CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 0.6441 0.6465 0.0025 0.4% 0.6502
High 0.6492 0.6475 -0.0017 -0.3% 0.6502
Low 0.6441 0.6459 0.0019 0.3% 0.6416
Close 0.6471 0.6467 -0.0004 -0.1% 0.6416
Range 0.0052 0.0016 -0.0036 -68.9% 0.0086
ATR 0.0032 0.0031 -0.0001 -3.5% 0.0000
Volume 8 7 -1 -12.5% 4
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6515 0.6507 0.6476
R3 0.6499 0.6491 0.6471
R2 0.6483 0.6483 0.6470
R1 0.6475 0.6475 0.6468 0.6479
PP 0.6467 0.6467 0.6467 0.6469
S1 0.6459 0.6459 0.6466 0.6463
S2 0.6451 0.6451 0.6464
S3 0.6435 0.6443 0.6463
S4 0.6419 0.6427 0.6458
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 0.6492 0.6416 0.0077 1.2% 0.0016 0.2% 67% False False 3
10 0.6544 0.6416 0.0129 2.0% 0.0024 0.4% 40% False False 2
20 0.6544 0.6416 0.0129 2.0% 0.0019 0.3% 40% False False 5
40 0.6861 0.6416 0.0446 6.9% 0.0017 0.3% 12% False False 3
60 0.6938 0.6416 0.0523 8.1% 0.0016 0.2% 10% False False 2
80 0.6938 0.6416 0.0523 8.1% 0.0014 0.2% 10% False False 1
100 0.6938 0.6416 0.0523 8.1% 0.0013 0.2% 10% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6543
2.618 0.6517
1.618 0.6501
1.000 0.6491
0.618 0.6485
HIGH 0.6475
0.618 0.6469
0.500 0.6467
0.382 0.6465
LOW 0.6459
0.618 0.6449
1.000 0.6443
1.618 0.6433
2.618 0.6417
4.250 0.6391
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 0.6467 0.6463
PP 0.6467 0.6458
S1 0.6467 0.6454

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

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