CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 21-Sep-2022
Day Change Summary
Previous Current
20-Sep-2022 21-Sep-2022 Change Change % Previous Week
Open 0.6762 0.6695 -0.0067 -1.0% 0.6862
High 0.6762 0.6722 -0.0040 -0.6% 0.6925
Low 0.6710 0.6651 -0.0059 -0.9% 0.6700
Close 0.6717 0.6722 0.0005 0.1% 0.6733
Range 0.0052 0.0071 0.0019 36.5% 0.0226
ATR 0.0058 0.0059 0.0001 1.5% 0.0000
Volume 8 9 1 12.5% 43
Daily Pivots for day following 21-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6911 0.6888 0.6761
R3 0.6840 0.6817 0.6742
R2 0.6769 0.6769 0.6735
R1 0.6746 0.6746 0.6729 0.6758
PP 0.6698 0.6698 0.6698 0.6704
S1 0.6675 0.6675 0.6715 0.6687
S2 0.6627 0.6627 0.6709
S3 0.6556 0.6604 0.6702
S4 0.6485 0.6533 0.6683
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 0.6762 0.6651 0.0111 1.7% 0.0043 0.6% 64% False True 10
10 0.6925 0.6651 0.0274 4.1% 0.0056 0.8% 26% False True 7
20 0.7021 0.6651 0.0370 5.5% 0.0045 0.7% 19% False True 6
40 0.7140 0.6651 0.0489 7.3% 0.0032 0.5% 15% False True 3
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 0.0006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7024
2.618 0.6908
1.618 0.6837
1.000 0.6793
0.618 0.6766
HIGH 0.6722
0.618 0.6695
0.500 0.6687
0.382 0.6678
LOW 0.6651
0.618 0.6607
1.000 0.6580
1.618 0.6536
2.618 0.6465
4.250 0.6349
Fisher Pivots for day following 21-Sep-2022
Pivot 1 day 3 day
R1 0.6710 0.6717
PP 0.6698 0.6712
S1 0.6687 0.6707

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

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