CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 20-Sep-2022
Day Change Summary
Previous Current
19-Sep-2022 20-Sep-2022 Change Change % Previous Week
Open 0.6753 0.6762 0.0009 0.1% 0.6862
High 0.6753 0.6762 0.0009 0.1% 0.6925
Low 0.6711 0.6710 -0.0001 0.0% 0.6700
Close 0.6739 0.6717 -0.0022 -0.3% 0.6733
Range 0.0042 0.0052 0.0010 23.8% 0.0226
ATR 0.0059 0.0058 0.0000 -0.8% 0.0000
Volume 9 8 -1 -11.1% 43
Daily Pivots for day following 20-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6886 0.6853 0.6746
R3 0.6834 0.6801 0.6731
R2 0.6782 0.6782 0.6727
R1 0.6749 0.6749 0.6722 0.6740
PP 0.6730 0.6730 0.6730 0.6725
S1 0.6697 0.6697 0.6712 0.6688
S2 0.6678 0.6678 0.6707
S3 0.6626 0.6645 0.6703
S4 0.6574 0.6593 0.6688
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 0.6766 0.6700 0.0067 1.0% 0.0035 0.5% 26% False False 8
10 0.6925 0.6700 0.0226 3.4% 0.0054 0.8% 8% False False 7
20 0.7021 0.6700 0.0322 4.8% 0.0043 0.6% 5% False False 6
40 0.7140 0.6700 0.0440 6.6% 0.0031 0.5% 4% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6983
2.618 0.6898
1.618 0.6846
1.000 0.6814
0.618 0.6794
HIGH 0.6762
0.618 0.6742
0.500 0.6736
0.382 0.6730
LOW 0.6710
0.618 0.6678
1.000 0.6658
1.618 0.6626
2.618 0.6574
4.250 0.6489
Fisher Pivots for day following 20-Sep-2022
Pivot 1 day 3 day
R1 0.6736 0.6731
PP 0.6730 0.6726
S1 0.6723 0.6722

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

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