CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 0.6503 0.6490 -0.0013 -0.2% 0.6441
High 0.6515 0.6490 -0.0025 -0.4% 0.6515
Low 0.6475 0.6475 0.0001 0.0% 0.6441
Close 0.6475 0.6475 0.0001 0.0% 0.6475
Range 0.0041 0.0015 -0.0026 -63.0% 0.0075
ATR 0.0031 0.0030 -0.0001 -3.5% 0.0000
Volume 56 3 -53 -94.6% 85
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6525 0.6515 0.6483
R3 0.6510 0.6500 0.6479
R2 0.6495 0.6495 0.6478
R1 0.6485 0.6485 0.6476 0.6483
PP 0.6480 0.6480 0.6480 0.6479
S1 0.6470 0.6470 0.6474 0.6468
S2 0.6465 0.6465 0.6472
S3 0.6450 0.6455 0.6471
S4 0.6435 0.6440 0.6467
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6700 0.6662 0.6515
R3 0.6626 0.6587 0.6495
R2 0.6551 0.6551 0.6488
R1 0.6513 0.6513 0.6481 0.6532
PP 0.6477 0.6477 0.6477 0.6486
S1 0.6438 0.6438 0.6468 0.6458
S2 0.6402 0.6402 0.6461
S3 0.6328 0.6364 0.6454
S4 0.6253 0.6289 0.6434
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6515 0.6447 0.0068 1.1% 0.0023 0.4% 41% False False 16
10 0.6515 0.6416 0.0100 1.5% 0.0025 0.4% 60% False False 9
20 0.6544 0.6416 0.0129 2.0% 0.0021 0.3% 46% False False 8
40 0.6830 0.6416 0.0414 6.4% 0.0018 0.3% 14% False False 4
60 0.6938 0.6416 0.0523 8.1% 0.0017 0.3% 11% False False 3
80 0.6938 0.6416 0.0523 8.1% 0.0015 0.2% 11% False False 2
100 0.6938 0.6416 0.0523 8.1% 0.0014 0.2% 11% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6554
2.618 0.6529
1.618 0.6514
1.000 0.6505
0.618 0.6499
HIGH 0.6490
0.618 0.6484
0.500 0.6483
0.382 0.6481
LOW 0.6475
0.618 0.6466
1.000 0.6460
1.618 0.6451
2.618 0.6436
4.250 0.6411
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 0.6483 0.6491
PP 0.6480 0.6486
S1 0.6478 0.6480

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

View Archives - Comment on this page... - Back to Index of Symbols