CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 20-Mar-2024
Day Change Summary
Previous Current
19-Mar-2024 20-Mar-2024 Change Change % Previous Week
Open 0.6576 0.6622 0.0046 0.7% 0.6655
High 0.6576 0.6622 0.0046 0.7% 0.6672
Low 0.6576 0.6622 0.0046 0.7% 0.6609
Close 0.6576 0.6622 0.0046 0.7% 0.6609
Range
ATR 0.0025 0.0027 0.0001 5.8% 0.0000
Volume
Daily Pivots for day following 20-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6622 0.6622 0.6622
R3 0.6622 0.6622 0.6622
R2 0.6622 0.6622 0.6622
R1 0.6622 0.6622 0.6622 0.6622
PP 0.6622 0.6622 0.6622 0.6622
S1 0.6622 0.6622 0.6622 0.6622
S2 0.6622 0.6622 0.6622
S3 0.6622 0.6622 0.6622
S4 0.6622 0.6622 0.6622
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 0.6628 0.6576 0.0052 0.8% 0.0000 0.0% 89% False False 5
10 0.6702 0.6576 0.0126 1.9% 0.0012 0.2% 37% False False 15
20 0.6702 0.6530 0.0172 2.6% 0.0009 0.1% 53% False False 8
40 0.6702 0.6488 0.0214 3.2% 0.0009 0.1% 63% False False 9
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 0.6622
2.618 0.6622
1.618 0.6622
1.000 0.6622
0.618 0.6622
HIGH 0.6622
0.618 0.6622
0.500 0.6622
0.382 0.6622
LOW 0.6622
0.618 0.6622
1.000 0.6622
1.618 0.6622
2.618 0.6622
4.250 0.6622
Fisher Pivots for day following 20-Mar-2024
Pivot 1 day 3 day
R1 0.6622 0.6614
PP 0.6622 0.6607
S1 0.6622 0.6599

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

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