CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 22-Aug-2022
Day Change Summary
Previous Current
19-Aug-2022 22-Aug-2022 Change Change % Previous Week
Open 0.6882 0.6900 0.0018 0.3% 0.7035
High 0.6882 0.6900 0.0018 0.3% 0.7040
Low 0.6879 0.6885 0.0006 0.1% 0.6879
Close 0.6882 0.6885 0.0003 0.0% 0.6882
Range 0.0004 0.0016 0.0012 342.9% 0.0161
ATR 0.0057 0.0054 -0.0003 -4.9% 0.0000
Volume 0 1 1 0
Daily Pivots for day following 22-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.6936 0.6926 0.6893
R3 0.6921 0.6910 0.6889
R2 0.6905 0.6905 0.6887
R1 0.6895 0.6895 0.6886 0.6892
PP 0.6890 0.6890 0.6890 0.6888
S1 0.6879 0.6879 0.6883 0.6877
S2 0.6874 0.6874 0.6882
S3 0.6859 0.6864 0.6880
S4 0.6843 0.6848 0.6876
Weekly Pivots for week ending 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7416 0.7310 0.6971
R3 0.7255 0.7149 0.6926
R2 0.7094 0.7094 0.6912
R1 0.6988 0.6988 0.6897 0.6961
PP 0.6933 0.6933 0.6933 0.6920
S1 0.6827 0.6827 0.6867 0.6800
S2 0.6772 0.6772 0.6852
S3 0.6611 0.6666 0.6838
S4 0.6450 0.6505 0.6793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7040 0.6879 0.0161 2.3% 0.0004 0.1% 4% False False
10 0.7140 0.6879 0.0261 3.8% 0.0010 0.1% 2% False False
20 0.7140 0.6879 0.0261 3.8% 0.0020 0.3% 2% False False 1
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6966
2.618 0.6941
1.618 0.6925
1.000 0.6916
0.618 0.6910
HIGH 0.6900
0.618 0.6894
0.500 0.6892
0.382 0.6890
LOW 0.6885
0.618 0.6875
1.000 0.6869
1.618 0.6859
2.618 0.6844
4.250 0.6819
Fisher Pivots for day following 22-Aug-2022
Pivot 1 day 3 day
R1 0.6892 0.6907
PP 0.6890 0.6899
S1 0.6887 0.6892

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

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