CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 07-Aug-2023
Day Change Summary
Previous Current
04-Aug-2023 07-Aug-2023 Change Change % Previous Week
Open 0.6620 0.6621 0.0001 0.0% 0.6724
High 0.6618 0.6621 0.0003 0.0% 0.6766
Low 0.6620 0.6621 0.0001 0.0% 0.6595
Close 0.6620 0.6621 0.0001 0.0% 0.6620
Range -0.0002 0.0000 0.0002 -100.0% 0.0171
ATR 0.0044 0.0041 -0.0003 -7.1% 0.0000
Volume
Daily Pivots for day following 07-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6621 0.6621 0.6621
R3 0.6621 0.6621 0.6621
R2 0.6621 0.6621 0.6621
R1 0.6621 0.6621 0.6621 0.6621
PP 0.6621 0.6621 0.6621 0.6621
S1 0.6621 0.6621 0.6621 0.6621
S2 0.6621 0.6621 0.6621
S3 0.6621 0.6621 0.6621
S4 0.6621 0.6621 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 0.6710 0.6595 0.0116 1.7% 0.0024 0.4% 23% 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% 0.0015 0.2% 8% False False
40 0.6938 0.6595 0.0344 5.2% 0.0013 0.2% 8% False False
60 0.6938 0.6551 0.0388 5.9% 0.0013 0.2% 18% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6621
2.618 0.6621
1.618 0.6621
1.000 0.6621
0.618 0.6621
HIGH 0.6621
0.618 0.6621
0.500 0.6621
0.382 0.6621
LOW 0.6621
0.618 0.6621
1.000 0.6621
1.618 0.6621
2.618 0.6621
4.250 0.6621
Fisher Pivots for day following 07-Aug-2023
Pivot 1 day 3 day
R1 0.6621 0.6616
PP 0.6621 0.6612
S1 0.6621 0.6608

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

View Archives - Comment on this page... - Back to Index of Symbols