CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 13-Nov-2023
Day Change Summary
Previous Current
10-Nov-2023 13-Nov-2023 Change Change % Previous Week
Open 0.6387 0.6383 -0.0004 -0.1% 0.6541
High 0.6390 0.6409 0.0019 0.3% 0.6549
Low 0.6363 0.6378 0.0015 0.2% 0.6363
Close 0.6380 0.6405 0.0025 0.4% 0.6380
Range 0.0027 0.0031 0.0004 14.8% 0.0186
ATR 0.0057 0.0055 -0.0002 -3.3% 0.0000
Volume 210 75 -135 -64.3% 901
Daily Pivots for day following 13-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6490 0.6478 0.6422
R3 0.6459 0.6447 0.6413
R2 0.6428 0.6428 0.6410
R1 0.6416 0.6416 0.6407 0.6422
PP 0.6397 0.6397 0.6397 0.6400
S1 0.6385 0.6385 0.6402 0.6391
S2 0.6366 0.6366 0.6399
S3 0.6335 0.6354 0.6396
S4 0.6304 0.6323 0.6387
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6987 0.6869 0.6482
R3 0.6801 0.6683 0.6431
R2 0.6616 0.6616 0.6414
R1 0.6498 0.6498 0.6397 0.6464
PP 0.6430 0.6430 0.6430 0.6414
S1 0.6312 0.6312 0.6362 0.6279
S2 0.6245 0.6245 0.6345
S3 0.6059 0.6127 0.6328
S4 0.5874 0.5941 0.6277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6528 0.6363 0.0165 2.6% 0.0053 0.8% 25% False False 176
10 0.6549 0.6344 0.0205 3.2% 0.0058 0.9% 30% False False 151
20 0.6549 0.6300 0.0249 3.9% 0.0054 0.8% 42% False False 120
40 0.6550 0.6300 0.0250 3.9% 0.0054 0.8% 42% False False 80
60 0.6550 0.6300 0.0250 3.9% 0.0043 0.7% 42% False False 56
80 0.6830 0.6300 0.0530 8.3% 0.0036 0.6% 20% False False 42
100 0.6938 0.6300 0.0638 10.0% 0.0032 0.5% 16% False False 34
120 0.6938 0.6300 0.0638 10.0% 0.0028 0.4% 16% False False 28
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6540
2.618 0.6490
1.618 0.6459
1.000 0.6440
0.618 0.6428
HIGH 0.6409
0.618 0.6397
0.500 0.6393
0.382 0.6389
LOW 0.6378
0.618 0.6358
1.000 0.6347
1.618 0.6327
2.618 0.6296
4.250 0.6246
Fisher Pivots for day following 13-Nov-2023
Pivot 1 day 3 day
R1 0.6401 0.6407
PP 0.6397 0.6406
S1 0.6393 0.6405

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

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