CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 21-Aug-2023
Day Change Summary
Previous Current
18-Aug-2023 21-Aug-2023 Change Change % Previous Week
Open 0.6451 0.6462 0.0011 0.2% 0.6525
High 0.6451 0.6462 0.0011 0.2% 0.6542
Low 0.6433 0.6462 0.0029 0.5% 0.6430
Close 0.6451 0.6462 0.0011 0.2% 0.6451
Range 0.0018 0.0000 -0.0018 -100.0% 0.0113
ATR 0.0035 0.0034 -0.0002 -4.9% 0.0000
Volume
Daily Pivots for day following 21-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6462 0.6462 0.6462
R3 0.6462 0.6462 0.6462
R2 0.6462 0.6462 0.6462
R1 0.6462 0.6462 0.6462 0.6462
PP 0.6462 0.6462 0.6462 0.6462
S1 0.6462 0.6462 0.6462 0.6462
S2 0.6462 0.6462 0.6462
S3 0.6462 0.6462 0.6462
S4 0.6462 0.6462 0.6462
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6812 0.6744 0.6512
R3 0.6699 0.6631 0.6481
R2 0.6587 0.6587 0.6471
R1 0.6519 0.6519 0.6461 0.6496
PP 0.6474 0.6474 0.6474 0.6463
S1 0.6406 0.6406 0.6440 0.6384
S2 0.6362 0.6362 0.6430
S3 0.6249 0.6294 0.6420
S4 0.6137 0.6181 0.6389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6542 0.6430 0.0113 1.7% 0.0014 0.2% 28% False False 1
10 0.6586 0.6430 0.0156 2.4% 0.0014 0.2% 21% False False 1
20 0.6830 0.6430 0.0400 6.2% 0.0016 0.2% 8% False False 1
40 0.6938 0.6430 0.0509 7.9% 0.0013 0.2% 6% False False 1
60 0.6938 0.6430 0.0509 7.9% 0.0013 0.2% 6% False False
80 0.6938 0.6430 0.0509 7.9% 0.0012 0.2% 6% False False 1
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6462
2.618 0.6462
1.618 0.6462
1.000 0.6462
0.618 0.6462
HIGH 0.6462
0.618 0.6462
0.500 0.6462
0.382 0.6462
LOW 0.6462
0.618 0.6462
1.000 0.6462
1.618 0.6462
2.618 0.6462
4.250 0.6462
Fisher Pivots for day following 21-Aug-2023
Pivot 1 day 3 day
R1 0.6462 0.6456
PP 0.6462 0.6451
S1 0.6462 0.6446

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

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