CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 09-Jun-2023
Day Change Summary
Previous Current
08-Jun-2023 09-Jun-2023 Change Change % Previous Week
Open 0.6757 0.6783 0.0027 0.4% 0.6673
High 0.6757 0.6791 0.0034 0.5% 0.6791
Low 0.6757 0.6737 -0.0020 -0.3% 0.6673
Close 0.6757 0.6783 0.0027 0.4% 0.6783
Range 0.0000 0.0054 0.0054 0.0118
ATR 0.0039 0.0040 0.0001 2.6% 0.0000
Volume
Daily Pivots for day following 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6931 0.6910 0.6812
R3 0.6877 0.6857 0.6798
R2 0.6824 0.6824 0.6793
R1 0.6803 0.6803 0.6788 0.6810
PP 0.6770 0.6770 0.6770 0.6773
S1 0.6750 0.6750 0.6778 0.6756
S2 0.6717 0.6717 0.6773
S3 0.6663 0.6696 0.6768
S4 0.6610 0.6643 0.6754
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7103 0.7061 0.6848
R3 0.6985 0.6943 0.6815
R2 0.6867 0.6867 0.6805
R1 0.6825 0.6825 0.6794 0.6846
PP 0.6749 0.6749 0.6749 0.6759
S1 0.6707 0.6707 0.6772 0.6728
S2 0.6631 0.6631 0.6761
S3 0.6513 0.6589 0.6751
S4 0.6395 0.6471 0.6718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6791 0.6673 0.0118 1.7% 0.0011 0.2% 94% True False
10 0.6791 0.6551 0.0240 3.5% 0.0016 0.2% 97% True False 1
20 0.6791 0.6551 0.0240 3.5% 0.0014 0.2% 97% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7018
2.618 0.6931
1.618 0.6877
1.000 0.6844
0.618 0.6824
HIGH 0.6791
0.618 0.6770
0.500 0.6764
0.382 0.6757
LOW 0.6737
0.618 0.6704
1.000 0.6684
1.618 0.6650
2.618 0.6597
4.250 0.6510
Fisher Pivots for day following 09-Jun-2023
Pivot 1 day 3 day
R1 0.6777 0.6770
PP 0.6770 0.6758
S1 0.6764 0.6745

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

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