CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 0.6472 0.6459 -0.0013 -0.2% 0.6490
High 0.6472 0.6466 -0.0007 -0.1% 0.6550
Low 0.6446 0.6433 -0.0014 -0.2% 0.6438
Close 0.6460 0.6433 -0.0027 -0.4% 0.6482
Range 0.0026 0.0033 0.0007 26.9% 0.0112
ATR 0.0037 0.0037 0.0000 -0.8% 0.0000
Volume 13 10 -3 -23.1% 75
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6543 0.6521 0.6451
R3 0.6510 0.6488 0.6442
R2 0.6477 0.6477 0.6439
R1 0.6455 0.6455 0.6436 0.6449
PP 0.6444 0.6444 0.6444 0.6441
S1 0.6422 0.6422 0.6429 0.6416
S2 0.6411 0.6411 0.6426
S3 0.6378 0.6389 0.6423
S4 0.6345 0.6356 0.6414
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6826 0.6766 0.6543
R3 0.6714 0.6654 0.6512
R2 0.6602 0.6602 0.6502
R1 0.6542 0.6542 0.6492 0.6516
PP 0.6490 0.6490 0.6490 0.6477
S1 0.6430 0.6430 0.6471 0.6404
S2 0.6378 0.6378 0.6461
S3 0.6266 0.6318 0.6451
S4 0.6154 0.6206 0.6420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6550 0.6433 0.0118 1.8% 0.0046 0.7% 0% False True 17
10 0.6550 0.6433 0.0118 1.8% 0.0037 0.6% 0% False True 16
20 0.6550 0.6416 0.0135 2.1% 0.0031 0.5% 13% False False 9
40 0.6710 0.6416 0.0295 4.6% 0.0024 0.4% 6% False False 7
60 0.6938 0.6416 0.0523 8.1% 0.0020 0.3% 3% False False 5
80 0.6938 0.6416 0.0523 8.1% 0.0017 0.3% 3% False False 3
100 0.6938 0.6416 0.0523 8.1% 0.0016 0.2% 3% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6606
2.618 0.6552
1.618 0.6519
1.000 0.6499
0.618 0.6486
HIGH 0.6466
0.618 0.6453
0.500 0.6449
0.382 0.6445
LOW 0.6433
0.618 0.6412
1.000 0.6400
1.618 0.6379
2.618 0.6346
4.250 0.6292
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 0.6449 0.6468
PP 0.6444 0.6456
S1 0.6438 0.6444

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

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