CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 23-May-2023
Day Change Summary
Previous Current
22-May-2023 23-May-2023 Change Change % Previous Week
Open 0.6710 0.6708 -0.0002 0.0% 0.6756
High 0.6710 0.6708 -0.0002 0.0% 0.6756
Low 0.6710 0.6671 -0.0040 -0.6% 0.6670
Close 0.6710 0.6671 -0.0040 -0.6% 0.6707
Range 0.0000 0.0038 0.0038 0.0086
ATR 0.0034 0.0034 0.0000 1.2% 0.0000
Volume 0 1 1 0
Daily Pivots for day following 23-May-2023
Classic Woodie Camarilla DeMark
R4 0.6796 0.6771 0.6691
R3 0.6758 0.6733 0.6681
R2 0.6721 0.6721 0.6677
R1 0.6696 0.6696 0.6674 0.6689
PP 0.6683 0.6683 0.6683 0.6680
S1 0.6658 0.6658 0.6667 0.6652
S2 0.6646 0.6646 0.6664
S3 0.6608 0.6621 0.6660
S4 0.6571 0.6583 0.6650
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 0.6969 0.6924 0.6754
R3 0.6883 0.6838 0.6730
R2 0.6797 0.6797 0.6722
R1 0.6752 0.6752 0.6714 0.6731
PP 0.6711 0.6711 0.6711 0.6701
S1 0.6666 0.6666 0.6699 0.6645
S2 0.6625 0.6625 0.6691
S3 0.6539 0.6580 0.6683
S4 0.6453 0.6494 0.6659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6724 0.6670 0.0054 0.8% 0.0011 0.2% 1% False False
10 0.6830 0.6670 0.0160 2.4% 0.0012 0.2% 0% False False
20 0.6846 0.6653 0.0193 2.9% 0.0009 0.1% 9% False False 1
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 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.6867
2.618 0.6806
1.618 0.6769
1.000 0.6746
0.618 0.6731
HIGH 0.6708
0.618 0.6694
0.500 0.6689
0.382 0.6685
LOW 0.6671
0.618 0.6647
1.000 0.6633
1.618 0.6610
2.618 0.6572
4.250 0.6511
Fisher Pivots for day following 23-May-2023
Pivot 1 day 3 day
R1 0.6689 0.6697
PP 0.6683 0.6688
S1 0.6677 0.6679

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

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