CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 28-Jun-2023
Day Change Summary
Previous Current
27-Jun-2023 28-Jun-2023 Change Change % Previous Week
Open 0.6731 0.6676 -0.0056 -0.8% 0.6829
High 0.6731 0.6689 -0.0042 -0.6% 0.6846
Low 0.6731 0.6651 -0.0081 -1.2% 0.6708
Close 0.6731 0.6651 -0.0081 -1.2% 0.6716
Range 0.0000 0.0039 0.0039 0.0138
ATR 0.0039 0.0042 0.0003 7.6% 0.0000
Volume 0 9 9 0
Daily Pivots for day following 28-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6779 0.6753 0.6672
R3 0.6740 0.6715 0.6661
R2 0.6702 0.6702 0.6658
R1 0.6676 0.6676 0.6654 0.6670
PP 0.6663 0.6663 0.6663 0.6660
S1 0.6638 0.6638 0.6647 0.6631
S2 0.6625 0.6625 0.6643
S3 0.6586 0.6599 0.6640
S4 0.6548 0.6561 0.6629
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7169 0.7080 0.6791
R3 0.7031 0.6942 0.6753
R2 0.6894 0.6894 0.6741
R1 0.6805 0.6805 0.6728 0.6781
PP 0.6756 0.6756 0.6756 0.6744
S1 0.6667 0.6667 0.6703 0.6643
S2 0.6619 0.6619 0.6690
S3 0.6481 0.6530 0.6678
S4 0.6344 0.6392 0.6640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6802 0.6651 0.0151 2.3% 0.0026 0.4% 0% False True 1
10 0.6927 0.6651 0.0276 4.2% 0.0013 0.2% 0% False True 1
20 0.6927 0.6551 0.0376 5.7% 0.0010 0.2% 27% False False
40 0.6927 0.6551 0.0376 5.7% 0.0010 0.2% 27% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6853
2.618 0.6790
1.618 0.6751
1.000 0.6728
0.618 0.6713
HIGH 0.6689
0.618 0.6674
0.500 0.6670
0.382 0.6665
LOW 0.6651
0.618 0.6627
1.000 0.6612
1.618 0.6588
2.618 0.6550
4.250 0.6487
Fisher Pivots for day following 28-Jun-2023
Pivot 1 day 3 day
R1 0.6670 0.6691
PP 0.6663 0.6677
S1 0.6657 0.6664

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

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