CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 08-Dec-2022
Day Change Summary
Previous Current
07-Dec-2022 08-Dec-2022 Change Change % Previous Week
Open 0.6722 0.6750 0.0029 0.4% 0.6746
High 0.6769 0.6807 0.0039 0.6% 0.6892
Low 0.6698 0.6731 0.0033 0.5% 0.6672
Close 0.6758 0.6797 0.0040 0.6% 0.6839
Range 0.0071 0.0076 0.0006 7.8% 0.0220
ATR 0.0095 0.0093 -0.0001 -1.4% 0.0000
Volume 1,634 3,371 1,737 106.3% 13,852
Daily Pivots for day following 08-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7006 0.6978 0.6839
R3 0.6930 0.6902 0.6818
R2 0.6854 0.6854 0.6811
R1 0.6826 0.6826 0.6804 0.6840
PP 0.6778 0.6778 0.6778 0.6786
S1 0.6750 0.6750 0.6790 0.6764
S2 0.6702 0.6702 0.6783
S3 0.6626 0.6674 0.6776
S4 0.6550 0.6598 0.6755
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7459 0.7368 0.6959
R3 0.7240 0.7149 0.6899
R2 0.7020 0.7020 0.6879
R1 0.6929 0.6929 0.6859 0.6975
PP 0.6801 0.6801 0.6801 0.6823
S1 0.6710 0.6710 0.6818 0.6755
S2 0.6581 0.6581 0.6798
S3 0.6362 0.6490 0.6778
S4 0.6142 0.6271 0.6718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6881 0.6698 0.0183 2.7% 0.0093 1.4% 54% False False 2,479
10 0.6892 0.6672 0.0220 3.2% 0.0091 1.3% 57% False False 2,336
20 0.6892 0.6426 0.0466 6.9% 0.0095 1.4% 80% False False 1,388
40 0.6892 0.6225 0.0667 9.8% 0.0092 1.3% 86% False False 729
60 0.6892 0.6225 0.0667 9.8% 0.0087 1.3% 86% False False 504
80 0.7021 0.6225 0.0796 11.7% 0.0074 1.1% 72% False False 379
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7130
2.618 0.7006
1.618 0.6930
1.000 0.6883
0.618 0.6854
HIGH 0.6807
0.618 0.6778
0.500 0.6769
0.382 0.6760
LOW 0.6731
0.618 0.6684
1.000 0.6655
1.618 0.6608
2.618 0.6532
4.250 0.6408
Fisher Pivots for day following 08-Dec-2022
Pivot 1 day 3 day
R1 0.6788 0.6782
PP 0.6778 0.6767
S1 0.6769 0.6753

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

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