CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 21-Jul-2023
Day Change Summary
Previous Current
20-Jul-2023 21-Jul-2023 Change Change % Previous Week
Open 0.6824 0.6788 -0.0036 -0.5% 0.6860
High 0.6824 0.6828 0.0005 0.1% 0.6870
Low 0.6824 0.6775 -0.0049 -0.7% 0.6775
Close 0.6824 0.6774 -0.0050 -0.7% 0.6774
Range 0.0000 0.0053 0.0053 0.0095
ATR 0.0039 0.0040 0.0001 2.5% 0.0000
Volume 0 3 3 4
Daily Pivots for day following 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6951 0.6915 0.6803
R3 0.6898 0.6862 0.6788
R2 0.6845 0.6845 0.6783
R1 0.6809 0.6809 0.6778 0.6801
PP 0.6792 0.6792 0.6792 0.6788
S1 0.6756 0.6756 0.6769 0.6748
S2 0.6739 0.6739 0.6764
S3 0.6686 0.6703 0.6759
S4 0.6633 0.6650 0.6744
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7091 0.7027 0.6826
R3 0.6996 0.6932 0.6800
R2 0.6901 0.6901 0.6791
R1 0.6837 0.6837 0.6782 0.6822
PP 0.6806 0.6806 0.6806 0.6798
S1 0.6742 0.6742 0.6765 0.6727
S2 0.6711 0.6711 0.6756
S3 0.6616 0.6647 0.6747
S4 0.6521 0.6552 0.6721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6870 0.6775 0.0095 1.4% 0.0013 0.2% -2% False True
10 0.6938 0.6685 0.0253 3.7% 0.0015 0.2% 35% False False 1
20 0.6938 0.6651 0.0288 4.2% 0.0015 0.2% 43% False False 1
40 0.6938 0.6551 0.0388 5.7% 0.0011 0.2% 58% False False
60 0.6938 0.6551 0.0388 5.7% 0.0010 0.2% 58% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7053
2.618 0.6967
1.618 0.6914
1.000 0.6881
0.618 0.6861
HIGH 0.6828
0.618 0.6808
0.500 0.6802
0.382 0.6795
LOW 0.6775
0.618 0.6742
1.000 0.6722
1.618 0.6689
2.618 0.6636
4.250 0.6550
Fisher Pivots for day following 21-Jul-2023
Pivot 1 day 3 day
R1 0.6802 0.6802
PP 0.6792 0.6792
S1 0.6783 0.6783

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

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