CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 31-May-2023
Day Change Summary
Previous Current
30-May-2023 31-May-2023 Change Change % Previous Week
Open 0.6614 0.6554 -0.0060 -0.9% 0.6710
High 0.6614 0.6554 -0.0060 -0.9% 0.6710
Low 0.6576 0.6551 -0.0025 -0.4% 0.6566
Close 0.6576 0.6551 -0.0025 -0.4% 0.6584
Range 0.0039 0.0004 -0.0035 -90.9% 0.0144
ATR 0.0037 0.0036 -0.0001 -2.3% 0.0000
Volume 4 1 -3 -75.0% 1
Daily Pivots for day following 31-May-2023
Classic Woodie Camarilla DeMark
R4 0.6562 0.6560 0.6552
R3 0.6559 0.6556 0.6551
R2 0.6555 0.6555 0.6551
R1 0.6553 0.6553 0.6551 0.6552
PP 0.6552 0.6552 0.6552 0.6551
S1 0.6549 0.6549 0.6550 0.6549
S2 0.6548 0.6548 0.6550
S3 0.6545 0.6546 0.6550
S4 0.6541 0.6542 0.6549
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.7052 0.6962 0.6663
R3 0.6908 0.6818 0.6624
R2 0.6764 0.6764 0.6610
R1 0.6674 0.6674 0.6597 0.6647
PP 0.6620 0.6620 0.6620 0.6607
S1 0.6530 0.6530 0.6571 0.6503
S2 0.6476 0.6476 0.6558
S3 0.6332 0.6386 0.6544
S4 0.6188 0.6242 0.6505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6614 0.6551 0.0064 1.0% 0.0016 0.2% 0% False True 1
10 0.6724 0.6551 0.0173 2.6% 0.0014 0.2% 0% False True
20 0.6846 0.6551 0.0295 4.5% 0.0010 0.1% 0% False True
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6569
2.618 0.6563
1.618 0.6560
1.000 0.6558
0.618 0.6556
HIGH 0.6554
0.618 0.6553
0.500 0.6552
0.382 0.6552
LOW 0.6551
0.618 0.6548
1.000 0.6547
1.618 0.6545
2.618 0.6541
4.250 0.6536
Fisher Pivots for day following 31-May-2023
Pivot 1 day 3 day
R1 0.6552 0.6582
PP 0.6552 0.6572
S1 0.6551 0.6561

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

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