CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 29-Sep-2023
Day Change Summary
Previous Current
28-Sep-2023 29-Sep-2023 Change Change % Previous Week
Open 0.6426 0.6466 0.0040 0.6% 0.6472
High 0.6463 0.6535 0.0072 1.1% 0.6535
Low 0.6426 0.6465 0.0040 0.6% 0.6392
Close 0.6459 0.6475 0.0016 0.2% 0.6475
Range 0.0038 0.0070 0.0032 85.3% 0.0143
ATR 0.0040 0.0043 0.0003 6.3% 0.0000
Volume 6 40 34 566.7% 82
Daily Pivots for day following 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6700 0.6657 0.6513
R3 0.6631 0.6588 0.6494
R2 0.6561 0.6561 0.6488
R1 0.6518 0.6518 0.6481 0.6540
PP 0.6492 0.6492 0.6492 0.6502
S1 0.6449 0.6449 0.6469 0.6470
S2 0.6422 0.6422 0.6462
S3 0.6353 0.6379 0.6456
S4 0.6283 0.6310 0.6437
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.6896 0.6829 0.6554
R3 0.6753 0.6686 0.6514
R2 0.6610 0.6610 0.6501
R1 0.6543 0.6543 0.6488 0.6576
PP 0.6467 0.6467 0.6467 0.6484
S1 0.6400 0.6400 0.6462 0.6433
S2 0.6324 0.6324 0.6449
S3 0.6181 0.6257 0.6436
S4 0.6038 0.6114 0.6396
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6535 0.6392 0.0143 2.2% 0.0043 0.7% 58% True False 16
10 0.6550 0.6392 0.0159 2.4% 0.0044 0.7% 53% False False 15
20 0.6550 0.6392 0.0159 2.4% 0.0037 0.6% 53% False False 12
40 0.6621 0.6392 0.0229 3.5% 0.0024 0.4% 36% False False 8
60 0.6938 0.6392 0.0547 8.4% 0.0022 0.3% 15% False False 5
80 0.6938 0.6392 0.0547 8.4% 0.0019 0.3% 15% False False 4
100 0.6938 0.6392 0.0547 8.4% 0.0017 0.3% 15% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.6830
2.618 0.6716
1.618 0.6647
1.000 0.6604
0.618 0.6577
HIGH 0.6535
0.618 0.6508
0.500 0.6500
0.382 0.6492
LOW 0.6465
0.618 0.6422
1.000 0.6396
1.618 0.6353
2.618 0.6283
4.250 0.6170
Fisher Pivots for day following 29-Sep-2023
Pivot 1 day 3 day
R1 0.6500 0.6471
PP 0.6492 0.6467
S1 0.6483 0.6463

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

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