CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 0.6459 0.6442 -0.0017 -0.3% 0.6490
High 0.6466 0.6442 -0.0024 -0.4% 0.6550
Low 0.6433 0.6392 -0.0041 -0.6% 0.6438
Close 0.6433 0.6392 -0.0041 -0.6% 0.6482
Range 0.0033 0.0050 0.0017 51.5% 0.0112
ATR 0.0037 0.0038 0.0001 2.6% 0.0000
Volume 10 13 3 30.0% 75
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6558 0.6525 0.6419
R3 0.6508 0.6475 0.6405
R2 0.6458 0.6458 0.6401
R1 0.6425 0.6425 0.6396 0.6417
PP 0.6408 0.6408 0.6408 0.6404
S1 0.6375 0.6375 0.6387 0.6367
S2 0.6358 0.6358 0.6382
S3 0.6308 0.6325 0.6378
S4 0.6258 0.6275 0.6364
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 0.6504 0.6392 0.0113 1.8% 0.0044 0.7% 0% False True 14
10 0.6550 0.6392 0.0159 2.5% 0.0040 0.6% 0% False True 17
20 0.6550 0.6392 0.0159 2.5% 0.0032 0.5% 0% False True 10
40 0.6663 0.6392 0.0271 4.2% 0.0024 0.4% 0% False True 7
60 0.6938 0.6392 0.0547 8.6% 0.0020 0.3% 0% False True 5
80 0.6938 0.6392 0.0547 8.6% 0.0018 0.3% 0% False True 4
100 0.6938 0.6392 0.0547 8.6% 0.0016 0.3% 0% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6654
2.618 0.6572
1.618 0.6522
1.000 0.6492
0.618 0.6472
HIGH 0.6442
0.618 0.6422
0.500 0.6417
0.382 0.6411
LOW 0.6392
0.618 0.6361
1.000 0.6342
1.618 0.6311
2.618 0.6261
4.250 0.6179
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 0.6417 0.6432
PP 0.6408 0.6418
S1 0.6400 0.6405

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

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