CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 28-Oct-2022
Day Change Summary
Previous Current
27-Oct-2022 28-Oct-2022 Change Change % Previous Week
Open 0.6500 0.6489 -0.0012 -0.2% 0.6399
High 0.6500 0.6509 0.0009 0.1% 0.6526
Low 0.6480 0.6422 -0.0058 -0.9% 0.6325
Close 0.6491 0.6442 -0.0049 -0.8% 0.6442
Range 0.0020 0.0087 0.0067 332.5% 0.0201
ATR 0.0085 0.0085 0.0000 0.2% 0.0000
Volume 103 15 -88 -85.4% 241
Daily Pivots for day following 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6717 0.6666 0.6489
R3 0.6630 0.6579 0.6465
R2 0.6544 0.6544 0.6457
R1 0.6493 0.6493 0.6449 0.6475
PP 0.6457 0.6457 0.6457 0.6449
S1 0.6406 0.6406 0.6434 0.6389
S2 0.6371 0.6371 0.6426
S3 0.6284 0.6320 0.6418
S4 0.6198 0.6233 0.6394
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7034 0.6939 0.6552
R3 0.6833 0.6738 0.6497
R2 0.6632 0.6632 0.6478
R1 0.6537 0.6537 0.6460 0.6584
PP 0.6431 0.6431 0.6431 0.6455
S1 0.6336 0.6336 0.6423 0.6383
S2 0.6230 0.6230 0.6405
S3 0.6029 0.6135 0.6386
S4 0.5828 0.5934 0.6331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6526 0.6325 0.0201 3.1% 0.0069 1.1% 58% False False 48
10 0.6526 0.6244 0.0283 4.4% 0.0074 1.1% 70% False False 37
20 0.6574 0.6225 0.0349 5.4% 0.0082 1.3% 62% False False 41
40 0.6925 0.6225 0.0700 10.9% 0.0077 1.2% 31% False False 39
60 0.7140 0.6225 0.0915 14.2% 0.0058 0.9% 24% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6876
2.618 0.6735
1.618 0.6648
1.000 0.6595
0.618 0.6562
HIGH 0.6509
0.618 0.6475
0.500 0.6465
0.382 0.6455
LOW 0.6422
0.618 0.6369
1.000 0.6336
1.618 0.6282
2.618 0.6196
4.250 0.6054
Fisher Pivots for day following 28-Oct-2022
Pivot 1 day 3 day
R1 0.6465 0.6474
PP 0.6457 0.6463
S1 0.6449 0.6452

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

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