CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 10-Nov-2022
Day Change Summary
Previous Current
09-Nov-2022 10-Nov-2022 Change Change % Previous Week
Open 0.6529 0.6471 -0.0059 -0.9% 0.6428
High 0.6542 0.6660 0.0118 1.8% 0.6517
Low 0.6451 0.6426 -0.0025 -0.4% 0.6310
Close 0.6456 0.6625 0.0169 2.6% 0.6510
Range 0.0092 0.0234 0.0143 155.7% 0.0207
ATR 0.0094 0.0104 0.0010 10.7% 0.0000
Volume 33 192 159 481.8% 794
Daily Pivots for day following 10-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7272 0.7182 0.6753
R3 0.7038 0.6948 0.6689
R2 0.6804 0.6804 0.6667
R1 0.6714 0.6714 0.6646 0.6759
PP 0.6570 0.6570 0.6570 0.6592
S1 0.6480 0.6480 0.6603 0.6525
S2 0.6336 0.6336 0.6582
S3 0.6102 0.6246 0.6560
S4 0.5868 0.6012 0.6496
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 0.6660 0.6319 0.0341 5.1% 0.0139 2.1% 90% True False 150
10 0.6660 0.6310 0.0350 5.3% 0.0107 1.6% 90% True False 116
20 0.6660 0.6232 0.0428 6.5% 0.0094 1.4% 92% True False 77
40 0.6762 0.6225 0.0537 8.1% 0.0089 1.3% 74% False False 66
60 0.7021 0.6225 0.0796 12.0% 0.0071 1.1% 50% False False 45
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 0.0019
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 0.7654
2.618 0.7272
1.618 0.7038
1.000 0.6894
0.618 0.6804
HIGH 0.6660
0.618 0.6570
0.500 0.6543
0.382 0.6515
LOW 0.6426
0.618 0.6281
1.000 0.6192
1.618 0.6047
2.618 0.5813
4.250 0.5431
Fisher Pivots for day following 10-Nov-2022
Pivot 1 day 3 day
R1 0.6597 0.6597
PP 0.6570 0.6570
S1 0.6543 0.6543

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

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