CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 04-Mar-2024
Day Change Summary
Previous Current
01-Mar-2024 04-Mar-2024 Change Change % Previous Week
Open 0.6565 0.6546 -0.0019 -0.3% 0.6573
High 0.6565 0.6546 -0.0019 -0.3% 0.6585
Low 0.6527 0.6545 0.0018 0.3% 0.6527
Close 0.6565 0.6545 -0.0020 -0.3% 0.6565
Range 0.0039 0.0002 -0.0037 -96.1% 0.0059
ATR 0.0032 0.0031 -0.0001 -2.7% 0.0000
Volume 7 3 -4 -57.1% 31
Daily Pivots for day following 04-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6550 0.6549 0.6545
R3 0.6548 0.6547 0.6545
R2 0.6547 0.6547 0.6545
R1 0.6546 0.6546 0.6545 0.6545
PP 0.6545 0.6545 0.6545 0.6545
S1 0.6544 0.6544 0.6544 0.6544
S2 0.6544 0.6544 0.6544
S3 0.6542 0.6543 0.6544
S4 0.6541 0.6541 0.6544
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6734 0.6708 0.6597
R3 0.6676 0.6649 0.6581
R2 0.6617 0.6617 0.6575
R1 0.6591 0.6591 0.6570 0.6575
PP 0.6559 0.6559 0.6559 0.6551
S1 0.6532 0.6532 0.6559 0.6516
S2 0.6500 0.6500 0.6554
S3 0.6442 0.6474 0.6548
S4 0.6383 0.6415 0.6532
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6585 0.6527 0.0059 0.9% 0.0019 0.3% 31% False False 6
10 0.6612 0.6527 0.0085 1.3% 0.0014 0.2% 21% False False 3
20 0.6612 0.6480 0.0132 2.0% 0.0016 0.2% 49% False False 6
40 0.6771 0.6480 0.0292 4.5% 0.0019 0.3% 22% False False 5
60 0.6881 0.6480 0.0401 6.1% 0.0020 0.3% 16% False False 5
80 0.6881 0.6388 0.0493 7.5% 0.0016 0.2% 32% False False 4
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 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.6552
2.618 0.6550
1.618 0.6548
1.000 0.6548
0.618 0.6547
HIGH 0.6546
0.618 0.6545
0.500 0.6545
0.382 0.6545
LOW 0.6545
0.618 0.6544
1.000 0.6543
1.618 0.6542
2.618 0.6541
4.250 0.6538
Fisher Pivots for day following 04-Mar-2024
Pivot 1 day 3 day
R1 0.6545 0.6546
PP 0.6545 0.6545
S1 0.6545 0.6545

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

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