CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 16-Sep-2022
Day Change Summary
Previous Current
15-Sep-2022 16-Sep-2022 Change Change % Previous Week
Open 0.6730 0.6720 -0.0010 -0.1% 0.6862
High 0.6730 0.6748 0.0019 0.3% 0.6925
Low 0.6730 0.6700 -0.0030 -0.4% 0.6700
Close 0.6730 0.6733 0.0003 0.0% 0.6733
Range 0.0000 0.0049 0.0049 0.0226
ATR 0.0061 0.0060 -0.0001 -1.5% 0.0000
Volume 2 23 21 1,050.0% 43
Daily Pivots for day following 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6872 0.6851 0.6759
R3 0.6824 0.6802 0.6746
R2 0.6775 0.6775 0.6741
R1 0.6754 0.6754 0.6737 0.6765
PP 0.6727 0.6727 0.6727 0.6732
S1 0.6705 0.6705 0.6728 0.6716
S2 0.6678 0.6678 0.6724
S3 0.6630 0.6657 0.6719
S4 0.6581 0.6608 0.6706
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7462 0.7323 0.6857
R3 0.7237 0.7097 0.6795
R2 0.7011 0.7011 0.6774
R1 0.6872 0.6872 0.6753 0.6829
PP 0.6786 0.6786 0.6786 0.6764
S1 0.6646 0.6646 0.6712 0.6603
S2 0.6560 0.6560 0.6691
S3 0.6335 0.6421 0.6670
S4 0.6109 0.6195 0.6608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6925 0.6700 0.0226 3.3% 0.0059 0.9% 15% False True 8
10 0.6925 0.6700 0.0226 3.3% 0.0055 0.8% 15% False True 6
20 0.7021 0.6700 0.0322 4.8% 0.0039 0.6% 10% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6954
2.618 0.6875
1.618 0.6826
1.000 0.6797
0.618 0.6778
HIGH 0.6748
0.618 0.6729
0.500 0.6724
0.382 0.6718
LOW 0.6700
0.618 0.6670
1.000 0.6651
1.618 0.6621
2.618 0.6573
4.250 0.6493
Fisher Pivots for day following 16-Sep-2022
Pivot 1 day 3 day
R1 0.6730 0.6733
PP 0.6727 0.6733
S1 0.6724 0.6733

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

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