CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 09-Aug-2023
Day Change Summary
Previous Current
08-Aug-2023 09-Aug-2023 Change Change % Previous Week
Open 0.6559 0.6586 0.0027 0.4% 0.6724
High 0.6585 0.6586 0.0001 0.0% 0.6766
Low 0.6559 0.6586 0.0027 0.4% 0.6595
Close 0.6585 0.6586 0.0001 0.0% 0.6620
Range 0.0026 0.0000 -0.0026 -100.0% 0.0171
ATR 0.0043 0.0040 -0.0003 -7.1% 0.0000
Volume 1 0 -1 -100.0% 9
Daily Pivots for day following 09-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6586 0.6586 0.6586
R3 0.6586 0.6586 0.6586
R2 0.6586 0.6586 0.6586
R1 0.6586 0.6586 0.6586 0.6586
PP 0.6586 0.6586 0.6586 0.6586
S1 0.6586 0.6586 0.6586 0.6586
S2 0.6586 0.6586 0.6586
S3 0.6586 0.6586 0.6586
S4 0.6586 0.6586 0.6586
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 0.6621 0.6559 0.0062 0.9% 0.0005 0.1% 43% False False
10 0.6766 0.6559 0.0207 3.1% 0.0021 0.3% 13% False False 1
20 0.6938 0.6559 0.0379 5.8% 0.0014 0.2% 7% False False
40 0.6938 0.6559 0.0379 5.8% 0.0013 0.2% 7% False False
60 0.6938 0.6551 0.0388 5.9% 0.0012 0.2% 9% False False
Crabel Price Patterns
NR True
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6586
2.618 0.6586
1.618 0.6586
1.000 0.6586
0.618 0.6586
HIGH 0.6586
0.618 0.6586
0.500 0.6586
0.382 0.6586
LOW 0.6586
0.618 0.6586
1.000 0.6586
1.618 0.6586
2.618 0.6586
4.250 0.6586
Fisher Pivots for day following 09-Aug-2023
Pivot 1 day 3 day
R1 0.6586 0.6590
PP 0.6586 0.6588
S1 0.6586 0.6587

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

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