CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 15-Mar-2024
Day Change Summary
Previous Current
14-Mar-2024 15-Mar-2024 Change Change % Previous Week
Open 0.6628 0.6609 -0.0019 -0.3% 0.6655
High 0.6628 0.6609 -0.0019 -0.3% 0.6672
Low 0.6628 0.6609 -0.0019 -0.3% 0.6609
Close 0.6628 0.6609 -0.0019 -0.3% 0.6609
Range
ATR 0.0027 0.0027 -0.0001 -2.2% 0.0000
Volume 25 0 -25 -100.0% 136
Daily Pivots for day following 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6609 0.6609 0.6609
R3 0.6609 0.6609 0.6609
R2 0.6609 0.6609 0.6609
R1 0.6609 0.6609 0.6609 0.6609
PP 0.6609 0.6609 0.6609 0.6609
S1 0.6609 0.6609 0.6609 0.6609
S2 0.6609 0.6609 0.6609
S3 0.6609 0.6609 0.6609
S4 0.6609 0.6609 0.6609
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6819 0.6777 0.6643
R3 0.6756 0.6714 0.6626
R2 0.6693 0.6693 0.6620
R1 0.6651 0.6651 0.6614 0.6640
PP 0.6630 0.6630 0.6630 0.6624
S1 0.6588 0.6588 0.6603 0.6577
S2 0.6567 0.6567 0.6597
S3 0.6504 0.6525 0.6591
S4 0.6441 0.6462 0.6574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6672 0.6609 0.0063 1.0% 0.0004 0.1% 0% False True 27
10 0.6702 0.6530 0.0172 2.6% 0.0014 0.2% 46% False False 16
20 0.6702 0.6530 0.0172 2.6% 0.0011 0.2% 46% False False 8
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 0.6609
2.618 0.6609
1.618 0.6609
1.000 0.6609
0.618 0.6609
HIGH 0.6609
0.618 0.6609
0.500 0.6609
0.382 0.6609
LOW 0.6609
0.618 0.6609
1.000 0.6609
1.618 0.6609
2.618 0.6609
4.250 0.6609
Fisher Pivots for day following 15-Mar-2024
Pivot 1 day 3 day
R1 0.6609 0.6640
PP 0.6609 0.6630
S1 0.6609 0.6619

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

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