CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 20-Jul-2023
Day Change Summary
Previous Current
19-Jul-2023 20-Jul-2023 Change Change % Previous Week
Open 0.6824 0.6824 0.0000 0.0% 0.6685
High 0.6824 0.6824 0.0000 0.0% 0.6938
Low 0.6824 0.6824 0.0000 0.0% 0.6685
Close 0.6824 0.6824 0.0000 0.0% 0.6887
Range
ATR 0.0042 0.0039 -0.0003 -7.1% 0.0000
Volume
Daily Pivots for day following 20-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6824 0.6824 0.6824
R3 0.6824 0.6824 0.6824
R2 0.6824 0.6824 0.6824
R1 0.6824 0.6824 0.6824 0.6824
PP 0.6824 0.6824 0.6824 0.6824
S1 0.6824 0.6824 0.6824 0.6824
S2 0.6824 0.6824 0.6824
S3 0.6824 0.6824 0.6824
S4 0.6824 0.6824 0.6824
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7596 0.7494 0.7026
R3 0.7343 0.7241 0.6957
R2 0.7090 0.7090 0.6933
R1 0.6988 0.6988 0.6910 0.7039
PP 0.6837 0.6837 0.6837 0.6862
S1 0.6735 0.6735 0.6864 0.6786
S2 0.6584 0.6584 0.6841
S3 0.6331 0.6482 0.6817
S4 0.6078 0.6229 0.6748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6887 0.6824 0.0064 0.9% 0.0002 0.0% 0% False True
10 0.6938 0.6685 0.0253 3.7% 0.0010 0.1% 55% False False
20 0.6938 0.6651 0.0288 4.2% 0.0012 0.2% 60% False False
40 0.6938 0.6551 0.0388 5.7% 0.0011 0.2% 70% False False
60 0.6938 0.6551 0.0388 5.7% 0.0010 0.1% 70% 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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.6824
2.618 0.6824
1.618 0.6824
1.000 0.6824
0.618 0.6824
HIGH 0.6824
0.618 0.6824
0.500 0.6824
0.382 0.6824
LOW 0.6824
0.618 0.6824
1.000 0.6824
1.618 0.6824
2.618 0.6824
4.250 0.6824
Fisher Pivots for day following 20-Jul-2023
Pivot 1 day 3 day
R1 0.6824 0.6842
PP 0.6824 0.6836
S1 0.6824 0.6830

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

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