CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 12-Mar-2024
Day Change Summary
Previous Current
11-Mar-2024 12-Mar-2024 Change Change % Previous Week
Open 0.6660 0.6647 -0.0014 -0.2% 0.6546
High 0.6660 0.6655 -0.0005 -0.1% 0.6692
Low 0.6645 0.6621 -0.0024 -0.4% 0.6516
Close 0.6645 0.6638 -0.0007 -0.1% 0.6659
Range 0.0016 0.0035 0.0019 122.6% 0.0177
ATR 0.0035 0.0035 0.0000 0.0% 0.0000
Volume 2 17 15 750.0% 109
Daily Pivots for day following 12-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6741 0.6724 0.6656
R3 0.6707 0.6689 0.6647
R2 0.6672 0.6672 0.6644
R1 0.6655 0.6655 0.6641 0.6646
PP 0.6638 0.6638 0.6638 0.6633
S1 0.6620 0.6620 0.6634 0.6612
S2 0.6603 0.6603 0.6631
S3 0.6569 0.6586 0.6628
S4 0.6534 0.6551 0.6619
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7152 0.7082 0.6756
R3 0.6975 0.6905 0.6707
R2 0.6799 0.6799 0.6691
R1 0.6729 0.6729 0.6675 0.6764
PP 0.6622 0.6622 0.6622 0.6640
S1 0.6552 0.6552 0.6642 0.6587
S2 0.6446 0.6446 0.6626
S3 0.6269 0.6376 0.6610
S4 0.6093 0.6199 0.6561
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6692 0.6570 0.0122 1.8% 0.0035 0.5% 55% False False 24
10 0.6692 0.6516 0.0177 2.7% 0.0028 0.4% 69% False False 15
20 0.6692 0.6480 0.0213 3.2% 0.0020 0.3% 74% False False 9
40 0.6692 0.6480 0.0213 3.2% 0.0021 0.3% 74% False False 7
60 0.6881 0.6480 0.0401 6.0% 0.0020 0.3% 39% False False 7
80 0.6881 0.6480 0.0401 6.0% 0.0018 0.3% 39% False False 6
100 0.6881 0.6361 0.0520 7.8% 0.0015 0.2% 53% 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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6802
2.618 0.6745
1.618 0.6711
1.000 0.6690
0.618 0.6676
HIGH 0.6655
0.618 0.6642
0.500 0.6638
0.382 0.6634
LOW 0.6621
0.618 0.6599
1.000 0.6586
1.618 0.6565
2.618 0.6530
4.250 0.6474
Fisher Pivots for day following 12-Mar-2024
Pivot 1 day 3 day
R1 0.6638 0.6656
PP 0.6638 0.6650
S1 0.6638 0.6644

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

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