CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 03-Mar-2023
Day Change Summary
Previous Current
02-Mar-2023 03-Mar-2023 Change Change % Previous Week
Open 0.6767 0.6822 0.0055 0.8% 0.6782
High 0.6782 0.6822 0.0040 0.6% 0.6822
Low 0.6762 0.6817 0.0055 0.8% 0.6762
Close 0.6777 0.6817 0.0041 0.6% 0.6817
Range 0.0020 0.0005 -0.0015 -75.0% 0.0060
ATR 0.0052 0.0052 0.0000 -0.9% 0.0000
Volume 67 1 -66 -98.5% 70
Daily Pivots for day following 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6834 0.6830 0.6820
R3 0.6829 0.6825 0.6818
R2 0.6824 0.6824 0.6818
R1 0.6820 0.6820 0.6817 0.6820
PP 0.6819 0.6819 0.6819 0.6818
S1 0.6815 0.6815 0.6817 0.6815
S2 0.6814 0.6814 0.6816
S3 0.6809 0.6810 0.6816
S4 0.6804 0.6805 0.6814
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6980 0.6959 0.6850
R3 0.6920 0.6899 0.6834
R2 0.6860 0.6860 0.6828
R1 0.6839 0.6839 0.6823 0.6850
PP 0.6800 0.6800 0.6800 0.6806
S1 0.6779 0.6779 0.6812 0.6790
S2 0.6740 0.6740 0.6806
S3 0.6680 0.6719 0.6801
S4 0.6620 0.6659 0.6784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6822 0.6762 0.0060 0.9% 0.0006 0.1% 92% True False 14
10 0.6965 0.6762 0.0203 3.0% 0.0031 0.5% 27% False False 8
20 0.7133 0.6762 0.0371 5.4% 0.0052 0.8% 15% False False 9
40 0.7205 0.6762 0.0443 6.5% 0.0040 0.6% 12% False False 6
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6843
2.618 0.6835
1.618 0.6830
1.000 0.6827
0.618 0.6825
HIGH 0.6822
0.618 0.6820
0.500 0.6820
0.382 0.6819
LOW 0.6817
0.618 0.6814
1.000 0.6812
1.618 0.6809
2.618 0.6804
4.250 0.6796
Fisher Pivots for day following 03-Mar-2023
Pivot 1 day 3 day
R1 0.6820 0.6809
PP 0.6819 0.6800
S1 0.6818 0.6792

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

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