CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 07-Sep-2022
Day Change Summary
Previous Current
06-Sep-2022 07-Sep-2022 Change Change % Previous Week
Open 0.6782 0.6728 -0.0055 -0.8% 0.6906
High 0.6784 0.6781 -0.0003 0.0% 0.6915
Low 0.6750 0.6728 -0.0023 -0.3% 0.6798
Close 0.6750 0.6772 0.0022 0.3% 0.6831
Range 0.0034 0.0054 0.0020 57.4% 0.0117
ATR 0.0054 0.0054 0.0000 -0.1% 0.0000
Volume 6 6 0 0.0% 31
Daily Pivots for day following 07-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6921 0.6900 0.6801
R3 0.6867 0.6846 0.6787
R2 0.6814 0.6814 0.6782
R1 0.6793 0.6793 0.6777 0.6803
PP 0.6760 0.6760 0.6760 0.6765
S1 0.6739 0.6739 0.6767 0.6750
S2 0.6707 0.6707 0.6762
S3 0.6653 0.6686 0.6757
S4 0.6600 0.6632 0.6743
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 0.6878 0.6728 0.0151 2.2% 0.0037 0.5% 30% False True 3
10 0.7021 0.6728 0.0294 4.3% 0.0034 0.5% 15% False True 5
20 0.7140 0.6728 0.0412 6.1% 0.0023 0.3% 11% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7008
2.618 0.6921
1.618 0.6868
1.000 0.6835
0.618 0.6814
HIGH 0.6781
0.618 0.6761
0.500 0.6754
0.382 0.6748
LOW 0.6728
0.618 0.6694
1.000 0.6674
1.618 0.6641
2.618 0.6587
4.250 0.6500
Fisher Pivots for day following 07-Sep-2022
Pivot 1 day 3 day
R1 0.6766 0.6798
PP 0.6760 0.6790
S1 0.6754 0.6781

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

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