CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 08-Sep-2023
Day Change Summary
Previous Current
07-Sep-2023 08-Sep-2023 Change Change % Previous Week
Open 0.6422 0.6416 -0.0006 -0.1% 0.6502
High 0.6422 0.6424 0.0002 0.0% 0.6502
Low 0.6422 0.6416 -0.0006 -0.1% 0.6416
Close 0.6422 0.6416 -0.0006 -0.1% 0.6416
Range 0.0000 0.0008 0.0008 0.0086
ATR 0.0030 0.0028 -0.0002 -5.2% 0.0000
Volume
Daily Pivots for day following 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6442 0.6437 0.6420
R3 0.6434 0.6429 0.6418
R2 0.6426 0.6426 0.6417
R1 0.6421 0.6421 0.6416 0.6420
PP 0.6418 0.6418 0.6418 0.6418
S1 0.6413 0.6413 0.6415 0.6412
S2 0.6410 0.6410 0.6414
S3 0.6402 0.6405 0.6413
S4 0.6394 0.6397 0.6411
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6702 0.6645 0.6463
R3 0.6616 0.6559 0.6439
R2 0.6530 0.6530 0.6431
R1 0.6473 0.6473 0.6423 0.6459
PP 0.6444 0.6444 0.6444 0.6437
S1 0.6387 0.6387 0.6408 0.6373
S2 0.6358 0.6358 0.6400
S3 0.6272 0.6301 0.6392
S4 0.6186 0.6215 0.6368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6544 0.6416 0.0129 2.0% 0.0027 0.4% 0% False True 1
10 0.6544 0.6416 0.0129 2.0% 0.0020 0.3% 0% False True 1
20 0.6576 0.6416 0.0161 2.5% 0.0018 0.3% 0% False True 4
40 0.6887 0.6416 0.0472 7.3% 0.0016 0.2% 0% False True 2
60 0.6938 0.6416 0.0523 8.1% 0.0014 0.2% 0% False True 2
80 0.6938 0.6416 0.0523 8.1% 0.0013 0.2% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6458
2.618 0.6444
1.618 0.6436
1.000 0.6432
0.618 0.6428
HIGH 0.6424
0.618 0.6420
0.500 0.6420
0.382 0.6419
LOW 0.6416
0.618 0.6411
1.000 0.6408
1.618 0.6403
2.618 0.6395
4.250 0.6382
Fisher Pivots for day following 08-Sep-2023
Pivot 1 day 3 day
R1 0.6420 0.6420
PP 0.6418 0.6419
S1 0.6417 0.6417

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

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