CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 22-Sep-2022
Day Change Summary
Previous Current
21-Sep-2022 22-Sep-2022 Change Change % Previous Week
Open 0.6695 0.6656 -0.0039 -0.6% 0.6862
High 0.6722 0.6687 -0.0035 -0.5% 0.6925
Low 0.6651 0.6610 -0.0041 -0.6% 0.6700
Close 0.6722 0.6661 -0.0061 -0.9% 0.6733
Range 0.0071 0.0077 0.0006 8.5% 0.0226
ATR 0.0059 0.0063 0.0004 6.3% 0.0000
Volume 9 276 267 2,966.7% 43
Daily Pivots for day following 22-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6884 0.6849 0.6703
R3 0.6807 0.6772 0.6682
R2 0.6730 0.6730 0.6675
R1 0.6695 0.6695 0.6668 0.6713
PP 0.6653 0.6653 0.6653 0.6661
S1 0.6618 0.6618 0.6654 0.6636
S2 0.6576 0.6576 0.6647
S3 0.6499 0.6541 0.6640
S4 0.6422 0.6464 0.6619
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 0.6610 0.0152 2.3% 0.0058 0.9% 34% False True 65
10 0.6925 0.6610 0.0315 4.7% 0.0060 0.9% 16% False True 35
20 0.7021 0.6610 0.0411 6.2% 0.0049 0.7% 12% False True 20
40 0.7140 0.6610 0.0530 7.9% 0.0034 0.5% 10% False True 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7014
2.618 0.6889
1.618 0.6812
1.000 0.6764
0.618 0.6735
HIGH 0.6687
0.618 0.6658
0.500 0.6649
0.382 0.6639
LOW 0.6610
0.618 0.6562
1.000 0.6533
1.618 0.6485
2.618 0.6408
4.250 0.6283
Fisher Pivots for day following 22-Sep-2022
Pivot 1 day 3 day
R1 0.6657 0.6686
PP 0.6653 0.6678
S1 0.6649 0.6669

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

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