CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 25-Mar-2024
Day Change Summary
Previous Current
22-Mar-2024 25-Mar-2024 Change Change % Previous Week
Open 0.6560 0.6581 0.0021 0.3% 0.6602
High 0.6617 0.6581 -0.0037 -0.6% 0.6639
Low 0.6554 0.6581 0.0027 0.4% 0.6554
Close 0.6556 0.6581 0.0025 0.4% 0.6556
Range 0.0064 0.0000 -0.0064 -100.0% 0.0085
ATR 0.0030 0.0029 0.0000 -1.2% 0.0000
Volume 11 0 -11 -100.0% 12
Daily Pivots for day following 25-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6581 0.6581 0.6581
R3 0.6581 0.6581 0.6581
R2 0.6581 0.6581 0.6581
R1 0.6581 0.6581 0.6581 0.6581
PP 0.6581 0.6581 0.6581 0.6581
S1 0.6581 0.6581 0.6581 0.6581
S2 0.6581 0.6581 0.6581
S3 0.6581 0.6581 0.6581
S4 0.6581 0.6581 0.6581
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6838 0.6782 0.6603
R3 0.6753 0.6697 0.6579
R2 0.6668 0.6668 0.6572
R1 0.6612 0.6612 0.6564 0.6597
PP 0.6583 0.6583 0.6583 0.6575
S1 0.6527 0.6527 0.6548 0.6512
S2 0.6498 0.6498 0.6540
S3 0.6413 0.6442 0.6533
S4 0.6328 0.6357 0.6509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6639 0.6554 0.0085 1.3% 0.0018 0.3% 32% False False 2
10 0.6672 0.6554 0.0118 1.8% 0.0011 0.2% 23% False False 13
20 0.6702 0.6530 0.0172 2.6% 0.0013 0.2% 29% False False 8
40 0.6702 0.6488 0.0214 3.3% 0.0011 0.2% 43% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6581
2.618 0.6581
1.618 0.6581
1.000 0.6581
0.618 0.6581
HIGH 0.6581
0.618 0.6581
0.500 0.6581
0.382 0.6581
LOW 0.6581
0.618 0.6581
1.000 0.6581
1.618 0.6581
2.618 0.6581
4.250 0.6581
Fisher Pivots for day following 25-Mar-2024
Pivot 1 day 3 day
R1 0.6581 0.6596
PP 0.6581 0.6591
S1 0.6581 0.6586

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

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