CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary
Previous Current
01-Sep-2023 05-Sep-2023 Change Change % Previous Week
Open 0.6525 0.6502 -0.0023 -0.4% 0.6468
High 0.6544 0.6502 -0.0043 -0.6% 0.6544
Low 0.6495 0.6427 -0.0068 -1.0% 0.6468
Close 0.6495 0.6427 -0.0068 -1.0% 0.6495
Range 0.0050 0.0075 0.0025 50.5% 0.0076
ATR 0.0031 0.0034 0.0003 10.1% 0.0000
Volume 5 2 -3 -60.0% 11
Daily Pivots for day following 05-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6675 0.6626 0.6468
R3 0.6601 0.6551 0.6447
R2 0.6526 0.6526 0.6441
R1 0.6477 0.6477 0.6434 0.6464
PP 0.6452 0.6452 0.6452 0.6446
S1 0.6402 0.6402 0.6420 0.6390
S2 0.6377 0.6377 0.6413
S3 0.6303 0.6328 0.6407
S4 0.6228 0.6253 0.6386
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6730 0.6689 0.6537
R3 0.6654 0.6613 0.6516
R2 0.6578 0.6578 0.6509
R1 0.6537 0.6537 0.6502 0.6558
PP 0.6502 0.6502 0.6502 0.6513
S1 0.6461 0.6461 0.6488 0.6482
S2 0.6426 0.6426 0.6481
S3 0.6350 0.6385 0.6474
S4 0.6274 0.6309 0.6453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6544 0.6427 0.0117 1.8% 0.0033 0.5% 0% False True 2
10 0.6544 0.6427 0.0117 1.8% 0.0023 0.4% 0% False True 7
20 0.6586 0.6427 0.0159 2.5% 0.0019 0.3% 0% False True 4
40 0.6938 0.6427 0.0511 8.0% 0.0017 0.3% 0% False True 2
60 0.6938 0.6427 0.0511 8.0% 0.0015 0.2% 0% False True 2
80 0.6938 0.6427 0.0511 8.0% 0.0014 0.2% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 0.6818
2.618 0.6697
1.618 0.6622
1.000 0.6576
0.618 0.6548
HIGH 0.6502
0.618 0.6473
0.500 0.6464
0.382 0.6455
LOW 0.6427
0.618 0.6381
1.000 0.6353
1.618 0.6306
2.618 0.6232
4.250 0.6110
Fisher Pivots for day following 05-Sep-2023
Pivot 1 day 3 day
R1 0.6464 0.6486
PP 0.6452 0.6466
S1 0.6439 0.6447

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

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