CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 06-Feb-2024
Day Change Summary
Previous Current
05-Feb-2024 06-Feb-2024 Change Change % Previous Week
Open 0.6518 0.6492 -0.0026 -0.4% 0.6584
High 0.6529 0.6534 0.0005 0.1% 0.6635
Low 0.6478 0.6486 0.0009 0.1% 0.6512
Close 0.6491 0.6526 0.0036 0.5% 0.6526
Range 0.0051 0.0048 -0.0004 -6.9% 0.0123
ATR 0.0064 0.0062 -0.0001 -1.8% 0.0000
Volume 117,764 105,188 -12,576 -10.7% 607,616
Daily Pivots for day following 06-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6658 0.6639 0.6552
R3 0.6610 0.6592 0.6539
R2 0.6563 0.6563 0.6535
R1 0.6544 0.6544 0.6530 0.6554
PP 0.6515 0.6515 0.6515 0.6520
S1 0.6497 0.6497 0.6522 0.6506
S2 0.6468 0.6468 0.6517
S3 0.6420 0.6449 0.6513
S4 0.6373 0.6402 0.6500
Weekly Pivots for week ending 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6926 0.6849 0.6594
R3 0.6803 0.6726 0.6560
R2 0.6680 0.6680 0.6549
R1 0.6603 0.6603 0.6537 0.6580
PP 0.6557 0.6557 0.6557 0.6546
S1 0.6480 0.6480 0.6515 0.6457
S2 0.6434 0.6434 0.6503
S3 0.6311 0.6357 0.6492
S4 0.6188 0.6234 0.6458
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6633 0.6478 0.0156 2.4% 0.0070 1.1% 31% False False 137,726
10 0.6635 0.6478 0.0157 2.4% 0.0058 0.9% 31% False False 107,666
20 0.6749 0.6478 0.0272 4.2% 0.0060 0.9% 18% False False 104,578
40 0.6888 0.6478 0.0410 6.3% 0.0062 1.0% 12% False False 90,994
60 0.6888 0.6350 0.0538 8.2% 0.0063 1.0% 33% False False 61,297
80 0.6888 0.6300 0.0588 9.0% 0.0062 0.9% 38% False False 46,001
100 0.6888 0.6300 0.0588 9.0% 0.0059 0.9% 38% False False 36,806
120 0.6888 0.6300 0.0588 9.0% 0.0052 0.8% 38% False False 30,673
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6735
2.618 0.6658
1.618 0.6610
1.000 0.6581
0.618 0.6563
HIGH 0.6534
0.618 0.6515
0.500 0.6510
0.382 0.6504
LOW 0.6486
0.618 0.6457
1.000 0.6439
1.618 0.6409
2.618 0.6362
4.250 0.6284
Fisher Pivots for day following 06-Feb-2024
Pivot 1 day 3 day
R1 0.6521 0.6549
PP 0.6515 0.6541
S1 0.6510 0.6534

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

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