CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 11-Jul-2023
Day Change Summary
Previous Current
10-Jul-2023 11-Jul-2023 Change Change % Previous Week
Open 0.6685 0.6725 0.0040 0.6% 0.6704
High 0.6720 0.6725 0.0005 0.1% 0.6737
Low 0.6685 0.6725 0.0040 0.6% 0.6669
Close 0.6720 0.6725 0.0005 0.1% 0.6737
Range 0.0035 0.0000 -0.0035 -100.0% 0.0068
ATR 0.0039 0.0037 -0.0002 -6.2% 0.0000
Volume 2 2 0 0.0% 1
Daily Pivots for day following 11-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6725 0.6725 0.6725
R3 0.6725 0.6725 0.6725
R2 0.6725 0.6725 0.6725
R1 0.6725 0.6725 0.6725 0.6725
PP 0.6725 0.6725 0.6725 0.6725
S1 0.6725 0.6725 0.6725 0.6725
S2 0.6725 0.6725 0.6725
S3 0.6725 0.6725 0.6725
S4 0.6725 0.6725 0.6725
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6917 0.6894 0.6774
R3 0.6849 0.6827 0.6755
R2 0.6782 0.6782 0.6749
R1 0.6759 0.6759 0.6743 0.6770
PP 0.6714 0.6714 0.6714 0.6720
S1 0.6692 0.6692 0.6730 0.6703
S2 0.6647 0.6647 0.6724
S3 0.6579 0.6624 0.6718
S4 0.6512 0.6557 0.6699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6737 0.6669 0.0068 1.0% 0.0007 0.1% 83% False False
10 0.6737 0.6651 0.0086 1.3% 0.0009 0.1% 87% False False 1
20 0.6927 0.6651 0.0276 4.1% 0.0009 0.1% 27% False False
40 0.6927 0.6551 0.0376 5.6% 0.0011 0.2% 46% False False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6725
2.618 0.6725
1.618 0.6725
1.000 0.6725
0.618 0.6725
HIGH 0.6725
0.618 0.6725
0.500 0.6725
0.382 0.6725
LOW 0.6725
0.618 0.6725
1.000 0.6725
1.618 0.6725
2.618 0.6725
4.250 0.6725
Fisher Pivots for day following 11-Jul-2023
Pivot 1 day 3 day
R1 0.6725 0.6720
PP 0.6725 0.6716
S1 0.6725 0.6711

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

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