CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 06-Sep-2023
Day Change Summary
Previous Current
05-Sep-2023 06-Sep-2023 Change Change % Previous Week
Open 0.6502 0.6425 -0.0077 -1.2% 0.6468
High 0.6502 0.6425 -0.0077 -1.2% 0.6544
Low 0.6427 0.6421 -0.0006 -0.1% 0.6468
Close 0.6427 0.6423 -0.0004 -0.1% 0.6495
Range 0.0075 0.0004 -0.0071 -95.3% 0.0076
ATR 0.0034 0.0032 -0.0002 -5.9% 0.0000
Volume 2 2 0 0.0% 11
Daily Pivots for day following 06-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6433 0.6432 0.6425
R3 0.6430 0.6428 0.6424
R2 0.6426 0.6426 0.6424
R1 0.6425 0.6425 0.6423 0.6424
PP 0.6423 0.6423 0.6423 0.6422
S1 0.6421 0.6421 0.6423 0.6420
S2 0.6419 0.6419 0.6422
S3 0.6416 0.6418 0.6422
S4 0.6412 0.6414 0.6421
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 0.6421 0.0123 1.9% 0.0027 0.4% 2% False True 2
10 0.6544 0.6421 0.0123 1.9% 0.0024 0.4% 2% False True 7
20 0.6586 0.6421 0.0165 2.6% 0.0018 0.3% 1% False True 4
40 0.6938 0.6421 0.0517 8.0% 0.0017 0.3% 0% False True 2
60 0.6938 0.6421 0.0517 8.0% 0.0014 0.2% 0% False True 2
80 0.6938 0.6421 0.0517 8.0% 0.0014 0.2% 0% False True 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 False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6439
2.618 0.6434
1.618 0.6430
1.000 0.6428
0.618 0.6427
HIGH 0.6425
0.618 0.6423
0.500 0.6423
0.382 0.6422
LOW 0.6421
0.618 0.6419
1.000 0.6418
1.618 0.6415
2.618 0.6412
4.250 0.6406
Fisher Pivots for day following 06-Sep-2023
Pivot 1 day 3 day
R1 0.6423 0.6483
PP 0.6423 0.6463
S1 0.6423 0.6443

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

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