CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 27-Dec-2023

Day Change Summary
	Previous	Current
	26-Dec-2023	27-Dec-2023	Change	Change %	Previous Week
Open	0.6819	0.6842	0.0023	0.3%	0.6721
High	0.6845	0.6870	0.0025	0.4%	0.6843
Low	0.6816	0.6836	0.0020	0.3%	0.6710
Close	0.6842	0.6859	0.0017	0.2%	0.6821
Range	0.0030	0.0034	0.0005	15.3%	0.0134
ATR	0.0063	0.0061	-0.0002	-3.3%	0.0000
Volume	27,736	60,739	33,003	119.0%	413,631

Daily Pivots for day following 27-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6957	0.6942	0.6877
R3	0.6923	0.6908	0.6868
R2	0.6889	0.6889	0.6865
R1	0.6874	0.6874	0.6862	0.6881
PP	0.6855	0.6855	0.6855	0.6858
S1	0.6840	0.6840	0.6855	0.6847
S2	0.6821	0.6821	0.6852
S3	0.6787	0.6806	0.6849
S4	0.6753	0.6772	0.6840

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7192	0.7140	0.6894
R3	0.7058	0.7006	0.6857
R2	0.6925	0.6925	0.6845
R1	0.6873	0.6873	0.6833	0.6899
PP	0.6791	0.6791	0.6791	0.6804
S1	0.6739	0.6739	0.6808	0.6765
S2	0.6658	0.6658	0.6796
S3	0.6524	0.6606	0.6784
S4	0.6391	0.6472	0.6747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6870	0.6743	0.0127	1.8%	0.0048	0.7%	91%	True	False	72,137
10	0.6870	0.6561	0.0309	4.5%	0.0063	0.9%	96%	True	False	74,430
20	0.6870	0.6546	0.0324	4.7%	0.0066	1.0%	97%	True	False	46,061
40	0.6870	0.6344	0.0526	7.7%	0.0064	0.9%	98%	True	False	23,234
60	0.6870	0.6300	0.0570	8.3%	0.0061	0.9%	98%	True	False	15,514
80	0.6870	0.6300	0.0570	8.3%	0.0055	0.8%	98%	True	False	11,639
100	0.6870	0.6300	0.0570	8.3%	0.0047	0.7%	98%	True	False	9,312
120	0.6938	0.6300	0.0638	9.3%	0.0042	0.6%	88%	False	False	7,760

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7014
2.618	0.6959
1.618	0.6925
1.000	0.6904
0.618	0.6891
HIGH	0.6870
0.618	0.6857
0.500	0.6853
0.382	0.6848
LOW	0.6836
0.618	0.6814
1.000	0.6802
1.618	0.6780
2.618	0.6746
4.250	0.6691

Fisher Pivots for day following 27-Dec-2023
Pivot	1 day	3 day
R1	0.6857	0.6849
PP	0.6855	0.6840
S1	0.6853	0.6830

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