CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 01-Apr-2024
Day Change Summary
Previous Current
28-Mar-2024 01-Apr-2024 Change Change % Previous Week
Open 0.6550 0.6524 -0.0027 -0.4% 0.6581
High 0.6561 0.6526 -0.0035 -0.5% 0.6581
Low 0.6528 0.6524 -0.0005 -0.1% 0.6528
Close 0.6561 0.6526 -0.0035 -0.5% 0.6561
Range 0.0033 0.0002 -0.0031 -93.8% 0.0053
ATR 0.0027 0.0028 0.0001 2.6% 0.0000
Volume 27 1 -26 -96.3% 27
Daily Pivots for day following 01-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6531 0.6530 0.6527
R3 0.6529 0.6528 0.6526
R2 0.6527 0.6527 0.6526
R1 0.6526 0.6526 0.6526 0.6527
PP 0.6525 0.6525 0.6525 0.6525
S1 0.6524 0.6524 0.6525 0.6525
S2 0.6523 0.6523 0.6525
S3 0.6521 0.6522 0.6525
S4 0.6519 0.6520 0.6524
Weekly Pivots for week ending 29-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6714 0.6690 0.6589
R3 0.6661 0.6637 0.6575
R2 0.6609 0.6609 0.6570
R1 0.6585 0.6585 0.6565 0.6571
PP 0.6556 0.6556 0.6556 0.6549
S1 0.6532 0.6532 0.6556 0.6518
S2 0.6504 0.6504 0.6551
S3 0.6451 0.6480 0.6546
S4 0.6399 0.6427 0.6532
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6581 0.6524 0.0057 0.9% 0.0007 0.1% 4% False True 5
10 0.6639 0.6524 0.0115 1.8% 0.0013 0.2% 2% False True 4
20 0.6702 0.6524 0.0179 2.7% 0.0013 0.2% 1% False True 10
40 0.6702 0.6488 0.0214 3.3% 0.0011 0.2% 18% False False 10
Crabel Price Patterns
NR True
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6534
2.618 0.6531
1.618 0.6529
1.000 0.6528
0.618 0.6527
HIGH 0.6526
0.618 0.6525
0.500 0.6525
0.382 0.6524
LOW 0.6524
0.618 0.6522
1.000 0.6522
1.618 0.6520
2.618 0.6518
4.250 0.6515
Fisher Pivots for day following 01-Apr-2024
Pivot 1 day 3 day
R1 0.6525 0.6547
PP 0.6525 0.6540
S1 0.6525 0.6533

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

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