CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 23-Sep-2022
Day Change Summary
Previous Current
22-Sep-2022 23-Sep-2022 Change Change % Previous Week
Open 0.6656 0.6661 0.0005 0.1% 0.6753
High 0.6687 0.6679 -0.0009 -0.1% 0.6762
Low 0.6610 0.6537 -0.0073 -1.1% 0.6537
Close 0.6661 0.6537 -0.0124 -1.9% 0.6537
Range 0.0077 0.0142 0.0065 83.8% 0.0225
ATR 0.0063 0.0069 0.0006 8.9% 0.0000
Volume 276 24 -252 -91.3% 326
Daily Pivots for day following 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7009 0.6914 0.6615
R3 0.6867 0.6773 0.6576
R2 0.6726 0.6726 0.6563
R1 0.6631 0.6631 0.6550 0.6608
PP 0.6584 0.6584 0.6584 0.6572
S1 0.6490 0.6490 0.6524 0.6466
S2 0.6443 0.6443 0.6511
S3 0.6301 0.6348 0.6498
S4 0.6160 0.6207 0.6459
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7287 0.7137 0.6661
R3 0.7062 0.6912 0.6599
R2 0.6837 0.6837 0.6578
R1 0.6687 0.6687 0.6558 0.6650
PP 0.6612 0.6612 0.6612 0.6593
S1 0.6462 0.6462 0.6516 0.6425
S2 0.6387 0.6387 0.6496
S3 0.6162 0.6237 0.6475
S4 0.5937 0.6012 0.6413
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6762 0.6537 0.0225 3.4% 0.0077 1.2% 0% False True 65
10 0.6925 0.6537 0.0388 5.9% 0.0068 1.0% 0% False True 36
20 0.7021 0.6537 0.0484 7.4% 0.0056 0.9% 0% False True 21
40 0.7140 0.6537 0.0603 9.2% 0.0037 0.6% 0% False True 11
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 0.0011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7280
2.618 0.7049
1.618 0.6907
1.000 0.6820
0.618 0.6766
HIGH 0.6679
0.618 0.6624
0.500 0.6608
0.382 0.6591
LOW 0.6537
0.618 0.6450
1.000 0.6396
1.618 0.6308
2.618 0.6167
4.250 0.5936
Fisher Pivots for day following 23-Sep-2022
Pivot 1 day 3 day
R1 0.6608 0.6630
PP 0.6584 0.6599
S1 0.6561 0.6568

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

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