CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 28-Sep-2022
Day Change Summary
Previous Current
27-Sep-2022 28-Sep-2022 Change Change % Previous Week
Open 0.6498 0.6457 -0.0041 -0.6% 0.6753
High 0.6503 0.6548 0.0045 0.7% 0.6762
Low 0.6442 0.6388 -0.0054 -0.8% 0.6537
Close 0.6456 0.6548 0.0092 1.4% 0.6537
Range 0.0061 0.0160 0.0099 162.3% 0.0225
ATR 0.0069 0.0075 0.0007 9.5% 0.0000
Volume 22 222 200 909.1% 326
Daily Pivots for day following 28-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6975 0.6921 0.6636
R3 0.6815 0.6761 0.6592
R2 0.6655 0.6655 0.6577
R1 0.6601 0.6601 0.6563 0.6628
PP 0.6495 0.6495 0.6495 0.6508
S1 0.6441 0.6441 0.6533 0.6468
S2 0.6335 0.6335 0.6519
S3 0.6175 0.6281 0.6504
S4 0.6015 0.6121 0.6460
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 0.6687 0.6388 0.0299 4.6% 0.0104 1.6% 54% False True 112
10 0.6762 0.6388 0.0374 5.7% 0.0073 1.1% 43% False True 61
20 0.6925 0.6388 0.0537 8.2% 0.0063 1.0% 30% False True 32
40 0.7140 0.6388 0.0752 11.5% 0.0041 0.6% 21% False True 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7228
2.618 0.6967
1.618 0.6807
1.000 0.6708
0.618 0.6647
HIGH 0.6548
0.618 0.6487
0.500 0.6468
0.382 0.6449
LOW 0.6388
0.618 0.6289
1.000 0.6228
1.618 0.6129
2.618 0.5969
4.250 0.5708
Fisher Pivots for day following 28-Sep-2022
Pivot 1 day 3 day
R1 0.6521 0.6522
PP 0.6495 0.6495
S1 0.6468 0.6469

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

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