CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 27-Sep-2022
Day Change Summary
Previous Current
26-Sep-2022 27-Sep-2022 Change Change % Previous Week
Open 0.6520 0.6498 -0.0023 -0.3% 0.6753
High 0.6550 0.6503 -0.0047 -0.7% 0.6762
Low 0.6471 0.6442 -0.0029 -0.4% 0.6537
Close 0.6478 0.6456 -0.0022 -0.3% 0.6537
Range 0.0079 0.0061 -0.0018 -22.8% 0.0225
ATR 0.0069 0.0069 -0.0001 -0.9% 0.0000
Volume 17 22 5 29.4% 326
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6650 0.6614 0.6490
R3 0.6589 0.6553 0.6473
R2 0.6528 0.6528 0.6467
R1 0.6492 0.6492 0.6462 0.6480
PP 0.6467 0.6467 0.6467 0.6461
S1 0.6431 0.6431 0.6450 0.6419
S2 0.6406 0.6406 0.6445
S3 0.6345 0.6370 0.6439
S4 0.6284 0.6309 0.6422
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 0.6722 0.6442 0.0280 4.3% 0.0086 1.3% 5% False True 69
10 0.6766 0.6442 0.0324 5.0% 0.0060 0.9% 4% False True 39
20 0.6925 0.6442 0.0483 7.5% 0.0057 0.9% 3% False True 22
40 0.7140 0.6442 0.0698 10.8% 0.0038 0.6% 2% False True 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6762
2.618 0.6663
1.618 0.6602
1.000 0.6564
0.618 0.6541
HIGH 0.6503
0.618 0.6480
0.500 0.6473
0.382 0.6465
LOW 0.6442
0.618 0.6404
1.000 0.6381
1.618 0.6343
2.618 0.6282
4.250 0.6183
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 0.6473 0.6560
PP 0.6467 0.6526
S1 0.6462 0.6491

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

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