CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 09-Nov-2022
Day Change Summary
Previous Current
08-Nov-2022 09-Nov-2022 Change Change % Previous Week
Open 0.6482 0.6529 0.0047 0.7% 0.6428
High 0.6579 0.6542 -0.0037 -0.6% 0.6517
Low 0.6478 0.6451 -0.0028 -0.4% 0.6310
Close 0.6532 0.6456 -0.0076 -1.2% 0.6510
Range 0.0101 0.0092 -0.0010 -9.4% 0.0207
ATR 0.0094 0.0094 0.0000 -0.2% 0.0000
Volume 46 33 -13 -28.3% 794
Daily Pivots for day following 09-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.6757 0.6698 0.6506
R3 0.6666 0.6607 0.6481
R2 0.6574 0.6574 0.6473
R1 0.6515 0.6515 0.6464 0.6499
PP 0.6483 0.6483 0.6483 0.6475
S1 0.6424 0.6424 0.6448 0.6408
S2 0.6391 0.6391 0.6439
S3 0.6300 0.6332 0.6431
S4 0.6208 0.6241 0.6406
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 4.2% 0.0109 1.7% 54% False False 131
10 0.6579 0.6310 0.0269 4.2% 0.0086 1.3% 54% False False 107
20 0.6579 0.6225 0.0354 5.5% 0.0088 1.4% 65% False False 70
40 0.6762 0.6225 0.0537 8.3% 0.0083 1.3% 43% False False 62
60 0.7021 0.6225 0.0796 12.3% 0.0067 1.0% 29% False False 42
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6931
2.618 0.6782
1.618 0.6690
1.000 0.6634
0.618 0.6599
HIGH 0.6542
0.618 0.6507
0.500 0.6496
0.382 0.6485
LOW 0.6451
0.618 0.6394
1.000 0.6359
1.618 0.6302
2.618 0.6211
4.250 0.6062
Fisher Pivots for day following 09-Nov-2022
Pivot 1 day 3 day
R1 0.6496 0.6512
PP 0.6483 0.6493
S1 0.6469 0.6475

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

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