CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 19-Oct-2022
Day Change Summary
Previous Current
18-Oct-2022 19-Oct-2022 Change Change % Previous Week
Open 0.6343 0.6356 0.0013 0.2% 0.6381
High 0.6363 0.6356 -0.0007 -0.1% 0.6390
Low 0.6318 0.6298 -0.0021 -0.3% 0.6225
Close 0.6330 0.6298 -0.0032 -0.5% 0.6238
Range 0.0045 0.0059 0.0014 30.0% 0.0165
ATR 0.0084 0.0083 -0.0002 -2.2% 0.0000
Volume 16 11 -5 -31.3% 145
Daily Pivots for day following 19-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6493 0.6454 0.6330
R3 0.6434 0.6395 0.6314
R2 0.6376 0.6376 0.6308
R1 0.6337 0.6337 0.6303 0.6327
PP 0.6317 0.6317 0.6317 0.6312
S1 0.6278 0.6278 0.6292 0.6268
S2 0.6259 0.6259 0.6287
S3 0.6200 0.6220 0.6281
S4 0.6142 0.6161 0.6265
Weekly Pivots for week ending 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6779 0.6673 0.6328
R3 0.6614 0.6508 0.6283
R2 0.6449 0.6449 0.6268
R1 0.6343 0.6343 0.6253 0.6314
PP 0.6284 0.6284 0.6284 0.6269
S1 0.6178 0.6178 0.6222 0.6149
S2 0.6119 0.6119 0.6207
S3 0.5954 0.6013 0.6192
S4 0.5789 0.5848 0.6147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6381 0.6225 0.0156 2.5% 0.0088 1.4% 46% False False 19
10 0.6566 0.6225 0.0341 5.4% 0.0081 1.3% 21% False False 19
20 0.6687 0.6225 0.0462 7.3% 0.0089 1.4% 16% False False 56
40 0.7021 0.6225 0.0796 12.6% 0.0067 1.1% 9% False False 31
60 0.7140 0.6225 0.0915 14.5% 0.0051 0.8% 8% False False 21
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6605
2.618 0.6509
1.618 0.6451
1.000 0.6415
0.618 0.6392
HIGH 0.6356
0.618 0.6334
0.500 0.6327
0.382 0.6320
LOW 0.6298
0.618 0.6261
1.000 0.6239
1.618 0.6203
2.618 0.6144
4.250 0.6049
Fisher Pivots for day following 19-Oct-2022
Pivot 1 day 3 day
R1 0.6327 0.6311
PP 0.6317 0.6306
S1 0.6307 0.6302

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

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