CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 03-Aug-2023
Day Change Summary
Previous Current
02-Aug-2023 03-Aug-2023 Change Change % Previous Week
Open 0.6663 0.6596 -0.0067 -1.0% 0.6787
High 0.6663 0.6596 -0.0067 -1.0% 0.6830
Low 0.6595 0.6596 0.0001 0.0% 0.6675
Close 0.6595 0.6596 0.0001 0.0% 0.6700
Range 0.0068 0.0000 -0.0068 -100.0% 0.0155
ATR 0.0049 0.0046 -0.0003 -7.0% 0.0000
Volume 5 0 -5 -100.0% 0
Daily Pivots for day following 03-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6596 0.6596 0.6596
R3 0.6596 0.6596 0.6596
R2 0.6596 0.6596 0.6596
R1 0.6596 0.6596 0.6596 0.6596
PP 0.6596 0.6596 0.6596 0.6596
S1 0.6596 0.6596 0.6596 0.6596
S2 0.6596 0.6596 0.6596
S3 0.6596 0.6596 0.6596
S4 0.6596 0.6596 0.6596
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7198 0.7103 0.6784
R3 0.7044 0.6949 0.6742
R2 0.6889 0.6889 0.6728
R1 0.6794 0.6794 0.6714 0.6765
PP 0.6735 0.6735 0.6735 0.6720
S1 0.6640 0.6640 0.6685 0.6610
S2 0.6580 0.6580 0.6671
S3 0.6426 0.6485 0.6657
S4 0.6271 0.6331 0.6615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6766 0.6595 0.0171 2.6% 0.0037 0.6% 1% False False 1
10 0.6830 0.6595 0.0235 3.6% 0.0024 0.4% 0% False False 1
20 0.6938 0.6595 0.0344 5.2% 0.0017 0.3% 0% False False
40 0.6938 0.6595 0.0344 5.2% 0.0013 0.2% 0% False False
60 0.6938 0.6551 0.0388 5.9% 0.0013 0.2% 12% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6596
2.618 0.6596
1.618 0.6596
1.000 0.6596
0.618 0.6596
HIGH 0.6596
0.618 0.6596
0.500 0.6596
0.382 0.6596
LOW 0.6596
0.618 0.6596
1.000 0.6596
1.618 0.6596
2.618 0.6596
4.250 0.6596
Fisher Pivots for day following 03-Aug-2023
Pivot 1 day 3 day
R1 0.6596 0.6652
PP 0.6596 0.6633
S1 0.6596 0.6614

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

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