CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 0.6490 0.6490 0.0000 0.0% 0.6441
High 0.6550 0.6490 -0.0060 -0.9% 0.6515
Low 0.6489 0.6438 -0.0051 -0.8% 0.6441
Close 0.6512 0.6457 -0.0055 -0.8% 0.6475
Range 0.0062 0.0052 -0.0010 -15.4% 0.0075
ATR 0.0033 0.0036 0.0003 9.0% 0.0000
Volume 27 17 -10 -37.0% 85
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6618 0.6589 0.6486
R3 0.6566 0.6537 0.6471
R2 0.6514 0.6514 0.6467
R1 0.6485 0.6485 0.6462 0.6474
PP 0.6462 0.6462 0.6462 0.6456
S1 0.6433 0.6433 0.6452 0.6422
S2 0.6410 0.6410 0.6447
S3 0.6358 0.6381 0.6443
S4 0.6306 0.6329 0.6428
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 0.6550 0.6438 0.0112 1.7% 0.0042 0.6% 17% False True 22
10 0.6550 0.6416 0.0135 2.1% 0.0033 0.5% 31% False False 14
20 0.6550 0.6416 0.0135 2.1% 0.0026 0.4% 31% False False 7
40 0.6766 0.6416 0.0350 5.4% 0.0022 0.3% 12% False False 6
60 0.6938 0.6416 0.0523 8.1% 0.0018 0.3% 8% False False 4
80 0.6938 0.6416 0.0523 8.1% 0.0016 0.3% 8% False False 3
100 0.6938 0.6416 0.0523 8.1% 0.0015 0.2% 8% False False 2
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6711
2.618 0.6626
1.618 0.6574
1.000 0.6542
0.618 0.6522
HIGH 0.6490
0.618 0.6470
0.500 0.6464
0.382 0.6458
LOW 0.6438
0.618 0.6406
1.000 0.6386
1.618 0.6354
2.618 0.6302
4.250 0.6217
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 0.6464 0.6494
PP 0.6462 0.6482
S1 0.6459 0.6469

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

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