CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 10-Mar-2023
Day Change Summary
Previous Current
09-Mar-2023 10-Mar-2023 Change Change % Previous Week
Open 0.6590 0.6590 0.0001 0.0% 0.6760
High 0.6637 0.6640 0.0004 0.1% 0.6771
Low 0.6576 0.6564 -0.0013 -0.2% 0.6564
Close 0.6588 0.6584 -0.0004 -0.1% 0.6584
Range 0.0061 0.0077 0.0016 26.4% 0.0208
ATR 0.0081 0.0081 0.0000 -0.4% 0.0000
Volume 112,023 36,801 -75,222 -67.1% 612,540
Daily Pivots for day following 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6825 0.6781 0.6626
R3 0.6749 0.6704 0.6605
R2 0.6672 0.6672 0.6598
R1 0.6628 0.6628 0.6591 0.6612
PP 0.6596 0.6596 0.6596 0.6588
S1 0.6551 0.6551 0.6576 0.6535
S2 0.6519 0.6519 0.6569
S3 0.6443 0.6475 0.6562
S4 0.6366 0.6398 0.6541
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7262 0.7130 0.6698
R3 0.7054 0.6923 0.6641
R2 0.6847 0.6847 0.6622
R1 0.6715 0.6715 0.6603 0.6677
PP 0.6639 0.6639 0.6639 0.6620
S1 0.6508 0.6508 0.6564 0.6470
S2 0.6432 0.6432 0.6545
S3 0.6224 0.6300 0.6526
S4 0.6017 0.6093 0.6469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6771 0.6564 0.0208 3.2% 0.0084 1.3% 10% False True 122,508
10 0.6786 0.6564 0.0223 3.4% 0.0072 1.1% 9% False True 99,877
20 0.7038 0.6564 0.0474 7.2% 0.0078 1.2% 4% False True 93,784
40 0.7169 0.6564 0.0605 9.2% 0.0084 1.3% 3% False True 91,330
60 0.7169 0.6564 0.0605 9.2% 0.0089 1.4% 3% False True 86,479
80 0.7169 0.6564 0.0605 9.2% 0.0088 1.3% 3% False True 65,527
100 0.7169 0.6244 0.0925 14.1% 0.0089 1.3% 37% False False 52,439
120 0.7169 0.6225 0.0944 14.3% 0.0089 1.3% 38% False False 43,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6965
2.618 0.6840
1.618 0.6764
1.000 0.6717
0.618 0.6687
HIGH 0.6640
0.618 0.6611
0.500 0.6602
0.382 0.6593
LOW 0.6564
0.618 0.6516
1.000 0.6487
1.618 0.6440
2.618 0.6363
4.250 0.6238
Fisher Pivots for day following 10-Mar-2023
Pivot 1 day 3 day
R1 0.6602 0.6602
PP 0.6596 0.6596
S1 0.6590 0.6590

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

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