CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 30-Sep-2022
Day Change Summary
Previous Current
29-Sep-2022 30-Sep-2022 Change Change % Previous Week
Open 0.6530 0.6533 0.0003 0.0% 0.6520
High 0.6530 0.6544 0.0015 0.2% 0.6550
Low 0.6479 0.6413 -0.0066 -1.0% 0.6388
Close 0.6496 0.6429 -0.0067 -1.0% 0.6429
Range 0.0051 0.0131 0.0080 156.9% 0.0162
ATR 0.0075 0.0079 0.0004 5.3% 0.0000
Volume 13 73 60 461.5% 347
Daily Pivots for day following 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6855 0.6773 0.6501
R3 0.6724 0.6642 0.6465
R2 0.6593 0.6593 0.6453
R1 0.6511 0.6511 0.6441 0.6487
PP 0.6462 0.6462 0.6462 0.6450
S1 0.6380 0.6380 0.6417 0.6356
S2 0.6331 0.6331 0.6405
S3 0.6200 0.6249 0.6393
S4 0.6069 0.6118 0.6357
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6940 0.6846 0.6518
R3 0.6779 0.6685 0.6473
R2 0.6617 0.6617 0.6459
R1 0.6523 0.6523 0.6444 0.6489
PP 0.6456 0.6456 0.6456 0.6439
S1 0.6362 0.6362 0.6414 0.6328
S2 0.6294 0.6294 0.6399
S3 0.6133 0.6200 0.6385
S4 0.5971 0.6039 0.6340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6550 0.6388 0.0162 2.5% 0.0096 1.5% 25% False False 69
10 0.6762 0.6388 0.0374 5.8% 0.0087 1.3% 11% False False 67
20 0.6925 0.6388 0.0537 8.4% 0.0071 1.1% 8% False False 36
40 0.7140 0.6388 0.0752 11.7% 0.0045 0.7% 5% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7101
2.618 0.6887
1.618 0.6756
1.000 0.6675
0.618 0.6625
HIGH 0.6544
0.618 0.6494
0.500 0.6479
0.382 0.6463
LOW 0.6413
0.618 0.6332
1.000 0.6282
1.618 0.6201
2.618 0.6070
4.250 0.5856
Fisher Pivots for day following 30-Sep-2022
Pivot 1 day 3 day
R1 0.6479 0.6468
PP 0.6462 0.6455
S1 0.6446 0.6442

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

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