CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 0.6475 0.6455 -0.0020 -0.3% 0.6470
High 0.6479 0.6464 -0.0015 -0.2% 0.6470
Low 0.6431 0.6349 -0.0082 -1.3% 0.6327
Close 0.6444 0.6349 -0.0096 -1.5% 0.6433
Range 0.0048 0.0115 0.0067 139.6% 0.0144
ATR 0.0050 0.0055 0.0005 9.3% 0.0000
Volume 47 149 102 217.0% 232
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6732 0.6655 0.6412
R3 0.6617 0.6540 0.6380
R2 0.6502 0.6502 0.6370
R1 0.6425 0.6425 0.6359 0.6406
PP 0.6387 0.6387 0.6387 0.6377
S1 0.6310 0.6310 0.6338 0.6291
S2 0.6272 0.6272 0.6327
S3 0.6157 0.6195 0.6317
S4 0.6042 0.6080 0.6285
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 0.6479 0.6349 0.0130 2.0% 0.0071 1.1% 0% False True 74
10 0.6535 0.6327 0.0208 3.3% 0.0065 1.0% 11% False False 56
20 0.6550 0.6327 0.0224 3.5% 0.0053 0.8% 10% False False 36
40 0.6550 0.6327 0.0224 3.5% 0.0036 0.6% 10% False False 21
60 0.6830 0.6327 0.0503 7.9% 0.0030 0.5% 4% False False 14
80 0.6938 0.6327 0.0612 9.6% 0.0026 0.4% 4% False False 11
100 0.6938 0.6327 0.0612 9.6% 0.0022 0.4% 4% False False 9
120 0.6938 0.6327 0.0612 9.6% 0.0020 0.3% 4% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 0.6952
2.618 0.6765
1.618 0.6650
1.000 0.6579
0.618 0.6535
HIGH 0.6464
0.618 0.6420
0.500 0.6406
0.382 0.6392
LOW 0.6349
0.618 0.6277
1.000 0.6234
1.618 0.6162
2.618 0.6047
4.250 0.5860
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 0.6406 0.6414
PP 0.6387 0.6392
S1 0.6368 0.6370

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

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