CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 24-Oct-2023
Day Change Summary
Previous Current
23-Oct-2023 24-Oct-2023 Change Change % Previous Week
Open 0.6352 0.6367 0.0015 0.2% 0.6348
High 0.6379 0.6406 0.0027 0.4% 0.6425
Low 0.6330 0.6367 0.0038 0.6% 0.6331
Close 0.6377 0.6389 0.0013 0.2% 0.6347
Range 0.0050 0.0039 -0.0011 -21.2% 0.0094
ATR 0.0051 0.0050 -0.0001 -1.6% 0.0000
Volume 109 54 -55 -50.5% 368
Daily Pivots for day following 24-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6504 0.6486 0.6410
R3 0.6465 0.6447 0.6400
R2 0.6426 0.6426 0.6396
R1 0.6408 0.6408 0.6393 0.6417
PP 0.6387 0.6387 0.6387 0.6392
S1 0.6369 0.6369 0.6385 0.6378
S2 0.6348 0.6348 0.6382
S3 0.6309 0.6330 0.6378
S4 0.6270 0.6291 0.6368
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% 0.0046 0.7% 63% False False 85
10 0.6479 0.6327 0.0152 2.4% 0.0050 0.8% 41% False False 79
20 0.6535 0.6327 0.0208 3.3% 0.0054 0.8% 30% False False 59
40 0.6550 0.6327 0.0224 3.5% 0.0042 0.7% 28% False False 34
60 0.6710 0.6327 0.0384 6.0% 0.0034 0.5% 16% False False 24
80 0.6938 0.6327 0.0612 9.6% 0.0028 0.4% 10% False False 18
100 0.6938 0.6327 0.0612 9.6% 0.0025 0.4% 10% False False 14
120 0.6938 0.6327 0.0612 9.6% 0.0022 0.3% 10% False False 12
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6572
2.618 0.6508
1.618 0.6469
1.000 0.6445
0.618 0.6430
HIGH 0.6406
0.618 0.6391
0.500 0.6387
0.382 0.6382
LOW 0.6367
0.618 0.6343
1.000 0.6328
1.618 0.6304
2.618 0.6265
4.250 0.6201
Fisher Pivots for day following 24-Oct-2023
Pivot 1 day 3 day
R1 0.6388 0.6382
PP 0.6387 0.6375
S1 0.6387 0.6368

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

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