CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 04-Oct-2022
Day Change Summary
Previous Current
03-Oct-2022 04-Oct-2022 Change Change % Previous Week
Open 0.6458 0.6504 0.0047 0.7% 0.6520
High 0.6539 0.6574 0.0035 0.5% 0.6550
Low 0.6458 0.6484 0.0027 0.4% 0.6388
Close 0.6539 0.6531 -0.0008 -0.1% 0.6429
Range 0.0081 0.0090 0.0009 10.5% 0.0162
ATR 0.0081 0.0082 0.0001 0.7% 0.0000
Volume 21 254 233 1,109.5% 347
Daily Pivots for day following 04-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6798 0.6754 0.6580
R3 0.6709 0.6665 0.6556
R2 0.6619 0.6619 0.6547
R1 0.6575 0.6575 0.6539 0.6597
PP 0.6530 0.6530 0.6530 0.6541
S1 0.6486 0.6486 0.6523 0.6508
S2 0.6440 0.6440 0.6515
S3 0.6351 0.6396 0.6506
S4 0.6261 0.6307 0.6482
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 0.6574 0.6388 0.0186 2.8% 0.0103 1.6% 77% True False 116
10 0.6722 0.6388 0.0334 5.1% 0.0094 1.4% 43% False False 93
20 0.6925 0.6388 0.0537 8.2% 0.0074 1.1% 27% False False 50
40 0.7140 0.6388 0.0752 11.5% 0.0048 0.7% 19% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6954
2.618 0.6808
1.618 0.6718
1.000 0.6663
0.618 0.6629
HIGH 0.6574
0.618 0.6539
0.500 0.6529
0.382 0.6518
LOW 0.6484
0.618 0.6429
1.000 0.6395
1.618 0.6339
2.618 0.6250
4.250 0.6104
Fisher Pivots for day following 04-Oct-2022
Pivot 1 day 3 day
R1 0.6530 0.6518
PP 0.6530 0.6506
S1 0.6529 0.6493

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

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