CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 28-Aug-2023
Day Change Summary
Previous Current
25-Aug-2023 28-Aug-2023 Change Change % Previous Week
Open 0.6467 0.6468 0.0001 0.0% 0.6462
High 0.6477 0.6472 -0.0006 -0.1% 0.6519
Low 0.6462 0.6468 0.0007 0.1% 0.6462
Close 0.6467 0.6472 0.0005 0.1% 0.6467
Range 0.0016 0.0004 -0.0012 -77.4% 0.0057
ATR 0.0033 0.0031 -0.0002 -6.2% 0.0000
Volume 0 2 2 64
Daily Pivots for day following 28-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6481 0.6480 0.6473
R3 0.6477 0.6476 0.6472
R2 0.6474 0.6474 0.6472
R1 0.6473 0.6473 0.6472 0.6473
PP 0.6470 0.6470 0.6470 0.6471
S1 0.6469 0.6469 0.6471 0.6470
S2 0.6467 0.6467 0.6471
S3 0.6463 0.6466 0.6471
S4 0.6460 0.6462 0.6470
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6653 0.6617 0.6498
R3 0.6596 0.6560 0.6483
R2 0.6539 0.6539 0.6477
R1 0.6503 0.6503 0.6472 0.6521
PP 0.6482 0.6482 0.6482 0.6491
S1 0.6446 0.6446 0.6462 0.6464
S2 0.6425 0.6425 0.6457
S3 0.6368 0.6389 0.6451
S4 0.6311 0.6332 0.6436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6519 0.6462 0.0057 0.9% 0.0014 0.2% 18% False False 13
10 0.6542 0.6430 0.0113 1.7% 0.0014 0.2% 37% False False 7
20 0.6710 0.6430 0.0281 4.3% 0.0016 0.3% 15% 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% 0.0013 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6486
2.618 0.6481
1.618 0.6477
1.000 0.6475
0.618 0.6474
HIGH 0.6472
0.618 0.6470
0.500 0.6470
0.382 0.6469
LOW 0.6468
0.618 0.6466
1.000 0.6465
1.618 0.6462
2.618 0.6459
4.250 0.6453
Fisher Pivots for day following 28-Aug-2023
Pivot 1 day 3 day
R1 0.6471 0.6471
PP 0.6470 0.6470
S1 0.6470 0.6469

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

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