CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 21-Feb-2024
Day Change Summary
Previous Current
20-Feb-2024 21-Feb-2024 Change Change % Previous Week
Open 0.6537 0.6554 0.0017 0.3% 0.6528
High 0.6585 0.6578 -0.0007 -0.1% 0.6551
Low 0.6527 0.6539 0.0012 0.2% 0.6449
Close 0.6555 0.6552 -0.0004 -0.1% 0.6539
Range 0.0058 0.0040 -0.0019 -31.9% 0.0102
ATR 0.0058 0.0056 -0.0001 -2.3% 0.0000
Volume 118,671 68,044 -50,627 -42.7% 425,936
Daily Pivots for day following 21-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6675 0.6653 0.6573
R3 0.6635 0.6613 0.6562
R2 0.6596 0.6596 0.6559
R1 0.6574 0.6574 0.6555 0.6565
PP 0.6556 0.6556 0.6556 0.6552
S1 0.6534 0.6534 0.6548 0.6525
S2 0.6517 0.6517 0.6544
S3 0.6477 0.6495 0.6541
S4 0.6438 0.6455 0.6530
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6817 0.6780 0.6595
R3 0.6716 0.6678 0.6567
R2 0.6614 0.6614 0.6558
R1 0.6577 0.6577 0.6548 0.6596
PP 0.6513 0.6513 0.6513 0.6522
S1 0.6475 0.6475 0.6530 0.6494
S2 0.6411 0.6411 0.6520
S3 0.6310 0.6374 0.6511
S4 0.6208 0.6272 0.6483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6585 0.6453 0.0132 2.0% 0.0049 0.8% 75% False False 89,283
10 0.6585 0.6449 0.0136 2.1% 0.0050 0.8% 76% False False 82,619
20 0.6635 0.6449 0.0186 2.8% 0.0054 0.8% 55% False False 95,142
40 0.6888 0.6449 0.0439 6.7% 0.0058 0.9% 23% False False 93,521
60 0.6888 0.6449 0.0439 6.7% 0.0061 0.9% 23% False False 75,016
80 0.6888 0.6300 0.0588 9.0% 0.0061 0.9% 43% False False 56,316
100 0.6888 0.6300 0.0588 9.0% 0.0060 0.9% 43% False False 45,067
120 0.6888 0.6300 0.0588 9.0% 0.0055 0.8% 43% False False 37,557
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6746
2.618 0.6681
1.618 0.6642
1.000 0.6618
0.618 0.6602
HIGH 0.6578
0.618 0.6563
0.500 0.6558
0.382 0.6554
LOW 0.6539
0.618 0.6514
1.000 0.6499
1.618 0.6475
2.618 0.6435
4.250 0.6371
Fisher Pivots for day following 21-Feb-2024
Pivot 1 day 3 day
R1 0.6558 0.6549
PP 0.6556 0.6546
S1 0.6554 0.6543

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

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