CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 04-Aug-2023
Day Change Summary
Previous Current
03-Aug-2023 04-Aug-2023 Change Change % Previous Week
Open 0.6596 0.6620 0.0025 0.4% 0.6724
High 0.6596 0.6618 0.0023 0.3% 0.6766
Low 0.6596 0.6620 0.0025 0.4% 0.6595
Close 0.6596 0.6620 0.0025 0.4% 0.6620
Range 0.0000 -0.0002 -0.0002 0.0171
ATR 0.0046 0.0044 -0.0002 -3.3% 0.0000
Volume
Daily Pivots for day following 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6613 0.6615 0.6619
R3 0.6615 0.6617 0.6619
R2 0.6617 0.6617 0.6620
R1 0.6619 0.6619 0.6620 0.6619
PP 0.6619 0.6619 0.6619 0.6620
S1 0.6621 0.6621 0.6620 0.6621
S2 0.6621 0.6621 0.6620
S3 0.6623 0.6623 0.6621
S4 0.6625 0.6625 0.6621
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7173 0.7068 0.6714
R3 0.7002 0.6897 0.6667
R2 0.6831 0.6831 0.6651
R1 0.6726 0.6726 0.6636 0.6693
PP 0.6660 0.6660 0.6660 0.6644
S1 0.6555 0.6555 0.6604 0.6522
S2 0.6489 0.6489 0.6589
S3 0.6318 0.6384 0.6573
S4 0.6147 0.6213 0.6526
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% 0.0032 0.5% 15% False False 1
10 0.6830 0.6595 0.0235 3.5% 0.0018 0.3% 11% False False
20 0.6938 0.6595 0.0344 5.2% 0.0017 0.3% 7% False False
40 0.6938 0.6595 0.0344 5.2% 0.0013 0.2% 7% False False
60 0.6938 0.6551 0.0388 5.9% 0.0013 0.2% 18% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0000
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.6610
2.618 0.6613
1.618 0.6615
1.000 0.6616
0.618 0.6617
HIGH 0.6618
0.618 0.6619
0.500 0.6619
0.382 0.6619
LOW 0.6620
0.618 0.6621
1.000 0.6622
1.618 0.6623
2.618 0.6625
4.250 0.6629
Fisher Pivots for day following 04-Aug-2023
Pivot 1 day 3 day
R1 0.6620 0.6629
PP 0.6619 0.6626
S1 0.6619 0.6623

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

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