CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 16-Feb-2024
Day Change Summary
Previous Current
15-Feb-2024 16-Feb-2024 Change Change % Previous Week
Open 0.6568 0.6581 0.0013 0.2% 0.6569
High 0.6568 0.6587 0.0019 0.3% 0.6587
Low 0.6568 0.6556 -0.0012 -0.2% 0.6488
Close 0.6568 0.6581 0.0013 0.2% 0.6581
Range 0.0000 0.0031 0.0031 0.0099
ATR 0.0026 0.0027 0.0000 1.3% 0.0000
Volume
Daily Pivots for day following 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6668 0.6655 0.6598
R3 0.6637 0.6624 0.6590
R2 0.6606 0.6606 0.6587
R1 0.6593 0.6593 0.6584 0.6597
PP 0.6575 0.6575 0.6575 0.6576
S1 0.6562 0.6562 0.6578 0.6566
S2 0.6544 0.6544 0.6575
S3 0.6513 0.6531 0.6572
S4 0.6482 0.6500 0.6564
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6849 0.6814 0.6635
R3 0.6750 0.6715 0.6608
R2 0.6651 0.6651 0.6599
R1 0.6616 0.6616 0.6590 0.6634
PP 0.6552 0.6552 0.6552 0.6561
S1 0.6517 0.6517 0.6572 0.6535
S2 0.6453 0.6453 0.6563
S3 0.6354 0.6418 0.6554
S4 0.6255 0.6319 0.6527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6587 0.6488 0.0099 1.5% 0.0013 0.2% 94% True False 40
10 0.6587 0.6488 0.0099 1.5% 0.0007 0.1% 94% True False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6719
2.618 0.6668
1.618 0.6637
1.000 0.6618
0.618 0.6606
HIGH 0.6587
0.618 0.6575
0.500 0.6572
0.382 0.6568
LOW 0.6556
0.618 0.6537
1.000 0.6525
1.618 0.6506
2.618 0.6475
4.250 0.6424
Fisher Pivots for day following 16-Feb-2024
Pivot 1 day 3 day
R1 0.6578 0.6569
PP 0.6575 0.6556
S1 0.6572 0.6544

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

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