CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 13-Oct-2022
Day Change Summary
Previous Current
12-Oct-2022 13-Oct-2022 Change Change % Previous Week
Open 0.6300 0.6317 0.0017 0.3% 0.6458
High 0.6310 0.6341 0.0032 0.5% 0.6574
Low 0.6276 0.6225 -0.0051 -0.8% 0.6384
Close 0.6310 0.6341 0.0032 0.5% 0.6398
Range 0.0034 0.0116 0.0083 246.3% 0.0190
ATR 0.0080 0.0082 0.0003 3.3% 0.0000
Volume 34 38 4 11.8% 309
Daily Pivots for day following 13-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6650 0.6612 0.6405
R3 0.6534 0.6496 0.6373
R2 0.6418 0.6418 0.6362
R1 0.6380 0.6380 0.6352 0.6399
PP 0.6302 0.6302 0.6302 0.6312
S1 0.6264 0.6264 0.6330 0.6283
S2 0.6186 0.6186 0.6320
S3 0.6070 0.6148 0.6309
S4 0.5954 0.6032 0.6277
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7020 0.6898 0.6502
R3 0.6831 0.6709 0.6450
R2 0.6641 0.6641 0.6432
R1 0.6519 0.6519 0.6415 0.6486
PP 0.6452 0.6452 0.6452 0.6435
S1 0.6330 0.6330 0.6380 0.6296
S2 0.6262 0.6262 0.6363
S3 0.6073 0.6140 0.6345
S4 0.5883 0.5951 0.6293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6462 0.6225 0.0237 3.7% 0.0070 1.1% 49% False True 24
10 0.6574 0.6225 0.0349 5.5% 0.0089 1.4% 33% False True 49
20 0.6762 0.6225 0.0537 8.5% 0.0084 1.3% 22% False True 55
40 0.7021 0.6225 0.0796 12.6% 0.0060 0.9% 15% False True 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6834
2.618 0.6645
1.618 0.6529
1.000 0.6457
0.618 0.6413
HIGH 0.6341
0.618 0.6297
0.500 0.6283
0.382 0.6269
LOW 0.6225
0.618 0.6153
1.000 0.6109
1.618 0.6037
2.618 0.5921
4.250 0.5732
Fisher Pivots for day following 13-Oct-2022
Pivot 1 day 3 day
R1 0.6322 0.6323
PP 0.6302 0.6304
S1 0.6283 0.6286

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

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