CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 02-Nov-2022
Day Change Summary
Previous Current
01-Nov-2022 02-Nov-2022 Change Change % Previous Week
Open 0.6475 0.6435 -0.0040 -0.6% 0.6399
High 0.6491 0.6498 0.0007 0.1% 0.6526
Low 0.6417 0.6390 -0.0027 -0.4% 0.6325
Close 0.6431 0.6450 0.0019 0.3% 0.6442
Range 0.0075 0.0108 0.0034 45.0% 0.0201
ATR 0.0081 0.0083 0.0002 2.4% 0.0000
Volume 149 43 -106 -71.1% 241
Daily Pivots for day following 02-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.6770 0.6718 0.6509
R3 0.6662 0.6610 0.6480
R2 0.6554 0.6554 0.6470
R1 0.6502 0.6502 0.6460 0.6528
PP 0.6446 0.6446 0.6446 0.6459
S1 0.6394 0.6394 0.6440 0.6420
S2 0.6338 0.6338 0.6430
S3 0.6230 0.6286 0.6420
S4 0.6122 0.6178 0.6391
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 0.6509 0.6390 0.0119 1.8% 0.0063 1.0% 51% False True 83
10 0.6526 0.6244 0.0283 4.4% 0.0077 1.2% 73% False False 64
20 0.6566 0.6225 0.0341 5.3% 0.0079 1.2% 66% False False 42
40 0.6925 0.6225 0.0700 10.9% 0.0078 1.2% 32% False False 46
60 0.7140 0.6225 0.0915 14.2% 0.0060 0.9% 25% False False 31
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 0.0015
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.6957
2.618 0.6781
1.618 0.6673
1.000 0.6606
0.618 0.6565
HIGH 0.6498
0.618 0.6457
0.500 0.6444
0.382 0.6431
LOW 0.6390
0.618 0.6323
1.000 0.6282
1.618 0.6215
2.618 0.6107
4.250 0.5931
Fisher Pivots for day following 02-Nov-2022
Pivot 1 day 3 day
R1 0.6448 0.6448
PP 0.6446 0.6446
S1 0.6444 0.6444

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.