CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 21-Oct-2022
Day Change Summary
Previous Current
20-Oct-2022 21-Oct-2022 Change Change % Previous Week
Open 0.6294 0.6303 0.0009 0.1% 0.6258
High 0.6326 0.6420 0.0094 1.5% 0.6420
Low 0.6288 0.6244 -0.0045 -0.7% 0.6244
Close 0.6313 0.6396 0.0084 1.3% 0.6396
Range 0.0038 0.0177 0.0139 364.5% 0.0177
ATR 0.0079 0.0086 0.0007 8.7% 0.0000
Volume 5 102 97 1,940.0% 136
Daily Pivots for day following 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6883 0.6816 0.6493
R3 0.6706 0.6639 0.6445
R2 0.6530 0.6530 0.6428
R1 0.6463 0.6463 0.6412 0.6496
PP 0.6353 0.6353 0.6353 0.6370
S1 0.6286 0.6286 0.6380 0.6320
S2 0.6177 0.6177 0.6364
S3 0.6000 0.6110 0.6347
S4 0.5824 0.5933 0.6299
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6883 0.6816 0.6493
R3 0.6706 0.6639 0.6445
R2 0.6530 0.6530 0.6428
R1 0.6463 0.6463 0.6412 0.6496
PP 0.6353 0.6353 0.6353 0.6370
S1 0.6286 0.6286 0.6380 0.6320
S2 0.6177 0.6177 0.6364
S3 0.6000 0.6110 0.6347
S4 0.5824 0.5933 0.6299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6420 0.6244 0.0177 2.8% 0.0078 1.2% 86% True True 27
10 0.6420 0.6225 0.0195 3.0% 0.0081 1.3% 88% True False 28
20 0.6574 0.6225 0.0349 5.4% 0.0089 1.4% 49% False False 46
40 0.7021 0.6225 0.0796 12.4% 0.0072 1.1% 21% False False 33
60 0.7140 0.6225 0.0915 14.3% 0.0055 0.9% 19% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 0.7170
2.618 0.6882
1.618 0.6706
1.000 0.6597
0.618 0.6529
HIGH 0.6420
0.618 0.6353
0.500 0.6332
0.382 0.6311
LOW 0.6244
0.618 0.6134
1.000 0.6067
1.618 0.5958
2.618 0.5781
4.250 0.5493
Fisher Pivots for day following 21-Oct-2022
Pivot 1 day 3 day
R1 0.6375 0.6375
PP 0.6353 0.6353
S1 0.6332 0.6332

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

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