CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 30-Oct-2023
Day Change Summary
Previous Current
27-Oct-2023 30-Oct-2023 Change Change % Previous Week
Open 0.6356 0.6367 0.0011 0.2% 0.6352
High 0.6394 0.6410 0.0016 0.3% 0.6426
Low 0.6355 0.6363 0.0009 0.1% 0.6300
Close 0.6364 0.6404 0.0040 0.6% 0.6364
Range 0.0040 0.0047 0.0008 19.0% 0.0126
ATR 0.0052 0.0052 0.0000 -0.7% 0.0000
Volume 46 57 11 23.9% 514
Daily Pivots for day following 30-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6533 0.6516 0.6430
R3 0.6486 0.6469 0.6417
R2 0.6439 0.6439 0.6413
R1 0.6422 0.6422 0.6408 0.6431
PP 0.6392 0.6392 0.6392 0.6397
S1 0.6375 0.6375 0.6400 0.6384
S2 0.6345 0.6345 0.6395
S3 0.6298 0.6328 0.6391
S4 0.6251 0.6281 0.6378
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6740 0.6677 0.6433
R3 0.6614 0.6552 0.6399
R2 0.6489 0.6489 0.6387
R1 0.6426 0.6426 0.6376 0.6458
PP 0.6363 0.6363 0.6363 0.6379
S1 0.6301 0.6301 0.6352 0.6332
S2 0.6238 0.6238 0.6341
S3 0.6112 0.6175 0.6329
S4 0.5987 0.6050 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 0.6300 0.0126 2.0% 0.0055 0.9% 83% False False 92
10 0.6426 0.6300 0.0126 2.0% 0.0050 0.8% 83% False False 89
20 0.6479 0.6300 0.0179 2.8% 0.0054 0.8% 58% False False 75
40 0.6550 0.6300 0.0250 3.9% 0.0046 0.7% 42% False False 44
60 0.6621 0.6300 0.0321 5.0% 0.0036 0.6% 32% False False 31
80 0.6938 0.6300 0.0638 10.0% 0.0031 0.5% 16% False False 23
100 0.6938 0.6300 0.0638 10.0% 0.0027 0.4% 16% False False 19
120 0.6938 0.6300 0.0638 10.0% 0.0024 0.4% 16% False False 15
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6610
2.618 0.6533
1.618 0.6486
1.000 0.6457
0.618 0.6439
HIGH 0.6410
0.618 0.6392
0.500 0.6387
0.382 0.6381
LOW 0.6363
0.618 0.6334
1.000 0.6316
1.618 0.6287
2.618 0.6240
4.250 0.6163
Fisher Pivots for day following 30-Oct-2023
Pivot 1 day 3 day
R1 0.6398 0.6388
PP 0.6392 0.6371
S1 0.6387 0.6355

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

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