Coleman's side have arrived in Haifa with eight points from four matches - second in Group B behind leaders Israel (nine from three) - putting Wales in arguably the best position to end their major tournament drought since 2003, when they lost a two-legged play-off to Russia.
Many expect Belgium (five points, three games) to overhaul both Wales and Israel before the end of the qualifying campaign, meaning Saturday's clash in Haifa could decide which team finishes second and earns an automatic spot at the European finals in France.
Allen believes that, unlike in the past, the Welsh squad have arrived in camp keen to play and prove themselves.
"We feel we have quality and much more strength in depth than we had in the past and seem to have less people dropping off," he said on Thursday.
"We are all excited to come away with Wales and excited for the challenges which are ahead. If you look at the last game at Belgium away [that finished 0-0], the commitment and hunger was obvious, and I don't think it always has been in Wales' international games.
"It is certainly there at the moment and with the group of players we have got I am hoping it is going to be around for years to come as well."
Wales have only qualified for one major tournament in their history - the 1958 World Cup - but went very close in the play-offs for Euro 2004.
After drawing 0-0 in Russia, the likes of Ryan Giggs, Gary Speed and Robbie Savage looked set to lead Wales to Portugal but they lost 1-0 in Cardiff.
Allen was at that match.
"I was at the Russia game, my school used to go to the Millennium Stadium," the 25-year-old said.
"I remember the disappointment of that night, as do a lot of the lads. We came so close and that is extra motivation for us.
"For youngsters and supporters to have experienced that, we want to be the group to get there."
