CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 02-Sep-2022
Day Change Summary
Previous Current
01-Sep-2022 02-Sep-2022 Change Change % Previous Week
Open 0.6813 0.6800 -0.0013 -0.2% 0.6906
High 0.6813 0.6869 0.0057 0.8% 0.6915
Low 0.6798 0.6800 0.0002 0.0% 0.6798
Close 0.6798 0.6831 0.0033 0.5% 0.6831
Range 0.0015 0.0070 0.0055 379.3% 0.0117
ATR 0.0051 0.0052 0.0001 2.8% 0.0000
Volume 2 2 0 0.0% 31
Daily Pivots for day following 02-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7042 0.7006 0.6869
R3 0.6972 0.6936 0.6850
R2 0.6903 0.6903 0.6844
R1 0.6867 0.6867 0.6837 0.6885
PP 0.6833 0.6833 0.6833 0.6842
S1 0.6797 0.6797 0.6825 0.6815
S2 0.6764 0.6764 0.6818
S3 0.6694 0.6728 0.6812
S4 0.6625 0.6658 0.6793
Weekly Pivots for week ending 02-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7197 0.7131 0.6895
R3 0.7081 0.7014 0.6863
R2 0.6964 0.6964 0.6852
R1 0.6898 0.6898 0.6842 0.6873
PP 0.6848 0.6848 0.6848 0.6835
S1 0.6781 0.6781 0.6820 0.6756
S2 0.6731 0.6731 0.6810
S3 0.6615 0.6665 0.6799
S4 0.6498 0.6548 0.6767
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6915 0.6798 0.0117 1.7% 0.0027 0.4% 28% False False 6
10 0.7021 0.6798 0.0223 3.3% 0.0030 0.4% 15% False False 4
20 0.7140 0.6798 0.0342 5.0% 0.0019 0.3% 10% False False 2
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 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7164
2.618 0.7051
1.618 0.6981
1.000 0.6939
0.618 0.6912
HIGH 0.6869
0.618 0.6842
0.500 0.6834
0.382 0.6826
LOW 0.6800
0.618 0.6757
1.000 0.6730
1.618 0.6687
2.618 0.6618
4.250 0.6504
Fisher Pivots for day following 02-Sep-2022
Pivot 1 day 3 day
R1 0.6834 0.6838
PP 0.6833 0.6836
S1 0.6832 0.6833

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

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