CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 06-Mar-2023
Day Change Summary
Previous Current
03-Mar-2023 06-Mar-2023 Change Change % Previous Week
Open 0.6822 0.6798 -0.0024 -0.4% 0.6782
High 0.6822 0.6798 -0.0024 -0.4% 0.6822
Low 0.6817 0.6770 -0.0048 -0.7% 0.6762
Close 0.6817 0.6770 -0.0048 -0.7% 0.6817
Range 0.0005 0.0029 0.0024 470.0% 0.0060
ATR 0.0052 0.0051 0.0000 -0.6% 0.0000
Volume 1 24 23 2,300.0% 70
Daily Pivots for day following 06-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6865 0.6846 0.6785
R3 0.6836 0.6817 0.6777
R2 0.6808 0.6808 0.6775
R1 0.6789 0.6789 0.6772 0.6784
PP 0.6779 0.6779 0.6779 0.6777
S1 0.6760 0.6760 0.6767 0.6755
S2 0.6751 0.6751 0.6764
S3 0.6722 0.6732 0.6762
S4 0.6694 0.6703 0.6754
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% 0.0012 0.2% 13% False False 18
10 0.6965 0.6762 0.0203 3.0% 0.0027 0.4% 4% False False 10
20 0.7054 0.6762 0.0292 4.3% 0.0046 0.7% 3% False False 10
40 0.7205 0.6762 0.0443 6.5% 0.0041 0.6% 2% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6919
2.618 0.6873
1.618 0.6844
1.000 0.6827
0.618 0.6816
HIGH 0.6798
0.618 0.6787
0.500 0.6784
0.382 0.6780
LOW 0.6770
0.618 0.6752
1.000 0.6741
1.618 0.6723
2.618 0.6695
4.250 0.6648
Fisher Pivots for day following 06-Mar-2023
Pivot 1 day 3 day
R1 0.6784 0.6792
PP 0.6779 0.6785
S1 0.6774 0.6777

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

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