CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 10-Oct-2023
Day Change Summary
Previous Current
09-Oct-2023 10-Oct-2023 Change Change % Previous Week
Open 0.6398 0.6465 0.0067 1.0% 0.6470
High 0.6450 0.6467 0.0017 0.3% 0.6470
Low 0.6381 0.6431 0.0050 0.8% 0.6327
Close 0.6449 0.6462 0.0013 0.2% 0.6433
Range 0.0069 0.0037 -0.0033 -47.1% 0.0144
ATR 0.0051 0.0050 -0.0001 -2.0% 0.0000
Volume 47 51 4 8.5% 232
Daily Pivots for day following 10-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6563 0.6549 0.6482
R3 0.6526 0.6512 0.6472
R2 0.6490 0.6490 0.6468
R1 0.6476 0.6476 0.6465 0.6464
PP 0.6453 0.6453 0.6453 0.6447
S1 0.6439 0.6439 0.6458 0.6428
S2 0.6417 0.6417 0.6455
S3 0.6380 0.6403 0.6451
S4 0.6344 0.6366 0.6441
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 0.6467 0.6327 0.0141 2.2% 0.0056 0.9% 96% True False 47
10 0.6535 0.6327 0.0208 3.2% 0.0058 0.9% 65% False False 38
20 0.6550 0.6327 0.0224 3.5% 0.0047 0.7% 60% False False 27
40 0.6550 0.6327 0.0224 3.5% 0.0033 0.5% 60% False False 16
60 0.6861 0.6327 0.0535 8.3% 0.0027 0.4% 25% False False 11
80 0.6938 0.6327 0.0612 9.5% 0.0024 0.4% 22% False False 8
100 0.6938 0.6327 0.0612 9.5% 0.0021 0.3% 22% False False 7
120 0.6938 0.6327 0.0612 9.5% 0.0019 0.3% 22% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.6622
2.618 0.6563
1.618 0.6526
1.000 0.6504
0.618 0.6490
HIGH 0.6467
0.618 0.6453
0.500 0.6449
0.382 0.6444
LOW 0.6431
0.618 0.6408
1.000 0.6394
1.618 0.6371
2.618 0.6335
4.250 0.6275
Fisher Pivots for day following 10-Oct-2023
Pivot 1 day 3 day
R1 0.6457 0.6444
PP 0.6453 0.6427
S1 0.6449 0.6409

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

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