CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 0.6392 0.6372 -0.0020 -0.3% 0.6398
High 0.6425 0.6388 -0.0037 -0.6% 0.6479
Low 0.6365 0.6331 -0.0034 -0.5% 0.6327
Close 0.6372 0.6361 -0.0011 -0.2% 0.6335
Range 0.0060 0.0057 -0.0003 -5.0% 0.0152
ATR 0.0052 0.0052 0.0000 0.7% 0.0000
Volume 46 144 98 213.0% 363
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6531 0.6503 0.6392
R3 0.6474 0.6446 0.6376
R2 0.6417 0.6417 0.6371
R1 0.6389 0.6389 0.6366 0.6374
PP 0.6360 0.6360 0.6360 0.6353
S1 0.6332 0.6332 0.6355 0.6317
S2 0.6303 0.6303 0.6350
S3 0.6246 0.6275 0.6345
S4 0.6189 0.6218 0.6329
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 0.6425 0.6327 0.0098 1.5% 0.0045 0.7% 34% False False 72
10 0.6479 0.6327 0.0152 2.4% 0.0058 0.9% 22% False False 73
20 0.6535 0.6327 0.0208 3.3% 0.0054 0.8% 16% False False 49
40 0.6550 0.6327 0.0224 3.5% 0.0040 0.6% 15% False False 28
60 0.6766 0.6327 0.0439 6.9% 0.0033 0.5% 8% False False 20
80 0.6938 0.6327 0.0612 9.6% 0.0027 0.4% 6% False False 15
100 0.6938 0.6327 0.0612 9.6% 0.0024 0.4% 6% False False 12
120 0.6938 0.6327 0.0612 9.6% 0.0021 0.3% 6% False False 10
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6630
2.618 0.6537
1.618 0.6480
1.000 0.6445
0.618 0.6423
HIGH 0.6388
0.618 0.6366
0.500 0.6360
0.382 0.6353
LOW 0.6331
0.618 0.6296
1.000 0.6274
1.618 0.6239
2.618 0.6182
4.250 0.6089
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 0.6360 0.6378
PP 0.6360 0.6372
S1 0.6360 0.6366

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

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