CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 13-Oct-2023
Day Change Summary
Previous Current
12-Oct-2023 13-Oct-2023 Change Change % Previous Week
Open 0.6455 0.6354 -0.0102 -1.6% 0.6398
High 0.6464 0.6368 -0.0096 -1.5% 0.6479
Low 0.6349 0.6327 -0.0022 -0.3% 0.6327
Close 0.6349 0.6335 -0.0014 -0.2% 0.6335
Range 0.0115 0.0041 -0.0075 -64.8% 0.0152
ATR 0.0055 0.0054 -0.0001 -1.8% 0.0000
Volume 149 69 -80 -53.7% 363
Daily Pivots for day following 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6465 0.6440 0.6357
R3 0.6424 0.6400 0.6346
R2 0.6384 0.6384 0.6342
R1 0.6359 0.6359 0.6338 0.6351
PP 0.6343 0.6343 0.6343 0.6339
S1 0.6319 0.6319 0.6331 0.6311
S2 0.6303 0.6303 0.6327
S3 0.6262 0.6278 0.6323
S4 0.6222 0.6238 0.6312
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6835 0.6736 0.6418
R3 0.6683 0.6585 0.6376
R2 0.6532 0.6532 0.6362
R1 0.6433 0.6433 0.6348 0.6407
PP 0.6380 0.6380 0.6380 0.6367
S1 0.6282 0.6282 0.6321 0.6255
S2 0.6229 0.6229 0.6307
S3 0.6077 0.6130 0.6293
S4 0.5926 0.5979 0.6251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6479 0.6327 0.0152 2.4% 0.0062 1.0% 5% False True 72
10 0.6479 0.6327 0.0152 2.4% 0.0062 1.0% 5% False False 59
20 0.6550 0.6327 0.0224 3.5% 0.0053 0.8% 4% False False 37
40 0.6550 0.6327 0.0224 3.5% 0.0037 0.6% 4% False False 22
60 0.6830 0.6327 0.0503 7.9% 0.0031 0.5% 2% False False 15
80 0.6938 0.6327 0.0612 9.7% 0.0026 0.4% 1% False False 12
100 0.6938 0.6327 0.0612 9.7% 0.0023 0.4% 1% False False 9
120 0.6938 0.6327 0.0612 9.7% 0.0020 0.3% 1% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6540
2.618 0.6474
1.618 0.6433
1.000 0.6408
0.618 0.6393
HIGH 0.6368
0.618 0.6352
0.500 0.6347
0.382 0.6342
LOW 0.6327
0.618 0.6302
1.000 0.6287
1.618 0.6261
2.618 0.6221
4.250 0.6155
Fisher Pivots for day following 13-Oct-2023
Pivot 1 day 3 day
R1 0.6347 0.6403
PP 0.6343 0.6380
S1 0.6339 0.6357

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

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