CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 02-Oct-2023
Day Change Summary
Previous Current
29-Sep-2023 02-Oct-2023 Change Change % Previous Week
Open 0.6466 0.6470 0.0005 0.1% 0.6472
High 0.6535 0.6470 -0.0065 -1.0% 0.6535
Low 0.6465 0.6403 -0.0063 -1.0% 0.6392
Close 0.6475 0.6403 -0.0073 -1.1% 0.6475
Range 0.0070 0.0068 -0.0002 -2.9% 0.0143
ATR 0.0043 0.0045 0.0002 5.0% 0.0000
Volume 40 29 -11 -27.5% 82
Daily Pivots for day following 02-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6628 0.6583 0.6440
R3 0.6560 0.6515 0.6421
R2 0.6493 0.6493 0.6415
R1 0.6448 0.6448 0.6409 0.6436
PP 0.6425 0.6425 0.6425 0.6419
S1 0.6380 0.6380 0.6396 0.6369
S2 0.6358 0.6358 0.6390
S3 0.6290 0.6313 0.6384
S4 0.6223 0.6245 0.6365
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% 0.0052 0.8% 8% False False 19
10 0.6550 0.6392 0.0159 2.5% 0.0050 0.8% 7% False False 18
20 0.6550 0.6392 0.0159 2.5% 0.0038 0.6% 7% False False 13
40 0.6621 0.6392 0.0229 3.6% 0.0026 0.4% 5% False False 9
60 0.6938 0.6392 0.0547 8.5% 0.0023 0.4% 2% False False 6
80 0.6938 0.6392 0.0547 8.5% 0.0020 0.3% 2% False False 4
100 0.6938 0.6392 0.0547 8.5% 0.0018 0.3% 2% False False 4
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6757
2.618 0.6647
1.618 0.6579
1.000 0.6538
0.618 0.6512
HIGH 0.6470
0.618 0.6444
0.500 0.6436
0.382 0.6428
LOW 0.6403
0.618 0.6361
1.000 0.6335
1.618 0.6293
2.618 0.6226
4.250 0.6116
Fisher Pivots for day following 02-Oct-2023
Pivot 1 day 3 day
R1 0.6436 0.6469
PP 0.6425 0.6447
S1 0.6414 0.6425

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

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