CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 31-Aug-2023
Day Change Summary
Previous Current
30-Aug-2023 31-Aug-2023 Change Change % Previous Week
Open 0.6535 0.6520 -0.0015 -0.2% 0.6462
High 0.6535 0.6520 -0.0015 -0.2% 0.6519
Low 0.6529 0.6520 -0.0009 -0.1% 0.6462
Close 0.6529 0.6520 -0.0009 -0.1% 0.6467
Range 0.0007 0.0000 -0.0007 -100.0% 0.0057
ATR 0.0031 0.0029 -0.0002 -5.2% 0.0000
Volume 1 0 -1 -100.0% 64
Daily Pivots for day following 31-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6520 0.6520 0.6520
R3 0.6520 0.6520 0.6520
R2 0.6520 0.6520 0.6520
R1 0.6520 0.6520 0.6520 0.6520
PP 0.6520 0.6520 0.6520 0.6520
S1 0.6520 0.6520 0.6520 0.6520
S2 0.6520 0.6520 0.6520
S3 0.6520 0.6520 0.6520
S4 0.6520 0.6520 0.6520
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 0.6535 0.6462 0.0074 1.1% 0.0012 0.2% 80% False False 1
10 0.6535 0.6433 0.0103 1.6% 0.0013 0.2% 85% False False 7
20 0.6621 0.6430 0.0191 2.9% 0.0012 0.2% 47% False False 4
40 0.6938 0.6430 0.0509 7.8% 0.0015 0.2% 18% False False 2
60 0.6938 0.6430 0.0509 7.8% 0.0013 0.2% 18% False False 1
80 0.6938 0.6430 0.0509 7.8% 0.0013 0.2% 18% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6520
2.618 0.6520
1.618 0.6520
1.000 0.6520
0.618 0.6520
HIGH 0.6520
0.618 0.6520
0.500 0.6520
0.382 0.6520
LOW 0.6520
0.618 0.6520
1.000 0.6520
1.618 0.6520
2.618 0.6520
4.250 0.6520
Fisher Pivots for day following 31-Aug-2023
Pivot 1 day 3 day
R1 0.6520 0.6517
PP 0.6520 0.6514
S1 0.6520 0.6511

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

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