CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 11-Aug-2023
Day Change Summary
Previous Current
10-Aug-2023 11-Aug-2023 Change Change % Previous Week
Open 0.6577 0.6565 -0.0012 -0.2% 0.6621
High 0.6584 0.6576 -0.0008 -0.1% 0.6621
Low 0.6577 0.6539 -0.0038 -0.6% 0.6539
Close 0.6584 0.6539 -0.0045 -0.7% 0.6539
Range 0.0007 0.0037 0.0030 428.6% 0.0082
ATR 0.0038 0.0038 0.0000 1.3% 0.0000
Volume 3 5 2 66.7% 9
Daily Pivots for day following 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6662 0.6638 0.6559
R3 0.6625 0.6601 0.6549
R2 0.6588 0.6588 0.6546
R1 0.6564 0.6564 0.6542 0.6558
PP 0.6551 0.6551 0.6551 0.6548
S1 0.6527 0.6527 0.6536 0.6521
S2 0.6514 0.6514 0.6532
S3 0.6477 0.6490 0.6529
S4 0.6440 0.6453 0.6519
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.6811 0.6756 0.6584
R3 0.6729 0.6675 0.6561
R2 0.6648 0.6648 0.6554
R1 0.6593 0.6593 0.6546 0.6580
PP 0.6566 0.6566 0.6566 0.6559
S1 0.6512 0.6512 0.6532 0.6498
S2 0.6485 0.6485 0.6524
S3 0.6403 0.6430 0.6517
S4 0.6322 0.6349 0.6494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6621 0.6539 0.0082 1.2% 0.0014 0.2% 0% False True 1
10 0.6766 0.6539 0.0227 3.5% 0.0023 0.4% 0% False True 1
20 0.6870 0.6539 0.0331 5.1% 0.0016 0.2% 0% False True 1
40 0.6938 0.6539 0.0399 6.1% 0.0014 0.2% 0% False True
60 0.6938 0.6539 0.0399 6.1% 0.0013 0.2% 0% False True
80 0.6938 0.6539 0.0399 6.1% 0.0011 0.2% 0% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.6733
2.618 0.6673
1.618 0.6636
1.000 0.6613
0.618 0.6599
HIGH 0.6576
0.618 0.6562
0.500 0.6558
0.382 0.6553
LOW 0.6539
0.618 0.6516
1.000 0.6502
1.618 0.6479
2.618 0.6442
4.250 0.6382
Fisher Pivots for day following 11-Aug-2023
Pivot 1 day 3 day
R1 0.6558 0.6562
PP 0.6551 0.6555
S1 0.6545 0.6547

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

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