CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 24-May-2023
Day Change Summary
Previous Current
23-May-2023 24-May-2023 Change Change % Previous Week
Open 0.6708 0.6599 -0.0110 -1.6% 0.6756
High 0.6708 0.6599 -0.0110 -1.6% 0.6756
Low 0.6671 0.6599 -0.0072 -1.1% 0.6670
Close 0.6671 0.6599 -0.0072 -1.1% 0.6707
Range 0.0038 0.0000 -0.0038 -100.0% 0.0086
ATR 0.0034 0.0037 0.0003 7.9% 0.0000
Volume 1 0 -1 -100.0% 0
Daily Pivots for day following 24-May-2023
Classic Woodie Camarilla DeMark
R4 0.6599 0.6599 0.6599
R3 0.6599 0.6599 0.6599
R2 0.6599 0.6599 0.6599
R1 0.6599 0.6599 0.6599 0.6599
PP 0.6599 0.6599 0.6599 0.6599
S1 0.6599 0.6599 0.6599 0.6599
S2 0.6599 0.6599 0.6599
S3 0.6599 0.6599 0.6599
S4 0.6599 0.6599 0.6599
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 0.6599 0.0125 1.9% 0.0011 0.2% 0% False True
10 0.6759 0.6599 0.0161 2.4% 0.0012 0.2% 0% False True
20 0.6846 0.6599 0.0247 3.7% 0.0009 0.1% 0% False True 1
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6599
2.618 0.6599
1.618 0.6599
1.000 0.6599
0.618 0.6599
HIGH 0.6599
0.618 0.6599
0.500 0.6599
0.382 0.6599
LOW 0.6599
0.618 0.6599
1.000 0.6599
1.618 0.6599
2.618 0.6599
4.250 0.6599
Fisher Pivots for day following 24-May-2023
Pivot 1 day 3 day
R1 0.6599 0.6654
PP 0.6599 0.6636
S1 0.6599 0.6617

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

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