CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 25-Sep-2023
Day Change Summary
Previous Current
22-Sep-2023 25-Sep-2023 Change Change % Previous Week
Open 0.6452 0.6472 0.0020 0.3% 0.6490
High 0.6504 0.6472 -0.0032 -0.5% 0.6550
Low 0.6446 0.6446 0.0001 0.0% 0.6438
Close 0.6482 0.6460 -0.0022 -0.3% 0.6482
Range 0.0059 0.0026 -0.0033 -55.6% 0.0112
ATR 0.0037 0.0037 0.0000 -0.3% 0.0000
Volume 19 13 -6 -31.6% 75
Daily Pivots for day following 25-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6537 0.6524 0.6474
R3 0.6511 0.6498 0.6467
R2 0.6485 0.6485 0.6464
R1 0.6472 0.6472 0.6462 0.6466
PP 0.6459 0.6459 0.6459 0.6456
S1 0.6446 0.6446 0.6457 0.6440
S2 0.6433 0.6433 0.6455
S3 0.6407 0.6420 0.6452
S4 0.6381 0.6394 0.6445
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6826 0.6766 0.6543
R3 0.6714 0.6654 0.6512
R2 0.6602 0.6602 0.6502
R1 0.6542 0.6542 0.6492 0.6516
PP 0.6490 0.6490 0.6490 0.6477
S1 0.6430 0.6430 0.6471 0.6404
S2 0.6378 0.6378 0.6461
S3 0.6266 0.6318 0.6451
S4 0.6154 0.6206 0.6420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6550 0.6438 0.0112 1.7% 0.0048 0.7% 19% False False 17
10 0.6550 0.6438 0.0112 1.7% 0.0036 0.5% 19% False False 16
20 0.6550 0.6416 0.0135 2.1% 0.0029 0.5% 33% False False 9
40 0.6766 0.6416 0.0350 5.4% 0.0024 0.4% 13% False False 6
60 0.6938 0.6416 0.0523 8.1% 0.0019 0.3% 8% False False 4
80 0.6938 0.6416 0.0523 8.1% 0.0017 0.3% 8% False False 3
100 0.6938 0.6416 0.0523 8.1% 0.0015 0.2% 8% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6583
2.618 0.6540
1.618 0.6514
1.000 0.6498
0.618 0.6488
HIGH 0.6472
0.618 0.6462
0.500 0.6459
0.382 0.6456
LOW 0.6446
0.618 0.6430
1.000 0.6420
1.618 0.6404
2.618 0.6378
4.250 0.6336
Fisher Pivots for day following 25-Sep-2023
Pivot 1 day 3 day
R1 0.6459 0.6471
PP 0.6459 0.6467
S1 0.6459 0.6463

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

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