CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 08-Nov-2022
Day Change Summary
Previous Current
07-Nov-2022 08-Nov-2022 Change Change % Previous Week
Open 0.6455 0.6482 0.0028 0.4% 0.6428
High 0.6515 0.6579 0.0064 1.0% 0.6517
Low 0.6445 0.6478 0.0033 0.5% 0.6310
Close 0.6510 0.6532 0.0023 0.3% 0.6510
Range 0.0070 0.0101 0.0031 44.3% 0.0207
ATR 0.0093 0.0094 0.0001 0.6% 0.0000
Volume 82 46 -36 -43.9% 794
Daily Pivots for day following 08-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.6833 0.6783 0.6588
R3 0.6732 0.6682 0.6560
R2 0.6631 0.6631 0.6551
R1 0.6581 0.6581 0.6541 0.6606
PP 0.6530 0.6530 0.6530 0.6542
S1 0.6480 0.6480 0.6523 0.6505
S2 0.6429 0.6429 0.6513
S3 0.6328 0.6379 0.6504
S4 0.6227 0.6278 0.6476
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 0.6579 0.6310 0.0269 4.1% 0.0112 1.7% 83% True False 133
10 0.6579 0.6310 0.0269 4.1% 0.0084 1.3% 83% True False 105
20 0.6579 0.6225 0.0354 5.4% 0.0085 1.3% 87% True False 70
40 0.6766 0.6225 0.0541 8.3% 0.0081 1.2% 57% False False 61
60 0.7040 0.6225 0.0815 12.5% 0.0066 1.0% 38% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7008
2.618 0.6843
1.618 0.6742
1.000 0.6680
0.618 0.6641
HIGH 0.6579
0.618 0.6540
0.500 0.6529
0.382 0.6517
LOW 0.6478
0.618 0.6416
1.000 0.6377
1.618 0.6315
2.618 0.6214
4.250 0.6049
Fisher Pivots for day following 08-Nov-2022
Pivot 1 day 3 day
R1 0.6531 0.6504
PP 0.6530 0.6477
S1 0.6529 0.6449

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

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