CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 14-Aug-2023
Day Change Summary
Previous Current
11-Aug-2023 14-Aug-2023 Change Change % Previous Week
Open 0.6565 0.6525 -0.0041 -0.6% 0.6621
High 0.6576 0.6525 -0.0052 -0.8% 0.6621
Low 0.6539 0.6525 -0.0015 -0.2% 0.6539
Close 0.6539 0.6525 -0.0015 -0.2% 0.6539
Range 0.0037 0.0000 -0.0037 -100.0% 0.0082
ATR 0.0038 0.0036 -0.0002 -4.4% 0.0000
Volume 5 0 -5 -100.0% 9
Daily Pivots for day following 14-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6525 0.6525 0.6525
R3 0.6525 0.6525 0.6525
R2 0.6525 0.6525 0.6525
R1 0.6525 0.6525 0.6525 0.6525
PP 0.6525 0.6525 0.6525 0.6525
S1 0.6525 0.6525 0.6525 0.6525
S2 0.6525 0.6525 0.6525
S3 0.6525 0.6525 0.6525
S4 0.6525 0.6525 0.6525
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6811 0.6756 0.6584
R3 0.6729 0.6675 0.6561
R2 0.6648 0.6648 0.6554
R1 0.6593 0.6593 0.6546 0.6580
PP 0.6566 0.6566 0.6566 0.6559
S1 0.6512 0.6512 0.6532 0.6498
S2 0.6485 0.6485 0.6524
S3 0.6403 0.6430 0.6517
S4 0.6322 0.6349 0.6494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6586 0.6525 0.0061 0.9% 0.0014 0.2% 0% False True 1
10 0.6710 0.6525 0.0186 2.8% 0.0019 0.3% 0% False True 1
20 0.6861 0.6525 0.0337 5.2% 0.0015 0.2% 0% False True 1
40 0.6938 0.6525 0.0414 6.3% 0.0014 0.2% 0% False True
60 0.6938 0.6525 0.0414 6.3% 0.0013 0.2% 0% False True
80 0.6938 0.6525 0.0414 6.3% 0.0011 0.2% 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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6525
2.618 0.6525
1.618 0.6525
1.000 0.6525
0.618 0.6525
HIGH 0.6525
0.618 0.6525
0.500 0.6525
0.382 0.6525
LOW 0.6525
0.618 0.6525
1.000 0.6525
1.618 0.6525
2.618 0.6525
4.250 0.6525
Fisher Pivots for day following 14-Aug-2023
Pivot 1 day 3 day
R1 0.6525 0.6554
PP 0.6525 0.6544
S1 0.6525 0.6534

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

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