CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 23-Feb-2024
Day Change Summary
Previous Current
22-Feb-2024 23-Feb-2024 Change Change % Previous Week
Open 0.6557 0.6562 0.0006 0.1% 0.6537
High 0.6600 0.6585 -0.0015 -0.2% 0.6600
Low 0.6545 0.6554 0.0009 0.1% 0.6527
Close 0.6560 0.6570 0.0010 0.2% 0.6570
Range 0.0055 0.0031 -0.0024 -43.6% 0.0074
ATR 0.0056 0.0055 -0.0002 -3.2% 0.0000
Volume 96,824 81,320 -15,504 -16.0% 364,859
Daily Pivots for day following 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6663 0.6647 0.6587
R3 0.6632 0.6616 0.6578
R2 0.6601 0.6601 0.6575
R1 0.6585 0.6585 0.6572 0.6593
PP 0.6570 0.6570 0.6570 0.6573
S1 0.6554 0.6554 0.6567 0.6562
S2 0.6539 0.6539 0.6564
S3 0.6508 0.6523 0.6561
S4 0.6477 0.6492 0.6552
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6786 0.6751 0.6610
R3 0.6712 0.6678 0.6590
R2 0.6639 0.6639 0.6583
R1 0.6604 0.6604 0.6576 0.6622
PP 0.6565 0.6565 0.6565 0.6574
S1 0.6531 0.6531 0.6563 0.6548
S2 0.6492 0.6492 0.6556
S3 0.6418 0.6457 0.6549
S4 0.6345 0.6384 0.6529
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6600 0.6502 0.0098 1.5% 0.0046 0.7% 69% False False 90,484
10 0.6600 0.6449 0.0151 2.3% 0.0051 0.8% 80% False False 86,195
20 0.6635 0.6449 0.0186 2.8% 0.0053 0.8% 65% False False 94,783
40 0.6888 0.6449 0.0439 6.7% 0.0058 0.9% 27% False False 95,365
60 0.6888 0.6449 0.0439 6.7% 0.0061 0.9% 27% False False 77,941
80 0.6888 0.6344 0.0544 8.3% 0.0061 0.9% 41% False False 58,541
100 0.6888 0.6300 0.0588 8.9% 0.0060 0.9% 46% False False 46,848
120 0.6888 0.6300 0.0588 8.9% 0.0056 0.9% 46% False False 39,042
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.6717
2.618 0.6666
1.618 0.6635
1.000 0.6616
0.618 0.6604
HIGH 0.6585
0.618 0.6573
0.500 0.6570
0.382 0.6566
LOW 0.6554
0.618 0.6535
1.000 0.6523
1.618 0.6504
2.618 0.6473
4.250 0.6422
Fisher Pivots for day following 23-Feb-2024
Pivot 1 day 3 day
R1 0.6570 0.6569
PP 0.6570 0.6569
S1 0.6570 0.6569

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

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