CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 13-Mar-2024
Day Change Summary
Previous Current
12-Mar-2024 13-Mar-2024 Change Change % Previous Week
Open 0.6650 0.6651 0.0001 0.0% 0.6556
High 0.6650 0.6672 0.0022 0.3% 0.6702
Low 0.6650 0.6651 0.0001 0.0% 0.6530
Close 0.6650 0.6672 0.0022 0.3% 0.6669
Range 0.0000 0.0021 0.0021 0.0172
ATR 0.0026 0.0026 0.0000 -1.3% 0.0000
Volume 0 101 101 24
Daily Pivots for day following 13-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6728 0.6721 0.6683
R3 0.6707 0.6700 0.6677
R2 0.6686 0.6686 0.6675
R1 0.6679 0.6679 0.6673 0.6682
PP 0.6665 0.6665 0.6665 0.6666
S1 0.6658 0.6658 0.6670 0.6661
S2 0.6644 0.6644 0.6668
S3 0.6623 0.6637 0.6666
S4 0.6602 0.6616 0.6660
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% 0.0024 0.4% 66% False False 26
10 0.6702 0.6530 0.0172 2.6% 0.0017 0.3% 82% False False 13
20 0.6702 0.6500 0.0202 3.0% 0.0012 0.2% 85% False False 17
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6761
2.618 0.6726
1.618 0.6705
1.000 0.6693
0.618 0.6684
HIGH 0.6672
0.618 0.6663
0.500 0.6661
0.382 0.6659
LOW 0.6651
0.618 0.6638
1.000 0.6630
1.618 0.6617
2.618 0.6596
4.250 0.6561
Fisher Pivots for day following 13-Mar-2024
Pivot 1 day 3 day
R1 0.6668 0.6668
PP 0.6665 0.6664
S1 0.6661 0.6661

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

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