CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 09-Oct-2023
Day Change Summary
Previous Current
06-Oct-2023 09-Oct-2023 Change Change % Previous Week
Open 0.6408 0.6398 -0.0010 -0.2% 0.6470
High 0.6435 0.6450 0.0015 0.2% 0.6470
Low 0.6351 0.6381 0.0030 0.5% 0.6327
Close 0.6433 0.6449 0.0016 0.2% 0.6433
Range 0.0084 0.0069 -0.0015 -17.9% 0.0144
ATR 0.0050 0.0051 0.0001 2.8% 0.0000
Volume 76 47 -29 -38.2% 232
Daily Pivots for day following 09-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6634 0.6610 0.6487
R3 0.6565 0.6541 0.6468
R2 0.6496 0.6496 0.6462
R1 0.6472 0.6472 0.6455 0.6484
PP 0.6427 0.6427 0.6427 0.6433
S1 0.6403 0.6403 0.6443 0.6415
S2 0.6358 0.6358 0.6436
S3 0.6289 0.6334 0.6430
S4 0.6220 0.6265 0.6411
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 0.6450 0.6327 0.0124 1.9% 0.0063 1.0% 99% True False 50
10 0.6535 0.6327 0.0208 3.2% 0.0057 0.9% 59% False False 34
20 0.6550 0.6327 0.0224 3.5% 0.0046 0.7% 55% False False 25
40 0.6550 0.6327 0.0224 3.5% 0.0032 0.5% 55% False False 15
60 0.6870 0.6327 0.0544 8.4% 0.0027 0.4% 23% False False 10
80 0.6938 0.6327 0.0612 9.5% 0.0023 0.4% 20% False False 8
100 0.6938 0.6327 0.0612 9.5% 0.0021 0.3% 20% False False 6
120 0.6938 0.6327 0.0612 9.5% 0.0018 0.3% 20% False False 5
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6743
2.618 0.6631
1.618 0.6562
1.000 0.6519
0.618 0.6493
HIGH 0.6450
0.618 0.6424
0.500 0.6416
0.382 0.6407
LOW 0.6381
0.618 0.6338
1.000 0.6312
1.618 0.6269
2.618 0.6200
4.250 0.6088
Fisher Pivots for day following 09-Oct-2023
Pivot 1 day 3 day
R1 0.6438 0.6433
PP 0.6427 0.6417
S1 0.6416 0.6401

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

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