CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 21-Mar-2024
Day Change Summary
Previous Current
20-Mar-2024 21-Mar-2024 Change Change % Previous Week
Open 0.6622 0.6639 0.0017 0.2% 0.6655
High 0.6622 0.6639 0.0017 0.2% 0.6672
Low 0.6622 0.6611 -0.0012 -0.2% 0.6609
Close 0.6622 0.6611 -0.0012 -0.2% 0.6609
Range 0.0000 0.0028 0.0028 0.0063
ATR 0.0027 0.0027 0.0000 0.3% 0.0000
Volume 0 1 1 136
Daily Pivots for day following 21-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6704 0.6685 0.6626
R3 0.6676 0.6657 0.6618
R2 0.6648 0.6648 0.6616
R1 0.6629 0.6629 0.6613 0.6625
PP 0.6620 0.6620 0.6620 0.6618
S1 0.6601 0.6601 0.6608 0.6597
S2 0.6592 0.6592 0.6605
S3 0.6564 0.6573 0.6603
S4 0.6536 0.6545 0.6595
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 0.6639 0.6576 0.0063 0.9% 0.0006 0.1% 55% True False
10 0.6702 0.6576 0.0126 1.9% 0.0009 0.1% 27% False False 14
20 0.6702 0.6530 0.0172 2.6% 0.0010 0.2% 47% False False 8
40 0.6702 0.6488 0.0214 3.2% 0.0010 0.2% 57% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.6758
2.618 0.6712
1.618 0.6684
1.000 0.6667
0.618 0.6656
HIGH 0.6639
0.618 0.6628
0.500 0.6625
0.382 0.6621
LOW 0.6611
0.618 0.6593
1.000 0.6583
1.618 0.6565
2.618 0.6537
4.250 0.6492
Fisher Pivots for day following 21-Mar-2024
Pivot 1 day 3 day
R1 0.6625 0.6609
PP 0.6620 0.6608
S1 0.6615 0.6607

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

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