CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 12-Jul-2023
Day Change Summary
Previous Current
11-Jul-2023 12-Jul-2023 Change Change % Previous Week
Open 0.6725 0.6785 0.0060 0.9% 0.6704
High 0.6725 0.6840 0.0115 1.7% 0.6737
Low 0.6725 0.6785 0.0060 0.9% 0.6669
Close 0.6725 0.6840 0.0115 1.7% 0.6737
Range 0.0000 0.0055 0.0055 0.0068
ATR 0.0037 0.0043 0.0006 15.1% 0.0000
Volume 2 2 0 0.0% 1
Daily Pivots for day following 12-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6987 0.6968 0.6870
R3 0.6932 0.6913 0.6855
R2 0.6877 0.6877 0.6850
R1 0.6858 0.6858 0.6845 0.6868
PP 0.6822 0.6822 0.6822 0.6826
S1 0.6803 0.6803 0.6835 0.6813
S2 0.6767 0.6767 0.6830
S3 0.6712 0.6748 0.6825
S4 0.6657 0.6693 0.6810
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 0.6840 0.6669 0.0171 2.5% 0.0018 0.3% 100% True False 1
10 0.6840 0.6651 0.0190 2.8% 0.0014 0.2% 100% True False 1
20 0.6927 0.6651 0.0276 4.0% 0.0012 0.2% 69% False False
40 0.6927 0.6551 0.0376 5.5% 0.0011 0.2% 77% 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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7074
2.618 0.6984
1.618 0.6929
1.000 0.6895
0.618 0.6874
HIGH 0.6840
0.618 0.6819
0.500 0.6813
0.382 0.6806
LOW 0.6785
0.618 0.6751
1.000 0.6730
1.618 0.6696
2.618 0.6641
4.250 0.6551
Fisher Pivots for day following 12-Jul-2023
Pivot 1 day 3 day
R1 0.6831 0.6814
PP 0.6822 0.6788
S1 0.6813 0.6763

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

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