 0.6300 0.0588 8.9% 0.0051 0.8% 52% False False 26,418
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 0.0014
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.6939
2.618 0.6821
1.618 0.6749
1.000 0.6705
0.618 0.6677
HIGH 0.6633
0.618 0.6605
0.500 0.6597
0.382 0.6589
LOW 0.6561
0.618 0.6517
1.000 0.6489
1.618 0.6445
2.618 0.6373
4.250 0.6255
Fisher Pivots for day following 31-Jan-2024
Pivot 1 day 3 day
R1 0.6602 0.6603
PP 0.6600 0.6600
S1 0.6597 0.6598

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

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