CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 0.6398 0.6362 -0.0036 -0.6% 0.6352
High 0.6400 0.6425 0.0025 0.4% 0.6426
Low 0.6344 0.6352 0.0008 0.1% 0.6300
Close 0.6370 0.6406 0.0036 0.6% 0.6364
Range 0.0056 0.0073 0.0017 30.4% 0.0126
ATR 0.0052 0.0054 0.0001 2.8% 0.0000
Volume 81 120 39 48.1% 514
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6613 0.6582 0.6446
R3 0.6540 0.6509 0.6426
R2 0.6467 0.6467 0.6419
R1 0.6436 0.6436 0.6412 0.6452
PP 0.6394 0.6394 0.6394 0.6402
S1 0.6363 0.6363 0.6399 0.6379
S2 0.6321 0.6321 0.6392
S3 0.6248 0.6290 0.6385
S4 0.6175 0.6217 0.6365
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 0.6425 0.6300 0.0125 2.0% 0.0055 0.9% 84% True False 75
10 0.6426 0.6300 0.0126 2.0% 0.0054 0.8% 84% False False 98
20 0.6479 0.6300 0.0179 2.8% 0.0055 0.9% 59% False False 80
40 0.6550 0.6300 0.0250 3.9% 0.0047 0.7% 42% False False 49
60 0.6586 0.6300 0.0286 4.5% 0.0037 0.6% 37% False False 34
80 0.6938 0.6300 0.0638 10.0% 0.0032 0.5% 17% False False 26
100 0.6938 0.6300 0.0638 10.0% 0.0027 0.4% 17% False False 21
120 0.6938 0.6300 0.0638 10.0% 0.0025 0.4% 17% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6735
2.618 0.6616
1.618 0.6543
1.000 0.6498
0.618 0.6470
HIGH 0.6425
0.618 0.6397
0.500 0.6389
0.382 0.6380
LOW 0.6352
0.618 0.6307
1.000 0.6279
1.618 0.6234
2.618 0.6161
4.250 0.6042
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 0.6400 0.6399
PP 0.6394 0.6392
S1 0.6389 0.6385

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

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