CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 18-Oct-2023
Day Change Summary
Previous Current
17-Oct-2023 18-Oct-2023 Change Change % Previous Week
Open 0.6392 0.6392 -0.0001 0.0% 0.6398
High 0.6406 0.6425 0.0019 0.3% 0.6479
Low 0.6374 0.6365 -0.0009 -0.1% 0.6327
Close 0.6393 0.6372 -0.0022 -0.3% 0.6335
Range 0.0033 0.0060 0.0028 84.6% 0.0152
ATR 0.0051 0.0052 0.0001 1.2% 0.0000
Volume 63 46 -17 -27.0% 363
Daily Pivots for day following 18-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6567 0.6529 0.6405
R3 0.6507 0.6469 0.6388
R2 0.6447 0.6447 0.6383
R1 0.6409 0.6409 0.6377 0.6398
PP 0.6387 0.6387 0.6387 0.6381
S1 0.6349 0.6349 0.6366 0.6338
S2 0.6327 0.6327 0.6361
S3 0.6267 0.6289 0.6355
S4 0.6207 0.6229 0.6339
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 0.6464 0.6327 0.0137 2.1% 0.0056 0.9% 33% False False 73
10 0.6479 0.6327 0.0152 2.4% 0.0056 0.9% 29% False False 61
20 0.6535 0.6327 0.0208 3.3% 0.0054 0.8% 22% False False 43
40 0.6550 0.6327 0.0224 3.5% 0.0040 0.6% 20% False False 26
60 0.6828 0.6327 0.0502 7.9% 0.0032 0.5% 9% False False 18
80 0.6938 0.6327 0.0612 9.6% 0.0027 0.4% 7% False False 13
100 0.6938 0.6327 0.0612 9.6% 0.0024 0.4% 7% False False 11
120 0.6938 0.6327 0.0612 9.6% 0.0021 0.3% 7% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6680
2.618 0.6582
1.618 0.6522
1.000 0.6485
0.618 0.6462
HIGH 0.6425
0.618 0.6402
0.500 0.6395
0.382 0.6387
LOW 0.6365
0.618 0.6327
1.000 0.6305
1.618 0.6267
2.618 0.6207
4.250 0.6110
Fisher Pivots for day following 18-Oct-2023
Pivot 1 day 3 day
R1 0.6395 0.6385
PP 0.6387 0.6380
S1 0.6379 0.6376

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

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