CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 07-Feb-2024
Day Change Summary
Previous Current
06-Feb-2024 07-Feb-2024 Change Change % Previous Week
Open 0.6492 0.6532 0.0040 0.6% 0.6584
High 0.6534 0.6548 0.0015 0.2% 0.6635
Low 0.6486 0.6524 0.0038 0.6% 0.6512
Close 0.6526 0.6527 0.0001 0.0% 0.6526
Range 0.0048 0.0024 -0.0024 -49.5% 0.0123
ATR 0.0062 0.0060 -0.0003 -4.4% 0.0000
Volume 105,188 71,629 -33,559 -31.9% 607,616
Daily Pivots for day following 07-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6605 0.6590 0.6540
R3 0.6581 0.6566 0.6533
R2 0.6557 0.6557 0.6531
R1 0.6542 0.6542 0.6529 0.6537
PP 0.6533 0.6533 0.6533 0.6531
S1 0.6518 0.6518 0.6524 0.6513
S2 0.6509 0.6509 0.6522
S3 0.6485 0.6494 0.6520
S4 0.6461 0.6470 0.6513
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 0.6620 0.6478 0.0142 2.2% 0.0060 0.9% 35% False False 116,435
10 0.6635 0.6478 0.0157 2.4% 0.0055 0.8% 31% False False 104,837
20 0.6749 0.6478 0.0272 4.2% 0.0059 0.9% 18% False False 104,133
40 0.6888 0.6478 0.0410 6.3% 0.0061 0.9% 12% False False 92,635
60 0.6888 0.6350 0.0538 8.2% 0.0063 1.0% 33% False False 62,488
80 0.6888 0.6300 0.0588 9.0% 0.0061 0.9% 39% False False 46,894
100 0.6888 0.6300 0.0588 9.0% 0.0059 0.9% 39% False False 37,523
120 0.6888 0.6300 0.0588 9.0% 0.0053 0.8% 39% False False 31,270
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 0.0014
Narrowest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 0.6650
2.618 0.6611
1.618 0.6587
1.000 0.6572
0.618 0.6563
HIGH 0.6548
0.618 0.6539
0.500 0.6536
0.382 0.6533
LOW 0.6524
0.618 0.6509
1.000 0.6500
1.618 0.6485
2.618 0.6461
4.250 0.6422
Fisher Pivots for day following 07-Feb-2024
Pivot 1 day 3 day
R1 0.6536 0.6522
PP 0.6533 0.6517
S1 0.6530 0.6513

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

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