CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 13-Mar-2023
Day Change Summary
Previous Current
10-Mar-2023 13-Mar-2023 Change Change % Previous Week
Open 0.6590 0.6596 0.0006 0.1% 0.6760
High 0.6640 0.6678 0.0038 0.6% 0.6771
Low 0.6564 0.6596 0.0033 0.5% 0.6564
Close 0.6584 0.6666 0.0082 1.2% 0.6584
Range 0.0077 0.0082 0.0006 7.2% 0.0208
ATR 0.0081 0.0082 0.0001 1.2% 0.0000
Volume 36,801 1,578 -35,223 -95.7% 612,540
Daily Pivots for day following 13-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6893 0.6861 0.6711
R3 0.6811 0.6779 0.6688
R2 0.6729 0.6729 0.6681
R1 0.6697 0.6697 0.6673 0.6713
PP 0.6647 0.6647 0.6647 0.6654
S1 0.6615 0.6615 0.6658 0.6631
S2 0.6565 0.6565 0.6650
S3 0.6483 0.6533 0.6643
S4 0.6401 0.6451 0.6620
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 0.6749 0.6564 0.0186 2.8% 0.0090 1.3% 55% False False 107,103
10 0.6786 0.6564 0.0223 3.3% 0.0075 1.1% 46% False False 92,974
20 0.7038 0.6564 0.0474 7.1% 0.0080 1.2% 22% False False 90,167
40 0.7169 0.6564 0.0605 9.1% 0.0083 1.2% 17% False False 88,830
60 0.7169 0.6564 0.0605 9.1% 0.0088 1.3% 17% False False 85,131
80 0.7169 0.6564 0.0605 9.1% 0.0088 1.3% 17% False False 65,546
100 0.7169 0.6244 0.0925 13.9% 0.0089 1.3% 46% False False 52,455
120 0.7169 0.6225 0.0944 14.2% 0.0089 1.3% 47% False False 43,722
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7027
2.618 0.6893
1.618 0.6811
1.000 0.6760
0.618 0.6729
HIGH 0.6678
0.618 0.6647
0.500 0.6637
0.382 0.6627
LOW 0.6596
0.618 0.6545
1.000 0.6514
1.618 0.6463
2.618 0.6381
4.250 0.6248
Fisher Pivots for day following 13-Mar-2023
Pivot 1 day 3 day
R1 0.6656 0.6651
PP 0.6647 0.6636
S1 0.6637 0.6621

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

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