CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 12-Mar-2024
Day Change Summary
Previous Current
11-Mar-2024 12-Mar-2024 Change Change % Previous Week
Open 0.6655 0.6650 -0.0005 -0.1% 0.6556
High 0.6656 0.6650 -0.0006 -0.1% 0.6702
Low 0.6655 0.6650 -0.0005 -0.1% 0.6530
Close 0.6656 0.6650 -0.0006 -0.1% 0.6669
Range 0.0001 0.0000 -0.0001 -100.0% 0.0172
ATR 0.0028 0.0026 -0.0002 -5.6% 0.0000
Volume 10 0 -10 -100.0% 24
Daily Pivots for day following 12-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6650 0.6650 0.6650
R3 0.6650 0.6650 0.6650
R2 0.6650 0.6650 0.6650
R1 0.6650 0.6650 0.6650 0.6650
PP 0.6650 0.6650 0.6650 0.6650
S1 0.6650 0.6650 0.6650 0.6650
S2 0.6650 0.6650 0.6650
S3 0.6650 0.6650 0.6650
S4 0.6650 0.6650 0.6650
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7150 0.7081 0.6764
R3 0.6978 0.6909 0.6716
R2 0.6806 0.6806 0.6701
R1 0.6737 0.6737 0.6685 0.6772
PP 0.6634 0.6634 0.6634 0.6651
S1 0.6565 0.6565 0.6653 0.6600
S2 0.6462 0.6462 0.6637
S3 0.6290 0.6393 0.6622
S4 0.6118 0.6221 0.6574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6702 0.6612 0.0091 1.4% 0.0020 0.3% 43% False False 5
10 0.6702 0.6530 0.0172 2.6% 0.0015 0.2% 70% False False 3
20 0.6702 0.6488 0.0214 3.2% 0.0011 0.2% 76% False False 12
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6650
2.618 0.6650
1.618 0.6650
1.000 0.6650
0.618 0.6650
HIGH 0.6650
0.618 0.6650
0.500 0.6650
0.382 0.6650
LOW 0.6650
0.618 0.6650
1.000 0.6650
1.618 0.6650
2.618 0.6650
4.250 0.6650
Fisher Pivots for day following 12-Mar-2024
Pivot 1 day 3 day
R1 0.6650 0.6676
PP 0.6650 0.6667
S1 0.6650 0.6659

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

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