CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary
Previous Current
31-Aug-2023 01-Sep-2023 Change Change % Previous Week
Open 0.6520 0.6525 0.0005 0.1% 0.6468
High 0.6520 0.6544 0.0024 0.4% 0.6544
Low 0.6520 0.6495 -0.0026 -0.4% 0.6468
Close 0.6520 0.6495 -0.0025 -0.4% 0.6495
Range 0.0000 0.0050 0.0050 0.0076
ATR 0.0029 0.0031 0.0001 4.9% 0.0000
Volume 0 5 5 11
Daily Pivots for day following 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6660 0.6627 0.6522
R3 0.6610 0.6577 0.6509
R2 0.6561 0.6561 0.6504
R1 0.6528 0.6528 0.6500 0.6520
PP 0.6511 0.6511 0.6511 0.6507
S1 0.6478 0.6478 0.6490 0.6470
S2 0.6462 0.6462 0.6486
S3 0.6412 0.6429 0.6481
S4 0.6363 0.6379 0.6468
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6730 0.6689 0.6537
R3 0.6654 0.6613 0.6516
R2 0.6578 0.6578 0.6509
R1 0.6537 0.6537 0.6502 0.6558
PP 0.6502 0.6502 0.6502 0.6513
S1 0.6461 0.6461 0.6488 0.6482
S2 0.6426 0.6426 0.6481
S3 0.6350 0.6385 0.6474
S4 0.6274 0.6309 0.6453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6544 0.6468 0.0076 1.2% 0.0019 0.3% 36% True False 2
10 0.6544 0.6462 0.0083 1.3% 0.0016 0.2% 41% True False 7
20 0.6621 0.6430 0.0191 2.9% 0.0015 0.2% 34% False False 4
40 0.6938 0.6430 0.0509 7.8% 0.0016 0.2% 13% False False 2
60 0.6938 0.6430 0.0509 7.8% 0.0014 0.2% 13% False False 2
80 0.6938 0.6430 0.0509 7.8% 0.0013 0.2% 13% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.6754
2.618 0.6674
1.618 0.6624
1.000 0.6594
0.618 0.6575
HIGH 0.6544
0.618 0.6525
0.500 0.6519
0.382 0.6513
LOW 0.6495
0.618 0.6464
1.000 0.6445
1.618 0.6414
2.618 0.6365
4.250 0.6284
Fisher Pivots for day following 01-Sep-2023
Pivot 1 day 3 day
R1 0.6519 0.6519
PP 0.6511 0.6511
S1 0.6503 0.6503

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

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