CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 23-Aug-2023
Day Change Summary
Previous Current
22-Aug-2023 23-Aug-2023 Change Change % Previous Week
Open 0.6471 0.6483 0.0012 0.2% 0.6525
High 0.6471 0.6519 0.0048 0.7% 0.6542
Low 0.6471 0.6468 -0.0003 0.0% 0.6430
Close 0.6471 0.6519 0.0048 0.7% 0.6451
Range 0.0000 0.0051 0.0051 0.0113
ATR 0.0032 0.0033 0.0001 4.2% 0.0000
Volume 0 64 64 9
Daily Pivots for day following 23-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6653 0.6636 0.6546
R3 0.6603 0.6586 0.6532
R2 0.6552 0.6552 0.6528
R1 0.6535 0.6535 0.6523 0.6544
PP 0.6502 0.6502 0.6502 0.6506
S1 0.6485 0.6485 0.6514 0.6493
S2 0.6451 0.6451 0.6509
S3 0.6401 0.6434 0.6505
S4 0.6350 0.6384 0.6491
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6812 0.6744 0.6512
R3 0.6699 0.6631 0.6481
R2 0.6587 0.6587 0.6471
R1 0.6519 0.6519 0.6461 0.6496
PP 0.6474 0.6474 0.6474 0.6463
S1 0.6406 0.6406 0.6440 0.6384
S2 0.6362 0.6362 0.6430
S3 0.6249 0.6294 0.6420
S4 0.6137 0.6181 0.6389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6519 0.6430 0.0089 1.4% 0.0017 0.3% 100% True False 14
10 0.6584 0.6430 0.0154 2.4% 0.0016 0.3% 58% False False 8
20 0.6766 0.6430 0.0336 5.2% 0.0019 0.3% 26% False False 4
40 0.6938 0.6430 0.0509 7.8% 0.0014 0.2% 18% False False 2
60 0.6938 0.6430 0.0509 7.8% 0.0013 0.2% 18% False False 2
80 0.6938 0.6430 0.0509 7.8% 0.0012 0.2% 18% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.6733
2.618 0.6651
1.618 0.6600
1.000 0.6569
0.618 0.6550
HIGH 0.6519
0.618 0.6499
0.500 0.6493
0.382 0.6487
LOW 0.6468
0.618 0.6437
1.000 0.6418
1.618 0.6386
2.618 0.6336
4.250 0.6253
Fisher Pivots for day following 23-Aug-2023
Pivot 1 day 3 day
R1 0.6510 0.6509
PP 0.6502 0.6500
S1 0.6493 0.6490

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

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