CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 20-Nov-2023
Day Change Summary
Previous Current
17-Nov-2023 20-Nov-2023 Change Change % Previous Week
Open 0.6493 0.6541 0.0048 0.7% 0.6383
High 0.6539 0.6588 0.0049 0.7% 0.6565
Low 0.6476 0.6525 0.0049 0.8% 0.6350
Close 0.6533 0.6585 0.0052 0.8% 0.6533
Range 0.0064 0.0063 -0.0001 -0.8% 0.0215
ATR 0.0063 0.0063 0.0000 0.0% 0.0000
Volume 128 400 272 212.5% 1,482
Daily Pivots for day following 20-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6755 0.6733 0.6619
R3 0.6692 0.6670 0.6602
R2 0.6629 0.6629 0.6596
R1 0.6607 0.6607 0.6590 0.6618
PP 0.6566 0.6566 0.6566 0.6571
S1 0.6544 0.6544 0.6579 0.6555
S2 0.6503 0.6503 0.6573
S3 0.6440 0.6481 0.6567
S4 0.6377 0.6418 0.6550
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7128 0.7045 0.6651
R3 0.6913 0.6830 0.6592
R2 0.6698 0.6698 0.6572
R1 0.6615 0.6615 0.6552 0.6656
PP 0.6483 0.6483 0.6483 0.6503
S1 0.6400 0.6400 0.6513 0.6441
S2 0.6268 0.6268 0.6493
S3 0.6053 0.6185 0.6473
S4 0.5838 0.5970 0.6414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6588 0.6350 0.0238 3.6% 0.0084 1.3% 99% True False 361
10 0.6588 0.6350 0.0238 3.6% 0.0069 1.0% 99% True False 268
20 0.6588 0.6300 0.0288 4.4% 0.0064 1.0% 99% True False 189
40 0.6588 0.6300 0.0288 4.4% 0.0059 0.9% 99% True False 123
60 0.6588 0.6300 0.0288 4.4% 0.0049 0.7% 99% True False 85
80 0.6766 0.6300 0.0466 7.1% 0.0041 0.6% 61% False False 65
100 0.6938 0.6300 0.0638 9.7% 0.0035 0.5% 45% False False 52
120 0.6938 0.6300 0.0638 9.7% 0.0031 0.5% 45% False False 43
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6855
2.618 0.6752
1.618 0.6689
1.000 0.6651
0.618 0.6626
HIGH 0.6588
0.618 0.6563
0.500 0.6556
0.382 0.6549
LOW 0.6525
0.618 0.6486
1.000 0.6462
1.618 0.6423
2.618 0.6360
4.250 0.6257
Fisher Pivots for day following 20-Nov-2023
Pivot 1 day 3 day
R1 0.6575 0.6567
PP 0.6566 0.6549
S1 0.6556 0.6532

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

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