CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 27-Feb-2024
Day Change Summary
Previous Current
26-Feb-2024 27-Feb-2024 Change Change % Previous Week
Open 0.6585 0.6591 0.0006 0.1% 0.6598
High 0.6585 0.6591 0.0006 0.1% 0.6613
Low 0.6585 0.6591 0.0006 0.1% 0.6594
Close 0.6585 0.6591 0.0006 0.1% 0.6613
Range
ATR 0.0023 0.0022 -0.0001 -5.3% 0.0000
Volume
Daily Pivots for day following 27-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6591 0.6591 0.6591
R3 0.6591 0.6591 0.6591
R2 0.6591 0.6591 0.6591
R1 0.6591 0.6591 0.6591 0.6591
PP 0.6591 0.6591 0.6591 0.6591
S1 0.6591 0.6591 0.6591 0.6591
S2 0.6591 0.6591 0.6591
S3 0.6591 0.6591 0.6591
S4 0.6591 0.6591 0.6591
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6664 0.6657 0.6623
R3 0.6645 0.6638 0.6618
R2 0.6626 0.6626 0.6616
R1 0.6619 0.6619 0.6615 0.6623
PP 0.6607 0.6607 0.6607 0.6608
S1 0.6600 0.6600 0.6611 0.6604
S2 0.6588 0.6588 0.6610
S3 0.6569 0.6581 0.6608
S4 0.6550 0.6562 0.6603
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6613 0.6585 0.0029 0.4% 0.0001 0.0% 21% False False 3
10 0.6613 0.6488 0.0125 1.9% 0.0007 0.1% 82% False False 21
20 0.6649 0.6488 0.0161 2.4% 0.0008 0.1% 64% False False 10
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.6591
2.618 0.6591
1.618 0.6591
1.000 0.6591
0.618 0.6591
HIGH 0.6591
0.618 0.6591
0.500 0.6591
0.382 0.6591
LOW 0.6591
0.618 0.6591
1.000 0.6591
1.618 0.6591
2.618 0.6591
4.250 0.6591
Fisher Pivots for day following 27-Feb-2024
Pivot 1 day 3 day
R1 0.6591 0.6599
PP 0.6591 0.6596
S1 0.6591 0.6593

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

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