CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 19-Dec-2023

Day Change Summary
	Previous	Current
	18-Dec-2023	19-Dec-2023	Change	Change %	Previous Week
Open	0.6721	0.6723	0.0003	0.0%	0.6598
High	0.6754	0.6794	0.0040	0.6%	0.6748
Low	0.6710	0.6719	0.0010	0.1%	0.6559
Close	0.6721	0.6779	0.0058	0.9%	0.6726
Range	0.0045	0.0075	0.0030	67.4%	0.0189
ATR	0.0067	0.0067	0.0001	0.8%	0.0000
Volume	65,160	76,260	11,100	17.0%	382,142

Daily Pivots for day following 19-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6987	0.6957	0.6819
R3	0.6913	0.6883	0.6799
R2	0.6838	0.6838	0.6792
R1	0.6808	0.6808	0.6785	0.6823
PP	0.6764	0.6764	0.6764	0.6771
S1	0.6734	0.6734	0.6772	0.6749
S2	0.6689	0.6689	0.6765
S3	0.6615	0.6659	0.6758
S4	0.6540	0.6585	0.6738

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7243	0.7173	0.6829
R3	0.7054	0.6984	0.6777
R2	0.6866	0.6866	0.6760
R1	0.6796	0.6796	0.6743	0.6831
PP	0.6677	0.6677	0.6677	0.6695
S1	0.6607	0.6607	0.6708	0.6642
S2	0.6489	0.6489	0.6691
S3	0.6300	0.6419	0.6674
S4	0.6112	0.6230	0.6622

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6794	0.6561	0.0233	3.4%	0.0077	1.1%	94%	True	False	76,722
10	0.6794	0.6546	0.0248	3.7%	0.0070	1.0%	94%	True	False	55,247
20	0.6794	0.6545	0.0249	3.7%	0.0066	1.0%	94%	True	False	28,268
40	0.6794	0.6300	0.0494	7.3%	0.0065	1.0%	97%	True	False	14,228
60	0.6794	0.6300	0.0494	7.3%	0.0061	0.9%	97%	True	False	9,504
80	0.6794	0.6300	0.0494	7.3%	0.0053	0.8%	97%	True	False	7,131
100	0.6794	0.6300	0.0494	7.3%	0.0046	0.7%	97%	True	False	5,705
120	0.6938	0.6300	0.0638	9.4%	0.0040	0.6%	75%	False	False	4,754

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7110
2.618	0.6989
1.618	0.6914
1.000	0.6868
0.618	0.6840
HIGH	0.6794
0.618	0.6765
0.500	0.6756
0.382	0.6747
LOW	0.6719
0.618	0.6673
1.000	0.6645
1.618	0.6598
2.618	0.6524
4.250	0.6402

Fisher Pivots for day following 19-Dec-2023
Pivot	1 day	3 day
R1	0.6771	0.6765
PP	0.6764	0.6752
S1	0.6756	0.6738

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols