CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 06-Oct-2023
Day Change Summary
Previous Current
05-Oct-2023 06-Oct-2023 Change Change % Previous Week
Open 0.6367 0.6408 0.0041 0.6% 0.6470
High 0.6409 0.6435 0.0027 0.4% 0.6470
Low 0.6367 0.6351 -0.0016 -0.3% 0.6327
Close 0.6409 0.6433 0.0025 0.4% 0.6433
Range 0.0042 0.0084 0.0043 102.4% 0.0144
ATR 0.0047 0.0050 0.0003 5.6% 0.0000
Volume 28 76 48 171.4% 232
Daily Pivots for day following 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6658 0.6630 0.6479
R3 0.6574 0.6546 0.6456
R2 0.6490 0.6490 0.6448
R1 0.6462 0.6462 0.6441 0.6476
PP 0.6406 0.6406 0.6406 0.6414
S1 0.6378 0.6378 0.6425 0.6392
S2 0.6322 0.6322 0.6418
S3 0.6238 0.6294 0.6410
S4 0.6154 0.6210 0.6387
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6840 0.6780 0.6512
R3 0.6697 0.6637 0.6472
R2 0.6553 0.6553 0.6459
R1 0.6493 0.6493 0.6446 0.6452
PP 0.6410 0.6410 0.6410 0.6389
S1 0.6350 0.6350 0.6420 0.6308
S2 0.6266 0.6266 0.6407
S3 0.6123 0.6206 0.6394
S4 0.5979 0.6063 0.6354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6470 0.6327 0.0144 2.2% 0.0063 1.0% 74% False False 46
10 0.6535 0.6327 0.0208 3.2% 0.0053 0.8% 51% False False 31
20 0.6550 0.6327 0.0224 3.5% 0.0046 0.7% 48% False False 23
40 0.6576 0.6327 0.0250 3.9% 0.0032 0.5% 43% False False 14
60 0.6887 0.6327 0.0561 8.7% 0.0026 0.4% 19% False False 9
80 0.6938 0.6327 0.0612 9.5% 0.0022 0.3% 17% False False 7
100 0.6938 0.6327 0.0612 9.5% 0.0020 0.3% 17% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 0.6792
2.618 0.6655
1.618 0.6571
1.000 0.6519
0.618 0.6487
HIGH 0.6435
0.618 0.6403
0.500 0.6393
0.382 0.6383
LOW 0.6351
0.618 0.6299
1.000 0.6267
1.618 0.6215
2.618 0.6131
4.250 0.5994
Fisher Pivots for day following 06-Oct-2023
Pivot 1 day 3 day
R1 0.6420 0.6416
PP 0.6406 0.6398
S1 0.6393 0.6381

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

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