CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 01-Sep-2022
Day Change Summary
Previous Current
31-Aug-2022 01-Sep-2022 Change Change % Previous Week
Open 0.6878 0.6813 -0.0066 -1.0% 0.6900
High 0.6878 0.6813 -0.0066 -1.0% 0.7021
Low 0.6864 0.6798 -0.0066 -1.0% 0.6885
Close 0.6864 0.6798 -0.0066 -1.0% 0.6906
Range 0.0015 0.0015 0.0000 0.0% 0.0137
ATR 0.0050 0.0051 0.0001 2.3% 0.0000
Volume 2 2 0 0.0% 13
Daily Pivots for day following 01-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6846 0.6837 0.6806
R3 0.6832 0.6822 0.6802
R2 0.6817 0.6817 0.6801
R1 0.6808 0.6808 0.6799 0.6805
PP 0.6803 0.6803 0.6803 0.6802
S1 0.6793 0.6793 0.6797 0.6791
S2 0.6788 0.6788 0.6795
S3 0.6774 0.6779 0.6794
S4 0.6759 0.6764 0.6790
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7347 0.7263 0.6981
R3 0.7210 0.7126 0.6944
R2 0.7074 0.7074 0.6931
R1 0.6990 0.6990 0.6919 0.7032
PP 0.6937 0.6937 0.6937 0.6958
S1 0.6853 0.6853 0.6893 0.6895
S2 0.6801 0.6801 0.6881
S3 0.6664 0.6717 0.6868
S4 0.6528 0.6580 0.6831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7021 0.6798 0.0223 3.3% 0.0036 0.5% 0% False True 5
10 0.7021 0.6798 0.0223 3.3% 0.0023 0.3% 0% False True 4
20 0.7140 0.6798 0.0342 5.0% 0.0020 0.3% 0% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.6874
2.618 0.6850
1.618 0.6836
1.000 0.6827
0.618 0.6821
HIGH 0.6813
0.618 0.6807
0.500 0.6805
0.382 0.6804
LOW 0.6798
0.618 0.6789
1.000 0.6784
1.618 0.6775
2.618 0.6760
4.250 0.6736
Fisher Pivots for day following 01-Sep-2022
Pivot 1 day 3 day
R1 0.6805 0.6849
PP 0.6803 0.6832
S1 0.6800 0.6815

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

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