CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 20-Feb-2024
Day Change Summary
Previous Current
16-Feb-2024 20-Feb-2024 Change Change % Previous Week
Open 0.6581 0.6598 0.0017 0.3% 0.6569
High 0.6587 0.6598 0.0011 0.2% 0.6587
Low 0.6556 0.6598 0.0042 0.6% 0.6488
Close 0.6581 0.6598 0.0017 0.3% 0.6581
Range 0.0031 0.0000 -0.0031 -100.0% 0.0099
ATR 0.0027 0.0026 -0.0001 -2.7% 0.0000
Volume
Daily Pivots for day following 20-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6598 0.6598 0.6598
R3 0.6598 0.6598 0.6598
R2 0.6598 0.6598 0.6598
R1 0.6598 0.6598 0.6598 0.6598
PP 0.6598 0.6598 0.6598 0.6598
S1 0.6598 0.6598 0.6598 0.6598
S2 0.6598 0.6598 0.6598
S3 0.6598 0.6598 0.6598
S4 0.6598 0.6598 0.6598
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 0.6598 0.6488 0.0110 1.7% 0.0013 0.2% 100% True False 40
10 0.6598 0.6488 0.0110 1.7% 0.0007 0.1% 100% True False 20
20 0.6649 0.6488 0.0161 2.4% 0.0010 0.1% 68% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6598
2.618 0.6598
1.618 0.6598
1.000 0.6598
0.618 0.6598
HIGH 0.6598
0.618 0.6598
0.500 0.6598
0.382 0.6598
LOW 0.6598
0.618 0.6598
1.000 0.6598
1.618 0.6598
2.618 0.6598
4.250 0.6598
Fisher Pivots for day following 20-Feb-2024
Pivot 1 day 3 day
R1 0.6598 0.6591
PP 0.6598 0.6584
S1 0.6598 0.6577

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

View Archives - Comment on this page... - Back to Index of Symbols