CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 22-Nov-2023
Day Change Summary
Previous Current
21-Nov-2023 22-Nov-2023 Change Change % Previous Week
Open 0.6586 0.6590 0.0004 0.1% 0.6383
High 0.6611 0.6590 -0.0021 -0.3% 0.6565
Low 0.6569 0.6545 -0.0024 -0.4% 0.6350
Close 0.6580 0.6563 -0.0017 -0.3% 0.6533
Range 0.0043 0.0045 0.0003 5.9% 0.0215
ATR 0.0062 0.0060 -0.0001 -1.9% 0.0000
Volume 382 414 32 8.4% 1,482
Daily Pivots for day following 22-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6701 0.6677 0.6588
R3 0.6656 0.6632 0.6575
R2 0.6611 0.6611 0.6571
R1 0.6587 0.6587 0.6567 0.6577
PP 0.6566 0.6566 0.6566 0.6561
S1 0.6542 0.6542 0.6559 0.6532
S2 0.6521 0.6521 0.6555
S3 0.6476 0.6497 0.6551
S4 0.6431 0.6452 0.6538
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7128 0.7045 0.6651
R3 0.6913 0.6830 0.6592
R2 0.6698 0.6698 0.6572
R1 0.6615 0.6615 0.6552 0.6656
PP 0.6483 0.6483 0.6483 0.6503
S1 0.6400 0.6400 0.6513 0.6441
S2 0.6268 0.6268 0.6493
S3 0.6053 0.6185 0.6473
S4 0.5838 0.5970 0.6414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6611 0.6476 0.0136 2.1% 0.0054 0.8% 65% False False 329
10 0.6611 0.6350 0.0261 4.0% 0.0063 1.0% 82% False False 302
20 0.6611 0.6300 0.0311 4.7% 0.0062 0.9% 85% False False 214
40 0.6611 0.6300 0.0311 4.7% 0.0059 0.9% 85% False False 142
60 0.6611 0.6300 0.0311 4.7% 0.0050 0.8% 85% False False 98
80 0.6663 0.6300 0.0363 5.5% 0.0041 0.6% 73% False False 74
100 0.6938 0.6300 0.0638 9.7% 0.0036 0.5% 41% False False 60
120 0.6938 0.6300 0.0638 9.7% 0.0031 0.5% 41% False False 50
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 0.6781
2.618 0.6708
1.618 0.6663
1.000 0.6635
0.618 0.6618
HIGH 0.6590
0.618 0.6573
0.500 0.6568
0.382 0.6562
LOW 0.6545
0.618 0.6517
1.000 0.6500
1.618 0.6472
2.618 0.6427
4.250 0.6354
Fisher Pivots for day following 22-Nov-2023
Pivot 1 day 3 day
R1 0.6568 0.6568
PP 0.6566 0.6566
S1 0.6565 0.6565

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

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