CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 22-Mar-2024
Day Change Summary
Previous Current
21-Mar-2024 22-Mar-2024 Change Change % Previous Week
Open 0.6639 0.6560 -0.0079 -1.2% 0.6602
High 0.6639 0.6617 -0.0022 -0.3% 0.6639
Low 0.6611 0.6554 -0.0057 -0.9% 0.6554
Close 0.6611 0.6556 -0.0055 -0.8% 0.6556
Range 0.0028 0.0064 0.0036 126.8% 0.0085
ATR 0.0027 0.0030 0.0003 9.7% 0.0000
Volume 1 11 10 1,000.0% 12
Daily Pivots for day following 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.6766 0.6725 0.6591
R3 0.6703 0.6661 0.6573
R2 0.6639 0.6639 0.6568
R1 0.6598 0.6598 0.6562 0.6587
PP 0.6576 0.6576 0.6576 0.6570
S1 0.6534 0.6534 0.6550 0.6523
S2 0.6512 0.6512 0.6544
S3 0.6449 0.6471 0.6539
S4 0.6385 0.6407 0.6521
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% 3% False True 2
10 0.6672 0.6554 0.0118 1.8% 0.0011 0.2% 2% False True 14
20 0.6702 0.6530 0.0172 2.6% 0.0013 0.2% 15% False False 8
40 0.6702 0.6488 0.0214 3.3% 0.0012 0.2% 32% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.6887
2.618 0.6783
1.618 0.6720
1.000 0.6681
0.618 0.6656
HIGH 0.6617
0.618 0.6593
0.500 0.6585
0.382 0.6578
LOW 0.6554
0.618 0.6514
1.000 0.6490
1.618 0.6451
2.618 0.6387
4.250 0.6284
Fisher Pivots for day following 22-Mar-2024
Pivot 1 day 3 day
R1 0.6585 0.6596
PP 0.6576 0.6583
S1 0.6566 0.6569

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.