CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 30-Aug-2023
Day Change Summary
Previous Current
29-Aug-2023 30-Aug-2023 Change Change % Previous Week
Open 0.6492 0.6535 0.0043 0.7% 0.6462
High 0.6522 0.6535 0.0013 0.2% 0.6519
Low 0.6488 0.6529 0.0041 0.6% 0.6462
Close 0.6522 0.6529 0.0007 0.1% 0.6467
Range 0.0035 0.0007 -0.0028 -81.2% 0.0057
ATR 0.0032 0.0031 -0.0001 -4.3% 0.0000
Volume 3 1 -2 -66.7% 64
Daily Pivots for day following 30-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6550 0.6546 0.6532
R3 0.6544 0.6539 0.6530
R2 0.6537 0.6537 0.6530
R1 0.6533 0.6533 0.6529 0.6532
PP 0.6531 0.6531 0.6531 0.6530
S1 0.6526 0.6526 0.6528 0.6525
S2 0.6524 0.6524 0.6527
S3 0.6518 0.6520 0.6527
S4 0.6511 0.6513 0.6525
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 0.6535 0.6462 0.0074 1.1% 0.0012 0.2% 91% True False 1
10 0.6535 0.6430 0.0106 1.6% 0.0015 0.2% 94% True False 7
20 0.6621 0.6430 0.0191 2.9% 0.0012 0.2% 52% False False 4
40 0.6938 0.6430 0.0509 7.8% 0.0015 0.2% 19% False False 2
60 0.6938 0.6430 0.0509 7.8% 0.0013 0.2% 19% False False 2
80 0.6938 0.6430 0.0509 7.8% 0.0013 0.2% 19% 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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6563
2.618 0.6552
1.618 0.6546
1.000 0.6542
0.618 0.6539
HIGH 0.6535
0.618 0.6533
0.500 0.6532
0.382 0.6531
LOW 0.6529
0.618 0.6524
1.000 0.6522
1.618 0.6518
2.618 0.6511
4.250 0.6501
Fisher Pivots for day following 30-Aug-2023
Pivot 1 day 3 day
R1 0.6532 0.6520
PP 0.6531 0.6511
S1 0.6530 0.6502

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

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