CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 26-Jul-2023
Day Change Summary
Previous Current
25-Jul-2023 26-Jul-2023 Change Change % Previous Week
Open 0.6830 0.6828 -0.0002 0.0% 0.6860
High 0.6830 0.6828 -0.0002 0.0% 0.6870
Low 0.6830 0.6828 -0.0002 0.0% 0.6775
Close 0.6830 0.6828 -0.0002 0.0% 0.6774
Range
ATR 0.0039 0.0036 -0.0003 -6.9% 0.0000
Volume
Daily Pivots for day following 26-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6828 0.6828 0.6828
R3 0.6828 0.6828 0.6828
R2 0.6828 0.6828 0.6828
R1 0.6828 0.6828 0.6828 0.6828
PP 0.6828 0.6828 0.6828 0.6828
S1 0.6828 0.6828 0.6828 0.6828
S2 0.6828 0.6828 0.6828
S3 0.6828 0.6828 0.6828
S4 0.6828 0.6828 0.6828
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7091 0.7027 0.6826
R3 0.6996 0.6932 0.6800
R2 0.6901 0.6901 0.6791
R1 0.6837 0.6837 0.6782 0.6822
PP 0.6806 0.6806 0.6806 0.6798
S1 0.6742 0.6742 0.6765 0.6727
S2 0.6711 0.6711 0.6756
S3 0.6616 0.6647 0.6747
S4 0.6521 0.6552 0.6721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6830 0.6775 0.0055 0.8% 0.0011 0.2% 97% False False
10 0.6938 0.6775 0.0163 2.4% 0.0006 0.1% 33% False False
20 0.6938 0.6651 0.0288 4.2% 0.0010 0.2% 62% False False 1
40 0.6938 0.6551 0.0388 5.7% 0.0010 0.2% 72% False False
60 0.6938 0.6551 0.0388 5.7% 0.0009 0.1% 72% 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 False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 0.6828
2.618 0.6828
1.618 0.6828
1.000 0.6828
0.618 0.6828
HIGH 0.6828
0.618 0.6828
0.500 0.6828
0.382 0.6828
LOW 0.6828
0.618 0.6828
1.000 0.6828
1.618 0.6828
2.618 0.6828
4.250 0.6828
Fisher Pivots for day following 26-Jul-2023
Pivot 1 day 3 day
R1 0.6828 0.6821
PP 0.6828 0.6815
S1 0.6828 0.6808

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

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