CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 0.6525 0.6542 0.0018 0.3% 0.6621
High 0.6525 0.6542 0.0018 0.3% 0.6621
Low 0.6525 0.6508 -0.0017 -0.3% 0.6539
Close 0.6525 0.6508 -0.0017 -0.3% 0.6539
Range 0.0000 0.0034 0.0034 0.0082
ATR 0.0036 0.0036 0.0000 -0.5% 0.0000
Volume 0 2 2 9
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6621 0.6599 0.6527
R3 0.6587 0.6565 0.6517
R2 0.6553 0.6553 0.6514
R1 0.6531 0.6531 0.6511 0.6525
PP 0.6519 0.6519 0.6519 0.6517
S1 0.6497 0.6497 0.6505 0.6491
S2 0.6485 0.6485 0.6502
S3 0.6451 0.6463 0.6499
S4 0.6417 0.6429 0.6489
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6811 0.6756 0.6584
R3 0.6729 0.6675 0.6561
R2 0.6648 0.6648 0.6554
R1 0.6593 0.6593 0.6546 0.6580
PP 0.6566 0.6566 0.6566 0.6559
S1 0.6512 0.6512 0.6532 0.6498
S2 0.6485 0.6485 0.6524
S3 0.6403 0.6430 0.6517
S4 0.6322 0.6349 0.6494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6586 0.6508 0.0078 1.2% 0.0016 0.2% 0% False True 2
10 0.6663 0.6508 0.0155 2.4% 0.0017 0.3% 0% False True 1
20 0.6830 0.6508 0.0322 4.9% 0.0017 0.3% 0% False True 1
40 0.6938 0.6508 0.0430 6.6% 0.0015 0.2% 0% False True 1
60 0.6938 0.6508 0.0430 6.6% 0.0013 0.2% 0% False True
80 0.6938 0.6508 0.0430 6.6% 0.0012 0.2% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6687
2.618 0.6631
1.618 0.6597
1.000 0.6576
0.618 0.6563
HIGH 0.6542
0.618 0.6529
0.500 0.6525
0.382 0.6521
LOW 0.6508
0.618 0.6487
1.000 0.6474
1.618 0.6453
2.618 0.6419
4.250 0.6364
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 0.6525 0.6542
PP 0.6519 0.6531
S1 0.6514 0.6519

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

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