CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 01-Mar-2024
Day Change Summary
Previous Current
29-Feb-2024 01-Mar-2024 Change Change % Previous Week
Open 0.6540 0.6575 0.0035 0.5% 0.6585
High 0.6540 0.6573 0.0034 0.5% 0.6591
Low 0.6540 0.6537 -0.0003 0.0% 0.6537
Close 0.6540 0.6575 0.0035 0.5% 0.6575
Range 0.0000 0.0036 0.0036 0.0054
ATR 0.0022 0.0023 0.0001 4.5% 0.0000
Volume
Daily Pivots for day following 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6670 0.6658 0.6594
R3 0.6634 0.6622 0.6584
R2 0.6598 0.6598 0.6581
R1 0.6586 0.6586 0.6578 0.6593
PP 0.6562 0.6562 0.6562 0.6565
S1 0.6550 0.6550 0.6571 0.6557
S2 0.6526 0.6526 0.6568
S3 0.6490 0.6514 0.6565
S4 0.6454 0.6478 0.6555
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6728 0.6705 0.6604
R3 0.6674 0.6651 0.6589
R2 0.6621 0.6621 0.6584
R1 0.6598 0.6598 0.6579 0.6583
PP 0.6567 0.6567 0.6567 0.6560
S1 0.6544 0.6544 0.6570 0.6529
S2 0.6514 0.6514 0.6565
S3 0.6460 0.6491 0.6560
S4 0.6407 0.6437 0.6545
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6591 0.6537 0.0054 0.8% 0.0007 0.1% 70% False True
10 0.6613 0.6537 0.0076 1.2% 0.0007 0.1% 49% False True 1
20 0.6649 0.6488 0.0161 2.4% 0.0010 0.1% 54% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.6726
2.618 0.6667
1.618 0.6631
1.000 0.6609
0.618 0.6595
HIGH 0.6573
0.618 0.6559
0.500 0.6555
0.382 0.6551
LOW 0.6537
0.618 0.6515
1.000 0.6501
1.618 0.6479
2.618 0.6443
4.250 0.6384
Fisher Pivots for day following 01-Mar-2024
Pivot 1 day 3 day
R1 0.6568 0.6568
PP 0.6562 0.6562
S1 0.6555 0.6555

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

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