CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 02-Aug-2023
Day Change Summary
Previous Current
01-Aug-2023 02-Aug-2023 Change Change % Previous Week
Open 0.6710 0.6663 -0.0048 -0.7% 0.6787
High 0.6710 0.6663 -0.0048 -0.7% 0.6830
Low 0.6658 0.6595 -0.0063 -0.9% 0.6675
Close 0.6658 0.6595 -0.0063 -0.9% 0.6700
Range 0.0053 0.0068 0.0016 29.5% 0.0155
ATR 0.0048 0.0049 0.0001 3.0% 0.0000
Volume 3 5 2 66.7% 0
Daily Pivots for day following 02-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6821 0.6776 0.6632
R3 0.6753 0.6708 0.6613
R2 0.6685 0.6685 0.6607
R1 0.6640 0.6640 0.6601 0.6629
PP 0.6617 0.6617 0.6617 0.6612
S1 0.6572 0.6572 0.6588 0.6561
S2 0.6549 0.6549 0.6582
S3 0.6481 0.6504 0.6576
S4 0.6413 0.6436 0.6557
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 0.6766 0.6595 0.0171 2.6% 0.0037 0.6% 0% False True 1
10 0.6830 0.6595 0.0235 3.6% 0.0024 0.4% 0% False True 1
20 0.6938 0.6595 0.0344 5.2% 0.0017 0.3% 0% False True
40 0.6938 0.6595 0.0344 5.2% 0.0013 0.2% 0% False True
60 0.6938 0.6551 0.0388 5.9% 0.0013 0.2% 11% 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 27 trading days
Fibonacci Retracements and Extensions
4.250 0.6952
2.618 0.6841
1.618 0.6773
1.000 0.6731
0.618 0.6705
HIGH 0.6663
0.618 0.6637
0.500 0.6629
0.382 0.6620
LOW 0.6595
0.618 0.6552
1.000 0.6527
1.618 0.6484
2.618 0.6416
4.250 0.6306
Fisher Pivots for day following 02-Aug-2023
Pivot 1 day 3 day
R1 0.6629 0.6680
PP 0.6617 0.6652
S1 0.6606 0.6623

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.