CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 23-Oct-2023
Day Change Summary
Previous Current
20-Oct-2023 23-Oct-2023 Change Change % Previous Week
Open 0.6358 0.6352 -0.0006 -0.1% 0.6348
High 0.6358 0.6379 0.0022 0.3% 0.6425
Low 0.6331 0.6330 -0.0002 0.0% 0.6331
Close 0.6347 0.6377 0.0030 0.5% 0.6347
Range 0.0027 0.0050 0.0023 86.8% 0.0094
ATR 0.0051 0.0051 0.0000 -0.2% 0.0000
Volume 73 109 36 49.3% 368
Daily Pivots for day following 23-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6510 0.6493 0.6404
R3 0.6461 0.6443 0.6390
R2 0.6411 0.6411 0.6386
R1 0.6394 0.6394 0.6381 0.6403
PP 0.6362 0.6362 0.6362 0.6366
S1 0.6344 0.6344 0.6372 0.6353
S2 0.6312 0.6312 0.6367
S3 0.6263 0.6295 0.6363
S4 0.6213 0.6245 0.6349
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6648 0.6591 0.6398
R3 0.6554 0.6497 0.6372
R2 0.6461 0.6461 0.6364
R1 0.6404 0.6404 0.6355 0.6386
PP 0.6367 0.6367 0.6367 0.6358
S1 0.6310 0.6310 0.6338 0.6292
S2 0.6274 0.6274 0.6329
S3 0.6180 0.6217 0.6321
S4 0.6087 0.6123 0.6295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6425 0.6330 0.0095 1.5% 0.0045 0.7% 49% False True 87
10 0.6479 0.6327 0.0152 2.4% 0.0050 0.8% 33% False False 79
20 0.6535 0.6327 0.0208 3.3% 0.0054 0.8% 24% False False 57
40 0.6550 0.6327 0.0224 3.5% 0.0041 0.7% 22% False False 33
60 0.6766 0.6327 0.0439 6.9% 0.0034 0.5% 11% False False 23
80 0.6938 0.6327 0.0612 9.6% 0.0028 0.4% 8% False False 17
100 0.6938 0.6327 0.0612 9.6% 0.0024 0.4% 8% False False 14
120 0.6938 0.6327 0.0612 9.6% 0.0022 0.3% 8% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6589
2.618 0.6509
1.618 0.6459
1.000 0.6429
0.618 0.6410
HIGH 0.6379
0.618 0.6360
0.500 0.6354
0.382 0.6348
LOW 0.6330
0.618 0.6299
1.000 0.6280
1.618 0.6249
2.618 0.6200
4.250 0.6119
Fisher Pivots for day following 23-Oct-2023
Pivot 1 day 3 day
R1 0.6369 0.6371
PP 0.6362 0.6365
S1 0.6354 0.6359

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

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