CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 04-Oct-2023
Day Change Summary
Previous Current
03-Oct-2023 04-Oct-2023 Change Change % Previous Week
Open 0.6401 0.6347 -0.0054 -0.8% 0.6472
High 0.6401 0.6375 -0.0026 -0.4% 0.6535
Low 0.6329 0.6327 -0.0003 0.0% 0.6392
Close 0.6342 0.6359 0.0017 0.3% 0.6475
Range 0.0072 0.0049 -0.0024 -32.6% 0.0143
ATR 0.0047 0.0047 0.0000 0.3% 0.0000
Volume 64 35 -29 -45.3% 82
Daily Pivots for day following 04-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6499 0.6478 0.6386
R3 0.6451 0.6429 0.6372
R2 0.6402 0.6402 0.6368
R1 0.6381 0.6381 0.6363 0.6391
PP 0.6354 0.6354 0.6354 0.6359
S1 0.6332 0.6332 0.6355 0.6343
S2 0.6305 0.6305 0.6350
S3 0.6257 0.6284 0.6346
S4 0.6208 0.6235 0.6332
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 0.6327 0.0208 3.3% 0.0059 0.9% 16% False True 34
10 0.6535 0.6327 0.0208 3.3% 0.0051 0.8% 16% False True 24
20 0.6550 0.6327 0.0224 3.5% 0.0040 0.6% 15% False True 18
40 0.6586 0.6327 0.0259 4.1% 0.0029 0.4% 13% False True 11
60 0.6938 0.6327 0.0612 9.6% 0.0025 0.4% 5% False True 8
80 0.6938 0.6327 0.0612 9.6% 0.0021 0.3% 5% False True 6
100 0.6938 0.6327 0.0612 9.6% 0.0019 0.3% 5% False True 5
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6581
2.618 0.6502
1.618 0.6453
1.000 0.6424
0.618 0.6405
HIGH 0.6375
0.618 0.6356
0.500 0.6351
0.382 0.6345
LOW 0.6327
0.618 0.6297
1.000 0.6278
1.618 0.6248
2.618 0.6200
4.250 0.6120
Fisher Pivots for day following 04-Oct-2023
Pivot 1 day 3 day
R1 0.6356 0.6398
PP 0.6354 0.6385
S1 0.6351 0.6372

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

View Archives - Comment on this page... - Back to Index of Symbols