CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 27-Jul-2023
Day Change Summary
Previous Current
26-Jul-2023 27-Jul-2023 Change Change % Previous Week
Open 0.6828 0.6752 -0.0077 -1.1% 0.6860
High 0.6828 0.6752 -0.0077 -1.1% 0.6870
Low 0.6828 0.6752 -0.0077 -1.1% 0.6775
Close 0.6828 0.6752 -0.0077 -1.1% 0.6774
Range
ATR 0.0036 0.0039 0.0003 8.0% 0.0000
Volume
Daily Pivots for day following 27-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6752 0.6752 0.6752
R3 0.6752 0.6752 0.6752
R2 0.6752 0.6752 0.6752
R1 0.6752 0.6752 0.6752 0.6752
PP 0.6752 0.6752 0.6752 0.6752
S1 0.6752 0.6752 0.6752 0.6752
S2 0.6752 0.6752 0.6752
S3 0.6752 0.6752 0.6752
S4 0.6752 0.6752 0.6752
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 0.6752 0.0078 1.2% 0.0011 0.2% 0% False True
10 0.6887 0.6752 0.0136 2.0% 0.0006 0.1% 0% False True
20 0.6938 0.6662 0.0277 4.1% 0.0008 0.1% 33% False False
40 0.6938 0.6551 0.0388 5.7% 0.0009 0.1% 52% False False
60 0.6938 0.6551 0.0388 5.7% 0.0009 0.1% 52% 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 0.6752
2.618 0.6752
1.618 0.6752
1.000 0.6752
0.618 0.6752
HIGH 0.6752
0.618 0.6752
0.500 0.6752
0.382 0.6752
LOW 0.6752
0.618 0.6752
1.000 0.6752
1.618 0.6752
2.618 0.6752
4.250 0.6752
Fisher Pivots for day following 27-Jul-2023
Pivot 1 day 3 day
R1 0.6752 0.6791
PP 0.6752 0.6778
S1 0.6752 0.6765

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

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