CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 19-Sep-2023
Day Change Summary
Previous Current
18-Sep-2023 19-Sep-2023 Change Change % Previous Week
Open 0.6490 0.6482 -0.0008 -0.1% 0.6441
High 0.6490 0.6512 0.0022 0.3% 0.6515
Low 0.6475 0.6472 -0.0003 0.0% 0.6441
Close 0.6475 0.6497 0.0022 0.3% 0.6475
Range 0.0015 0.0040 0.0025 166.7% 0.0075
ATR 0.0030 0.0030 0.0001 2.5% 0.0000
Volume 3 9 6 200.0% 85
Daily Pivots for day following 19-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6614 0.6595 0.6519
R3 0.6574 0.6555 0.6508
R2 0.6534 0.6534 0.6504
R1 0.6515 0.6515 0.6501 0.6525
PP 0.6494 0.6494 0.6494 0.6498
S1 0.6475 0.6475 0.6493 0.6485
S2 0.6454 0.6454 0.6490
S3 0.6414 0.6435 0.6486
S4 0.6374 0.6395 0.6475
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 1.0% 0.0028 0.4% 74% False False 16
10 0.6515 0.6416 0.0100 1.5% 0.0022 0.3% 82% False False 9
20 0.6544 0.6416 0.0129 2.0% 0.0023 0.3% 63% False False 8
40 0.6830 0.6416 0.0414 6.4% 0.0019 0.3% 20% False False 5
60 0.6938 0.6416 0.0523 8.0% 0.0016 0.3% 16% False False 3
80 0.6938 0.6416 0.0523 8.0% 0.0015 0.2% 16% False False 2
100 0.6938 0.6416 0.0523 8.0% 0.0014 0.2% 16% False False 2
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6682
2.618 0.6617
1.618 0.6577
1.000 0.6552
0.618 0.6537
HIGH 0.6512
0.618 0.6497
0.500 0.6492
0.382 0.6487
LOW 0.6472
0.618 0.6447
1.000 0.6432
1.618 0.6407
2.618 0.6367
4.250 0.6302
Fisher Pivots for day following 19-Sep-2023
Pivot 1 day 3 day
R1 0.6495 0.6496
PP 0.6494 0.6495
S1 0.6492 0.6494

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

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