CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 13-Sep-2022
Day Change Summary
Previous Current
12-Sep-2022 13-Sep-2022 Change Change % Previous Week
Open 0.6862 0.6922 0.0061 0.9% 0.6782
High 0.6904 0.6925 0.0021 0.3% 0.6898
Low 0.6850 0.6763 -0.0087 -1.3% 0.6728
Close 0.6904 0.6763 -0.0141 -2.0% 0.6866
Range 0.0054 0.0162 0.0108 200.0% 0.0171
ATR 0.0058 0.0065 0.0007 12.8% 0.0000
Volume 3 13 10 333.3% 20
Daily Pivots for day following 13-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7303 0.7195 0.6852
R3 0.7141 0.7033 0.6808
R2 0.6979 0.6979 0.6793
R1 0.6871 0.6871 0.6778 0.6844
PP 0.6817 0.6817 0.6817 0.6804
S1 0.6709 0.6709 0.6748 0.6682
S2 0.6655 0.6655 0.6733
S3 0.6493 0.6547 0.6718
S4 0.6331 0.6385 0.6674
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7342 0.7275 0.6960
R3 0.7172 0.7104 0.6913
R2 0.7001 0.7001 0.6897
R1 0.6934 0.6934 0.6882 0.6967
PP 0.6831 0.6831 0.6831 0.6847
S1 0.6763 0.6763 0.6850 0.6797
S2 0.6660 0.6660 0.6835
S3 0.6490 0.6593 0.6819
S4 0.6319 0.6422 0.6772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6925 0.6728 0.0198 2.9% 0.0074 1.1% 18% True False 6
10 0.6925 0.6728 0.0198 2.9% 0.0053 0.8% 18% True False 5
20 0.7040 0.6728 0.0312 4.6% 0.0035 0.5% 11% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 0.7614
2.618 0.7349
1.618 0.7187
1.000 0.7087
0.618 0.7025
HIGH 0.6925
0.618 0.6863
0.500 0.6844
0.382 0.6825
LOW 0.6763
0.618 0.6663
1.000 0.6601
1.618 0.6501
2.618 0.6339
4.250 0.6075
Fisher Pivots for day following 13-Sep-2022
Pivot 1 day 3 day
R1 0.6844 0.6844
PP 0.6817 0.6817
S1 0.6790 0.6790

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

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