CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 16-Oct-2023
Day Change Summary
Previous Current
13-Oct-2023 16-Oct-2023 Change Change % Previous Week
Open 0.6354 0.6348 -0.0006 -0.1% 0.6398
High 0.6368 0.6378 0.0011 0.2% 0.6479
Low 0.6327 0.6345 0.0018 0.3% 0.6327
Close 0.6335 0.6377 0.0042 0.7% 0.6335
Range 0.0041 0.0034 -0.0007 -17.3% 0.0152
ATR 0.0054 0.0053 -0.0001 -1.3% 0.0000
Volume 69 42 -27 -39.1% 363
Daily Pivots for day following 16-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6467 0.6455 0.6395
R3 0.6433 0.6422 0.6386
R2 0.6400 0.6400 0.6383
R1 0.6388 0.6388 0.6380 0.6394
PP 0.6366 0.6366 0.6366 0.6369
S1 0.6355 0.6355 0.6373 0.6361
S2 0.6333 0.6333 0.6370
S3 0.6299 0.6321 0.6367
S4 0.6266 0.6288 0.6358
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6835 0.6736 0.6418
R3 0.6683 0.6585 0.6376
R2 0.6532 0.6532 0.6362
R1 0.6433 0.6433 0.6348 0.6407
PP 0.6380 0.6380 0.6380 0.6367
S1 0.6282 0.6282 0.6321 0.6255
S2 0.6229 0.6229 0.6307
S3 0.6077 0.6130 0.6293
S4 0.5926 0.5979 0.6251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6479 0.6327 0.0152 2.4% 0.0055 0.9% 33% False False 71
10 0.6479 0.6327 0.0152 2.4% 0.0059 0.9% 33% False False 60
20 0.6550 0.6327 0.0224 3.5% 0.0054 0.8% 22% False False 39
40 0.6550 0.6327 0.0224 3.5% 0.0037 0.6% 22% False False 23
60 0.6830 0.6327 0.0503 7.9% 0.0030 0.5% 10% False False 16
80 0.6938 0.6327 0.0612 9.6% 0.0027 0.4% 8% False False 12
100 0.6938 0.6327 0.0612 9.6% 0.0023 0.4% 8% False False 10
120 0.6938 0.6327 0.0612 9.6% 0.0020 0.3% 8% False False 8
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 0.0010
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.6520
2.618 0.6466
1.618 0.6432
1.000 0.6412
0.618 0.6399
HIGH 0.6378
0.618 0.6365
0.500 0.6361
0.382 0.6357
LOW 0.6345
0.618 0.6324
1.000 0.6311
1.618 0.6290
2.618 0.6257
4.250 0.6202
Fisher Pivots for day following 16-Oct-2023
Pivot 1 day 3 day
R1 0.6371 0.6395
PP 0.6366 0.6389
S1 0.6361 0.6383

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

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