CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 31-Jul-2023
Day Change Summary
Previous Current
28-Jul-2023 31-Jul-2023 Change Change % Previous Week
Open 0.6700 0.6724 0.0025 0.4% 0.6787
High 0.6700 0.6766 0.0066 1.0% 0.6830
Low 0.6675 0.6724 0.0049 0.7% 0.6675
Close 0.6700 0.6766 0.0066 1.0% 0.6700
Range 0.0025 0.0042 0.0017 69.4% 0.0155
ATR 0.0042 0.0043 0.0002 4.2% 0.0000
Volume 0 1 1 0
Daily Pivots for day following 31-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6876 0.6862 0.6788
R3 0.6835 0.6821 0.6777
R2 0.6793 0.6793 0.6773
R1 0.6779 0.6779 0.6769 0.6786
PP 0.6752 0.6752 0.6752 0.6755
S1 0.6738 0.6738 0.6762 0.6745
S2 0.6710 0.6710 0.6758
S3 0.6669 0.6696 0.6754
S4 0.6627 0.6655 0.6743
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7198 0.7103 0.6784
R3 0.7044 0.6949 0.6742
R2 0.6889 0.6889 0.6728
R1 0.6794 0.6794 0.6714 0.6765
PP 0.6735 0.6735 0.6735 0.6720
S1 0.6640 0.6640 0.6685 0.6610
S2 0.6580 0.6580 0.6671
S3 0.6426 0.6485 0.6657
S4 0.6271 0.6331 0.6615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6830 0.6675 0.0155 2.3% 0.0013 0.2% 59% False False
10 0.6861 0.6675 0.0186 2.7% 0.0012 0.2% 49% False False
20 0.6938 0.6669 0.0269 4.0% 0.0012 0.2% 36% False False
40 0.6938 0.6651 0.0288 4.2% 0.0011 0.2% 40% False False
60 0.6938 0.6551 0.0388 5.7% 0.0011 0.2% 55% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6942
2.618 0.6874
1.618 0.6833
1.000 0.6807
0.618 0.6791
HIGH 0.6766
0.618 0.6750
0.500 0.6745
0.382 0.6740
LOW 0.6724
0.618 0.6698
1.000 0.6683
1.618 0.6657
2.618 0.6615
4.250 0.6548
Fisher Pivots for day following 31-Jul-2023
Pivot 1 day 3 day
R1 0.6759 0.6750
PP 0.6752 0.6735
S1 0.6745 0.6720

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

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