CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 31-Oct-2023
Day Change Summary
Previous Current
30-Oct-2023 31-Oct-2023 Change Change % Previous Week
Open 0.6367 0.6398 0.0031 0.5% 0.6352
High 0.6410 0.6400 -0.0010 -0.2% 0.6426
Low 0.6363 0.6344 -0.0019 -0.3% 0.6300
Close 0.6404 0.6370 -0.0034 -0.5% 0.6364
Range 0.0047 0.0056 0.0009 19.1% 0.0126
ATR 0.0052 0.0052 0.0001 1.1% 0.0000
Volume 57 81 24 42.1% 514
Daily Pivots for day following 31-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6539 0.6511 0.6401
R3 0.6483 0.6455 0.6385
R2 0.6427 0.6427 0.6380
R1 0.6399 0.6399 0.6375 0.6385
PP 0.6371 0.6371 0.6371 0.6365
S1 0.6343 0.6343 0.6365 0.6329
S2 0.6315 0.6315 0.6360
S3 0.6259 0.6287 0.6355
S4 0.6203 0.6231 0.6339
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% 0.0058 0.9% 56% False False 97
10 0.6426 0.6300 0.0126 2.0% 0.0052 0.8% 56% False False 91
20 0.6479 0.6300 0.0179 2.8% 0.0054 0.8% 39% False False 76
40 0.6550 0.6300 0.0250 3.9% 0.0045 0.7% 28% False False 46
60 0.6586 0.6300 0.0286 4.5% 0.0037 0.6% 25% False False 32
80 0.6938 0.6300 0.0638 10.0% 0.0031 0.5% 11% False False 24
100 0.6938 0.6300 0.0638 10.0% 0.0027 0.4% 11% False False 19
120 0.6938 0.6300 0.0638 10.0% 0.0025 0.4% 11% False False 16
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6638
2.618 0.6547
1.618 0.6491
1.000 0.6456
0.618 0.6435
HIGH 0.6400
0.618 0.6379
0.500 0.6372
0.382 0.6365
LOW 0.6344
0.618 0.6309
1.000 0.6288
1.618 0.6253
2.618 0.6197
4.250 0.6106
Fisher Pivots for day following 31-Oct-2023
Pivot 1 day 3 day
R1 0.6372 0.6377
PP 0.6371 0.6375
S1 0.6371 0.6372

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

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