CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 13-Mar-2024

Day Change Summary
	Previous	Current
	12-Mar-2024	13-Mar-2024	Change	Change %	Previous Week
Open	0.6630	0.6624	-0.0006	-0.1%	0.6546
High	0.6658	0.6654	-0.0005	-0.1%	0.6687
Low	0.6604	0.6619	0.0015	0.2%	0.6498
Close	0.6623	0.6644	0.0022	0.3%	0.6645
Range	0.0055	0.0035	-0.0020	-35.8%	0.0189
ATR	0.0048	0.0047	-0.0001	-2.0%	0.0000
Volume	59,219	155,855	96,636	163.2%	35,402

Daily Pivots for day following 13-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6744	0.6729	0.6663
R3	0.6709	0.6694	0.6654
R2	0.6674	0.6674	0.6650
R1	0.6659	0.6659	0.6647	0.6666
PP	0.6639	0.6639	0.6639	0.6642
S1	0.6624	0.6624	0.6641	0.6631
S2	0.6604	0.6604	0.6638
S3	0.6569	0.6589	0.6634
S4	0.6534	0.6554	0.6625

Weekly Pivots for week ending 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7175	0.7098	0.6748
R3	0.6987	0.6910	0.6696
R2	0.6798	0.6798	0.6679
R1	0.6721	0.6721	0.6662	0.6760
PP	0.6610	0.6610	0.6610	0.6629
S1	0.6533	0.6533	0.6627	0.6571
S2	0.6421	0.6421	0.6610
S3	0.6233	0.6344	0.6593
S4	0.6044	0.6156	0.6541

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6687	0.6582	0.0105	1.6%	0.0047	0.7%	59%	False	False	54,018
10	0.6687	0.6498	0.0189	2.8%	0.0047	0.7%	77%	False	False	29,100
20	0.6687	0.6473	0.0214	3.2%	0.0045	0.7%	80%	False	False	14,768
40	0.6687	0.6468	0.0219	3.3%	0.0046	0.7%	81%	False	False	7,476
60	0.6900	0.6468	0.0433	6.5%	0.0049	0.7%	41%	False	False	5,017
80	0.6900	0.6468	0.0433	6.5%	0.0048	0.7%	41%	False	False	3,779
100	0.6900	0.6345	0.0555	8.4%	0.0041	0.6%	54%	False	False	3,025
120	0.6900	0.6345	0.0555	8.4%	0.0039	0.6%	54%	False	False	2,521

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6802
2.618	0.6745
1.618	0.6710
1.000	0.6689
0.618	0.6675
HIGH	0.6654
0.618	0.6640
0.500	0.6636
0.382	0.6632
LOW	0.6619
0.618	0.6597
1.000	0.6584
1.618	0.6562
2.618	0.6527
4.250	0.6470

Fisher Pivots for day following 13-Mar-2024
Pivot	1 day	3 day
R1	0.6641	0.6640
PP	0.6639	0.6635
S1	0.6636	0.6631

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