CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 06-Jul-2023
Day Change Summary
Previous Current
05-Jul-2023 06-Jul-2023 Change Change % Previous Week
Open 0.6700 0.6669 -0.0031 -0.5% 0.6722
High 0.6700 0.6669 -0.0031 -0.5% 0.6731
Low 0.6700 0.6669 -0.0031 -0.5% 0.6651
Close 0.6700 0.6669 -0.0031 -0.5% 0.6706
Range
ATR 0.0037 0.0036 0.0000 -1.1% 0.0000
Volume
Daily Pivots for day following 06-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6669 0.6669 0.6669
R3 0.6669 0.6669 0.6669
R2 0.6669 0.6669 0.6669
R1 0.6669 0.6669 0.6669 0.6669
PP 0.6669 0.6669 0.6669 0.6669
S1 0.6669 0.6669 0.6669 0.6669
S2 0.6669 0.6669 0.6669
S3 0.6669 0.6669 0.6669
S4 0.6669 0.6669 0.6669
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 0.6662 0.0057 0.8% 0.0003 0.0% 13% False False
10 0.6802 0.6651 0.0151 2.3% 0.0015 0.2% 12% False False 1
20 0.6927 0.6651 0.0276 4.1% 0.0010 0.1% 7% False False
40 0.6927 0.6551 0.0376 5.6% 0.0010 0.2% 32% False False
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 0.6669
2.618 0.6669
1.618 0.6669
1.000 0.6669
0.618 0.6669
HIGH 0.6669
0.618 0.6669
0.500 0.6669
0.382 0.6669
LOW 0.6669
0.618 0.6669
1.000 0.6669
1.618 0.6669
2.618 0.6669
4.250 0.6669
Fisher Pivots for day following 06-Jul-2023
Pivot 1 day 3 day
R1 0.6669 0.6694
PP 0.6669 0.6685
S1 0.6669 0.6677

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

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