CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 05-Mar-2024
Day Change Summary
Previous Current
04-Mar-2024 05-Mar-2024 Change Change % Previous Week
Open 0.6546 0.6516 -0.0031 -0.5% 0.6573
High 0.6546 0.6542 -0.0004 -0.1% 0.6585
Low 0.6545 0.6516 -0.0029 -0.4% 0.6527
Close 0.6545 0.6538 -0.0007 -0.1% 0.6565
Range 0.0002 0.0027 0.0025 1,666.7% 0.0059
ATR 0.0031 0.0031 0.0000 -0.5% 0.0000
Volume 3 5 2 66.7% 31
Daily Pivots for day following 05-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6611 0.6601 0.6553
R3 0.6585 0.6575 0.6545
R2 0.6558 0.6558 0.6543
R1 0.6548 0.6548 0.6540 0.6553
PP 0.6532 0.6532 0.6532 0.6534
S1 0.6522 0.6522 0.6536 0.6527
S2 0.6505 0.6505 0.6533
S3 0.6479 0.6495 0.6531
S4 0.6452 0.6469 0.6523
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 0.6565 0.6516 0.0050 0.8% 0.0021 0.3% 45% False True 6
10 0.6612 0.6516 0.0096 1.5% 0.0014 0.2% 23% False True 4
20 0.6612 0.6480 0.0132 2.0% 0.0015 0.2% 44% False False 5
40 0.6759 0.6480 0.0280 4.3% 0.0017 0.3% 21% False False 4
60 0.6881 0.6480 0.0401 6.1% 0.0020 0.3% 15% False False 6
80 0.6881 0.6388 0.0493 7.5% 0.0016 0.2% 30% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6655
2.618 0.6611
1.618 0.6585
1.000 0.6569
0.618 0.6558
HIGH 0.6542
0.618 0.6532
0.500 0.6529
0.382 0.6526
LOW 0.6516
0.618 0.6499
1.000 0.6489
1.618 0.6473
2.618 0.6446
4.250 0.6403
Fisher Pivots for day following 05-Mar-2024
Pivot 1 day 3 day
R1 0.6535 0.6540
PP 0.6532 0.6540
S1 0.6529 0.6539

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

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