CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 28-Jul-2023
Day Change Summary
Previous Current
27-Jul-2023 28-Jul-2023 Change Change % Previous Week
Open 0.6752 0.6700 -0.0052 -0.8% 0.6787
High 0.6752 0.6700 -0.0052 -0.8% 0.6830
Low 0.6752 0.6675 -0.0077 -1.1% 0.6675
Close 0.6752 0.6700 -0.0052 -0.8% 0.6700
Range 0.0000 0.0025 0.0025 0.0155
ATR 0.0039 0.0042 0.0003 6.9% 0.0000
Volume
Daily Pivots for day following 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.6765 0.6757 0.6713
R3 0.6740 0.6732 0.6706
R2 0.6716 0.6716 0.6704
R1 0.6708 0.6708 0.6702 0.6712
PP 0.6691 0.6691 0.6691 0.6693
S1 0.6683 0.6683 0.6697 0.6687
S2 0.6667 0.6667 0.6695
S3 0.6642 0.6659 0.6693
S4 0.6618 0.6634 0.6686
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7198 0.7103 0.6784
R3 0.7044 0.6949 0.6742
R2 0.6889 0.6889 0.6728
R1 0.6794 0.6794 0.6714 0.6765
PP 0.6735 0.6735 0.6735 0.6720
S1 0.6640 0.6640 0.6685 0.6610
S2 0.6580 0.6580 0.6671
S3 0.6426 0.6485 0.6657
S4 0.6271 0.6331 0.6615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6830 0.6675 0.0155 2.3% 0.0005 0.1% 16% False True
10 0.6870 0.6675 0.0195 2.9% 0.0009 0.1% 13% False True
20 0.6938 0.6669 0.0269 4.0% 0.0010 0.1% 11% False False
40 0.6938 0.6629 0.0309 4.6% 0.0010 0.1% 23% False False
60 0.6938 0.6551 0.0388 5.8% 0.0010 0.1% 38% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6804
2.618 0.6764
1.618 0.6739
1.000 0.6724
0.618 0.6715
HIGH 0.6700
0.618 0.6690
0.500 0.6687
0.382 0.6684
LOW 0.6675
0.618 0.6660
1.000 0.6651
1.618 0.6635
2.618 0.6611
4.250 0.6571
Fisher Pivots for day following 28-Jul-2023
Pivot 1 day 3 day
R1 0.6695 0.6752
PP 0.6691 0.6734
S1 0.6687 0.6717

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

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