CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 25-Oct-2023
Day Change Summary
Previous Current
24-Oct-2023 25-Oct-2023 Change Change % Previous Week
Open 0.6367 0.6386 0.0019 0.3% 0.6348
High 0.6406 0.6426 0.0020 0.3% 0.6425
Low 0.6367 0.6338 -0.0030 -0.5% 0.6331
Close 0.6389 0.6339 -0.0051 -0.8% 0.6347
Range 0.0039 0.0088 0.0049 125.6% 0.0094
ATR 0.0050 0.0053 0.0003 5.5% 0.0000
Volume 54 230 176 325.9% 368
Daily Pivots for day following 25-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6631 0.6573 0.6387
R3 0.6543 0.6485 0.6363
R2 0.6455 0.6455 0.6355
R1 0.6397 0.6397 0.6347 0.6382
PP 0.6367 0.6367 0.6367 0.6360
S1 0.6309 0.6309 0.6330 0.6294
S2 0.6279 0.6279 0.6322
S3 0.6191 0.6221 0.6314
S4 0.6103 0.6133 0.6290
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 0.6426 0.6330 0.0096 1.5% 0.0052 0.8% 9% True False 122
10 0.6464 0.6327 0.0137 2.2% 0.0054 0.9% 8% False False 97
20 0.6535 0.6327 0.0208 3.3% 0.0056 0.9% 6% False False 70
40 0.6550 0.6327 0.0224 3.5% 0.0044 0.7% 5% False False 40
60 0.6663 0.6327 0.0336 5.3% 0.0034 0.5% 4% False False 28
80 0.6938 0.6327 0.0612 9.6% 0.0029 0.5% 2% False False 21
100 0.6938 0.6327 0.0612 9.6% 0.0025 0.4% 2% False False 17
120 0.6938 0.6327 0.0612 9.6% 0.0023 0.4% 2% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.6800
2.618 0.6656
1.618 0.6568
1.000 0.6514
0.618 0.6480
HIGH 0.6426
0.618 0.6392
0.500 0.6382
0.382 0.6371
LOW 0.6338
0.618 0.6283
1.000 0.6250
1.618 0.6195
2.618 0.6107
4.250 0.5964
Fisher Pivots for day following 25-Oct-2023
Pivot 1 day 3 day
R1 0.6382 0.6378
PP 0.6367 0.6365
S1 0.6353 0.6352

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

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