CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 05-Mar-2024
Day Change Summary
Previous Current
04-Mar-2024 05-Mar-2024 Change Change % Previous Week
Open 0.6556 0.6530 -0.0026 -0.4% 0.6585
High 0.6556 0.6549 -0.0007 -0.1% 0.6591
Low 0.6556 0.6530 -0.0026 -0.4% 0.6537
Close 0.6556 0.6549 -0.0007 -0.1% 0.6575
Range 0.0000 0.0019 0.0019 0.0054
ATR 0.0023 0.0023 0.0000 0.8% 0.0000
Volume 0 5 5 0
Daily Pivots for day following 05-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6598 0.6592 0.6559
R3 0.6579 0.6573 0.6554
R2 0.6561 0.6561 0.6552
R1 0.6555 0.6555 0.6550 0.6558
PP 0.6542 0.6542 0.6542 0.6544
S1 0.6536 0.6536 0.6547 0.6539
S2 0.6524 0.6524 0.6545
S3 0.6505 0.6518 0.6543
S4 0.6487 0.6499 0.6538
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 0.6573 0.6530 0.0043 0.7% 0.0011 0.2% 43% False True 1
10 0.6613 0.6530 0.0083 1.3% 0.0006 0.1% 22% False True 2
20 0.6613 0.6488 0.0125 1.9% 0.0006 0.1% 48% False False 11
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6627
2.618 0.6597
1.618 0.6578
1.000 0.6567
0.618 0.6560
HIGH 0.6549
0.618 0.6541
0.500 0.6539
0.382 0.6537
LOW 0.6530
0.618 0.6519
1.000 0.6512
1.618 0.6500
2.618 0.6482
4.250 0.6451
Fisher Pivots for day following 05-Mar-2024
Pivot 1 day 3 day
R1 0.6545 0.6552
PP 0.6542 0.6551
S1 0.6539 0.6550

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

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