CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 10-Jul-2023
Day Change Summary
Previous Current
07-Jul-2023 10-Jul-2023 Change Change % Previous Week
Open 0.6737 0.6685 -0.0052 -0.8% 0.6704
High 0.6737 0.6720 -0.0017 -0.2% 0.6737
Low 0.6737 0.6685 -0.0052 -0.8% 0.6669
Close 0.6737 0.6720 -0.0017 -0.2% 0.6737
Range 0.0000 0.0035 0.0035 0.0068
ATR 0.0039 0.0039 0.0001 2.4% 0.0000
Volume 0 2 2 1
Daily Pivots for day following 10-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6813 0.6802 0.6739
R3 0.6778 0.6767 0.6730
R2 0.6743 0.6743 0.6726
R1 0.6732 0.6732 0.6723 0.6738
PP 0.6708 0.6708 0.6708 0.6711
S1 0.6697 0.6697 0.6717 0.6703
S2 0.6673 0.6673 0.6714
S3 0.6638 0.6662 0.6710
S4 0.6603 0.6627 0.6701
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6917 0.6894 0.6774
R3 0.6849 0.6827 0.6755
R2 0.6782 0.6782 0.6749
R1 0.6759 0.6759 0.6743 0.6770
PP 0.6714 0.6714 0.6714 0.6720
S1 0.6692 0.6692 0.6730 0.6703
S2 0.6647 0.6647 0.6724
S3 0.6579 0.6624 0.6718
S4 0.6512 0.6557 0.6699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6737 0.6669 0.0068 1.0% 0.0010 0.1% 76% False False
10 0.6737 0.6651 0.0086 1.3% 0.0009 0.1% 81% False False 1
20 0.6927 0.6651 0.0276 4.1% 0.0012 0.2% 25% False False
40 0.6927 0.6551 0.0376 5.6% 0.0011 0.2% 45% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.6869
2.618 0.6812
1.618 0.6777
1.000 0.6755
0.618 0.6742
HIGH 0.6720
0.618 0.6707
0.500 0.6703
0.382 0.6698
LOW 0.6685
0.618 0.6663
1.000 0.6650
1.618 0.6628
2.618 0.6593
4.250 0.6536
Fisher Pivots for day following 10-Jul-2023
Pivot 1 day 3 day
R1 0.6714 0.6714
PP 0.6708 0.6709
S1 0.6703 0.6703

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

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