CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 03-Oct-2022
Day Change Summary
Previous Current
30-Sep-2022 03-Oct-2022 Change Change % Previous Week
Open 0.6533 0.6458 -0.0075 -1.1% 0.6520
High 0.6544 0.6539 -0.0006 -0.1% 0.6550
Low 0.6413 0.6458 0.0045 0.7% 0.6388
Close 0.6429 0.6539 0.0110 1.7% 0.6429
Range 0.0131 0.0081 -0.0050 -38.2% 0.0162
ATR 0.0079 0.0081 0.0002 2.8% 0.0000
Volume 73 21 -52 -71.2% 347
Daily Pivots for day following 03-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6755 0.6728 0.6583
R3 0.6674 0.6647 0.6561
R2 0.6593 0.6593 0.6553
R1 0.6566 0.6566 0.6546 0.6579
PP 0.6512 0.6512 0.6512 0.6518
S1 0.6485 0.6485 0.6531 0.6498
S2 0.6431 0.6431 0.6524
S3 0.6350 0.6404 0.6516
S4 0.6269 0.6323 0.6494
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 0.6548 0.6388 0.0160 2.4% 0.0097 1.5% 94% False False 70
10 0.6762 0.6388 0.0374 5.7% 0.0090 1.4% 40% False False 68
20 0.6925 0.6388 0.0537 8.2% 0.0071 1.1% 28% False False 37
40 0.7140 0.6388 0.0752 11.5% 0.0045 0.7% 20% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6883
2.618 0.6751
1.618 0.6670
1.000 0.6620
0.618 0.6589
HIGH 0.6539
0.618 0.6508
0.500 0.6498
0.382 0.6488
LOW 0.6458
0.618 0.6407
1.000 0.6377
1.618 0.6326
2.618 0.6245
4.250 0.6113
Fisher Pivots for day following 03-Oct-2022
Pivot 1 day 3 day
R1 0.6525 0.6519
PP 0.6512 0.6499
S1 0.6498 0.6479

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

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