CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 29-Aug-2023
Day Change Summary
Previous Current
28-Aug-2023 29-Aug-2023 Change Change % Previous Week
Open 0.6468 0.6492 0.0024 0.4% 0.6462
High 0.6472 0.6522 0.0051 0.8% 0.6519
Low 0.6468 0.6488 0.0020 0.3% 0.6462
Close 0.6472 0.6522 0.0051 0.8% 0.6467
Range 0.0004 0.0035 0.0031 885.7% 0.0057
ATR 0.0031 0.0032 0.0001 4.5% 0.0000
Volume 2 3 1 50.0% 64
Daily Pivots for day following 29-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6614 0.6603 0.6541
R3 0.6580 0.6568 0.6531
R2 0.6545 0.6545 0.6528
R1 0.6534 0.6534 0.6525 0.6539
PP 0.6511 0.6511 0.6511 0.6513
S1 0.6499 0.6499 0.6519 0.6505
S2 0.6476 0.6476 0.6516
S3 0.6442 0.6465 0.6513
S4 0.6407 0.6430 0.6503
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6653 0.6617 0.6498
R3 0.6596 0.6560 0.6483
R2 0.6539 0.6539 0.6477
R1 0.6503 0.6503 0.6472 0.6521
PP 0.6482 0.6482 0.6482 0.6491
S1 0.6446 0.6446 0.6462 0.6464
S2 0.6425 0.6425 0.6457
S3 0.6368 0.6389 0.6451
S4 0.6311 0.6332 0.6436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6522 0.6462 0.0061 0.9% 0.0021 0.3% 100% True False 13
10 0.6522 0.6430 0.0093 1.4% 0.0014 0.2% 100% True False 7
20 0.6663 0.6430 0.0233 3.6% 0.0015 0.2% 40% False False 4
40 0.6938 0.6430 0.0509 7.8% 0.0015 0.2% 18% False False 2
60 0.6938 0.6430 0.0509 7.8% 0.0013 0.2% 18% False False 2
80 0.6938 0.6430 0.0509 7.8% 0.0012 0.2% 18% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6669
2.618 0.6612
1.618 0.6578
1.000 0.6557
0.618 0.6543
HIGH 0.6522
0.618 0.6509
0.500 0.6505
0.382 0.6501
LOW 0.6488
0.618 0.6466
1.000 0.6453
1.618 0.6432
2.618 0.6397
4.250 0.6341
Fisher Pivots for day following 29-Aug-2023
Pivot 1 day 3 day
R1 0.6516 0.6512
PP 0.6511 0.6502
S1 0.6505 0.6492

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

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