CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 27-Oct-2022
Day Change Summary
Previous Current
26-Oct-2022 27-Oct-2022 Change Change % Previous Week
Open 0.6451 0.6500 0.0050 0.8% 0.6258
High 0.6526 0.6500 -0.0026 -0.4% 0.6420
Low 0.6451 0.6480 0.0030 0.5% 0.6244
Close 0.6526 0.6491 -0.0036 -0.5% 0.6396
Range 0.0076 0.0020 -0.0056 -73.5% 0.0177
ATR 0.0088 0.0085 -0.0003 -3.4% 0.0000
Volume 14 103 89 635.7% 136
Daily Pivots for day following 27-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6550 0.6540 0.6502
R3 0.6530 0.6520 0.6496
R2 0.6510 0.6510 0.6494
R1 0.6500 0.6500 0.6492 0.6495
PP 0.6490 0.6490 0.6490 0.6488
S1 0.6480 0.6480 0.6489 0.6475
S2 0.6470 0.6470 0.6487
S3 0.6450 0.6460 0.6485
S4 0.6430 0.6440 0.6480
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 0.6526 0.6244 0.0283 4.4% 0.0087 1.3% 87% False False 65
10 0.6526 0.6232 0.0295 4.5% 0.0080 1.2% 88% False False 39
20 0.6574 0.6225 0.0349 5.4% 0.0084 1.3% 76% False False 44
40 0.6925 0.6225 0.0700 10.8% 0.0075 1.2% 38% False False 38
60 0.7140 0.6225 0.0915 14.1% 0.0056 0.9% 29% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.6585
2.618 0.6552
1.618 0.6532
1.000 0.6520
0.618 0.6512
HIGH 0.6500
0.618 0.6492
0.500 0.6490
0.382 0.6488
LOW 0.6480
0.618 0.6468
1.000 0.6460
1.618 0.6448
2.618 0.6428
4.250 0.6395
Fisher Pivots for day following 27-Oct-2022
Pivot 1 day 3 day
R1 0.6490 0.6472
PP 0.6490 0.6454
S1 0.6490 0.6436

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

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