CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 05-Jul-2023
Day Change Summary
Previous Current
03-Jul-2023 05-Jul-2023 Change Change % Previous Week
Open 0.6704 0.6700 -0.0004 -0.1% 0.6722
High 0.6718 0.6700 -0.0018 -0.3% 0.6731
Low 0.6704 0.6700 -0.0004 -0.1% 0.6651
Close 0.6718 0.6700 -0.0018 -0.3% 0.6706
Range 0.0014 0.0000 -0.0014 -100.0% 0.0081
ATR 0.0038 0.0037 -0.0001 -3.8% 0.0000
Volume 1 0 -1 -100.0% 9
Daily Pivots for day following 05-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6700 0.6700 0.6700
R3 0.6700 0.6700 0.6700
R2 0.6700 0.6700 0.6700
R1 0.6700 0.6700 0.6700 0.6700
PP 0.6700 0.6700 0.6700 0.6700
S1 0.6700 0.6700 0.6700 0.6700
S2 0.6700 0.6700 0.6700
S3 0.6700 0.6700 0.6700
S4 0.6700 0.6700 0.6700
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.6937 0.6902 0.6750
R3 0.6857 0.6822 0.6728
R2 0.6776 0.6776 0.6721
R1 0.6741 0.6741 0.6713 0.6719
PP 0.6696 0.6696 0.6696 0.6685
S1 0.6661 0.6661 0.6699 0.6638
S2 0.6615 0.6615 0.6691
S3 0.6535 0.6580 0.6684
S4 0.6454 0.6500 0.6662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6718 0.6651 0.0068 1.0% 0.0011 0.2% 73% False False 2
10 0.6846 0.6651 0.0195 2.9% 0.0015 0.2% 25% False False 1
20 0.6927 0.6651 0.0276 4.1% 0.0010 0.1% 18% False False
40 0.6927 0.6551 0.0376 5.6% 0.0010 0.2% 40% False False
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 True
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 0.6700
2.618 0.6700
1.618 0.6700
1.000 0.6700
0.618 0.6700
HIGH 0.6700
0.618 0.6700
0.500 0.6700
0.382 0.6700
LOW 0.6700
0.618 0.6700
1.000 0.6700
1.618 0.6700
2.618 0.6700
4.250 0.6700
Fisher Pivots for day following 05-Jul-2023
Pivot 1 day 3 day
R1 0.6700 0.6709
PP 0.6700 0.6706
S1 0.6700 0.6703

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

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