CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 07-Sep-2023
Day Change Summary
Previous Current
06-Sep-2023 07-Sep-2023 Change Change % Previous Week
Open 0.6425 0.6422 -0.0003 0.0% 0.6468
High 0.6425 0.6422 -0.0003 0.0% 0.6544
Low 0.6421 0.6422 0.0001 0.0% 0.6468
Close 0.6423 0.6422 -0.0002 0.0% 0.6495
Range 0.0004 0.0000 -0.0004 -100.0% 0.0076
ATR 0.0032 0.0030 -0.0002 -6.8% 0.0000
Volume 2 0 -2 -100.0% 11
Daily Pivots for day following 07-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6422 0.6422 0.6422
R3 0.6422 0.6422 0.6422
R2 0.6422 0.6422 0.6422
R1 0.6422 0.6422 0.6422 0.6422
PP 0.6422 0.6422 0.6422 0.6422
S1 0.6422 0.6422 0.6422 0.6422
S2 0.6422 0.6422 0.6422
S3 0.6422 0.6422 0.6422
S4 0.6422 0.6422 0.6422
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 0.6421 0.0123 1.9% 0.0026 0.4% 0% False False 1
10 0.6544 0.6421 0.0123 1.9% 0.0019 0.3% 0% False False 1
20 0.6584 0.6421 0.0163 2.5% 0.0018 0.3% 0% False False 4
40 0.6938 0.6421 0.0517 8.1% 0.0016 0.2% 0% False False 2
60 0.6938 0.6421 0.0517 8.1% 0.0014 0.2% 0% False False 2
80 0.6938 0.6421 0.0517 8.1% 0.0013 0.2% 0% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6422
2.618 0.6422
1.618 0.6422
1.000 0.6422
0.618 0.6422
HIGH 0.6422
0.618 0.6422
0.500 0.6422
0.382 0.6422
LOW 0.6422
0.618 0.6422
1.000 0.6422
1.618 0.6422
2.618 0.6422
4.250 0.6422
Fisher Pivots for day following 07-Sep-2023
Pivot 1 day 3 day
R1 0.6422 0.6461
PP 0.6422 0.6448
S1 0.6422 0.6435

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

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