CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 29-Jun-2023
Day Change Summary
Previous Current
28-Jun-2023 29-Jun-2023 Change Change % Previous Week
Open 0.6676 0.6662 -0.0014 -0.2% 0.6829
High 0.6689 0.6662 -0.0028 -0.4% 0.6846
Low 0.6651 0.6662 0.0011 0.2% 0.6708
Close 0.6651 0.6662 0.0011 0.2% 0.6716
Range 0.0039 0.0000 -0.0039 -100.0% 0.0138
ATR 0.0042 0.0040 -0.0002 -5.3% 0.0000
Volume 9 0 -9 -100.0% 0
Daily Pivots for day following 29-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6662 0.6662 0.6662
R3 0.6662 0.6662 0.6662
R2 0.6662 0.6662 0.6662
R1 0.6662 0.6662 0.6662 0.6662
PP 0.6662 0.6662 0.6662 0.6662
S1 0.6662 0.6662 0.6662 0.6662
S2 0.6662 0.6662 0.6662
S3 0.6662 0.6662 0.6662
S4 0.6662 0.6662 0.6662
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% 7% False False 1
10 0.6927 0.6651 0.0276 4.1% 0.0013 0.2% 4% False False
20 0.6927 0.6629 0.0298 4.5% 0.0010 0.2% 11% False False
40 0.6927 0.6551 0.0376 5.6% 0.0010 0.2% 30% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6662
2.618 0.6662
1.618 0.6662
1.000 0.6662
0.618 0.6662
HIGH 0.6662
0.618 0.6662
0.500 0.6662
0.382 0.6662
LOW 0.6662
0.618 0.6662
1.000 0.6662
1.618 0.6662
2.618 0.6662
4.250 0.6662
Fisher Pivots for day following 29-Jun-2023
Pivot 1 day 3 day
R1 0.6662 0.6691
PP 0.6662 0.6681
S1 0.6662 0.6671

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

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