CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 24-Aug-2023
Day Change Summary
Previous Current
23-Aug-2023 24-Aug-2023 Change Change % Previous Week
Open 0.6483 0.6469 -0.0014 -0.2% 0.6525
High 0.6519 0.6469 -0.0050 -0.8% 0.6542
Low 0.6468 0.6469 0.0001 0.0% 0.6430
Close 0.6519 0.6469 -0.0050 -0.8% 0.6451
Range 0.0051 0.0000 -0.0051 -100.0% 0.0113
ATR 0.0033 0.0034 0.0001 3.5% 0.0000
Volume 64 0 -64 -100.0% 9
Daily Pivots for day following 24-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6469 0.6469 0.6469
R3 0.6469 0.6469 0.6469
R2 0.6469 0.6469 0.6469
R1 0.6469 0.6469 0.6469 0.6469
PP 0.6469 0.6469 0.6469 0.6469
S1 0.6469 0.6469 0.6469 0.6469
S2 0.6469 0.6469 0.6469
S3 0.6469 0.6469 0.6469
S4 0.6469 0.6469 0.6469
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 0.6433 0.0086 1.3% 0.0014 0.2% 42% False False 12
10 0.6576 0.6430 0.0147 2.3% 0.0016 0.2% 27% False False 7
20 0.6766 0.6430 0.0336 5.2% 0.0019 0.3% 12% False False 4
40 0.6938 0.6430 0.0509 7.9% 0.0014 0.2% 8% False False 2
60 0.6938 0.6430 0.0509 7.9% 0.0012 0.2% 8% False False 1
80 0.6938 0.6430 0.0509 7.9% 0.0012 0.2% 8% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6469
2.618 0.6469
1.618 0.6469
1.000 0.6469
0.618 0.6469
HIGH 0.6469
0.618 0.6469
0.500 0.6469
0.382 0.6469
LOW 0.6469
0.618 0.6469
1.000 0.6469
1.618 0.6469
2.618 0.6469
4.250 0.6469
Fisher Pivots for day following 24-Aug-2023
Pivot 1 day 3 day
R1 0.6469 0.6493
PP 0.6469 0.6485
S1 0.6469 0.6477

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

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