CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 11-May-2023
Day Change Summary
Previous Current
10-May-2023 11-May-2023 Change Change % Previous Week
Open 0.6830 0.6756 -0.0074 -1.1% 0.6704
High 0.6830 0.6756 -0.0074 -1.1% 0.6814
Low 0.6830 0.6756 -0.0074 -1.1% 0.6704
Close 0.6830 0.6756 -0.0074 -1.1% 0.6814
Range
ATR 0.0029 0.0032 0.0003 11.0% 0.0000
Volume
Daily Pivots for day following 11-May-2023
Classic Woodie Camarilla DeMark
R4 0.6756 0.6756 0.6756
R3 0.6756 0.6756 0.6756
R2 0.6756 0.6756 0.6756
R1 0.6756 0.6756 0.6756 0.6756
PP 0.6756 0.6756 0.6756 0.6756
S1 0.6756 0.6756 0.6756 0.6756
S2 0.6756 0.6756 0.6756
S3 0.6756 0.6756 0.6756
S4 0.6756 0.6756 0.6756
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 0.7107 0.7071 0.6875
R3 0.6997 0.6961 0.6844
R2 0.6887 0.6887 0.6834
R1 0.6851 0.6851 0.6824 0.6869
PP 0.6777 0.6777 0.6777 0.6787
S1 0.6741 0.6741 0.6804 0.6759
S2 0.6667 0.6667 0.6794
S3 0.6557 0.6631 0.6784
S4 0.6447 0.6521 0.6754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6846 0.6756 0.0090 1.3% 0.0000 0.0% 0% False True
10 0.6846 0.6653 0.0193 2.9% 0.0006 0.1% 54% False False 2
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.6756
2.618 0.6756
1.618 0.6756
1.000 0.6756
0.618 0.6756
HIGH 0.6756
0.618 0.6756
0.500 0.6756
0.382 0.6756
LOW 0.6756
0.618 0.6756
1.000 0.6756
1.618 0.6756
2.618 0.6756
4.250 0.6756
Fisher Pivots for day following 11-May-2023
Pivot 1 day 3 day
R1 0.6756 0.6793
PP 0.6756 0.6781
S1 0.6756 0.6768

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

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