CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 04-Nov-2022
Day Change Summary
Previous Current
03-Nov-2022 04-Nov-2022 Change Change % Previous Week
Open 0.6384 0.6346 -0.0038 -0.6% 0.6428
High 0.6394 0.6517 0.0123 1.9% 0.6517
Low 0.6310 0.6319 0.0009 0.1% 0.6310
Close 0.6331 0.6510 0.0179 2.8% 0.6510
Range 0.0084 0.0198 0.0115 137.1% 0.0207
ATR 0.0087 0.0095 0.0008 9.1% 0.0000
Volume 96 398 302 314.6% 794
Daily Pivots for day following 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7042 0.6974 0.6619
R3 0.6844 0.6776 0.6564
R2 0.6646 0.6646 0.6546
R1 0.6578 0.6578 0.6528 0.6612
PP 0.6448 0.6448 0.6448 0.6465
S1 0.6380 0.6380 0.6492 0.6414
S2 0.6250 0.6250 0.6474
S3 0.6052 0.6182 0.6456
S4 0.5854 0.5984 0.6401
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7065 0.6994 0.6624
R3 0.6859 0.6788 0.6567
R2 0.6652 0.6652 0.6548
R1 0.6581 0.6581 0.6529 0.6617
PP 0.6446 0.6446 0.6446 0.6463
S1 0.6375 0.6375 0.6491 0.6410
S2 0.6239 0.6239 0.6472
S3 0.6033 0.6168 0.6453
S4 0.5826 0.5962 0.6396
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6517 0.6310 0.0207 3.2% 0.0098 1.5% 97% True False 158
10 0.6526 0.6310 0.0216 3.3% 0.0084 1.3% 93% False False 103
20 0.6526 0.6225 0.0301 4.6% 0.0082 1.3% 95% False False 65
40 0.6925 0.6225 0.0700 10.8% 0.0082 1.3% 41% False False 58
60 0.7140 0.6225 0.0915 14.0% 0.0064 1.0% 31% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 0.7358
2.618 0.7035
1.618 0.6837
1.000 0.6715
0.618 0.6639
HIGH 0.6517
0.618 0.6441
0.500 0.6418
0.382 0.6394
LOW 0.6319
0.618 0.6196
1.000 0.6121
1.618 0.5998
2.618 0.5800
4.250 0.5477
Fisher Pivots for day following 04-Nov-2022
Pivot 1 day 3 day
R1 0.6479 0.6478
PP 0.6448 0.6446
S1 0.6418 0.6413

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

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