CME Australian Dollar Future September 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 0.6646 0.6637 -0.0009 -0.1% 0.6798
High 0.6675 0.6691 0.0016 0.2% 0.6798
Low 0.6635 0.6604 -0.0031 -0.5% 0.6604
Close 0.6640 0.6634 -0.0006 -0.1% 0.6634
Range 0.0040 0.0087 0.0047 116.3% 0.0194
ATR 0.0056 0.0058 0.0002 3.8% 0.0000
Volume 197 81 -116 -58.9% 668
Daily Pivots for day following 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6902 0.6854 0.6681
R3 0.6816 0.6768 0.6657
R2 0.6729 0.6729 0.6649
R1 0.6681 0.6681 0.6641 0.6662
PP 0.6643 0.6643 0.6643 0.6633
S1 0.6595 0.6595 0.6626 0.6576
S2 0.6556 0.6556 0.6618
S3 0.6470 0.6508 0.6610
S4 0.6383 0.6422 0.6586
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7261 0.7141 0.6740
R3 0.7067 0.6947 0.6687
R2 0.6873 0.6873 0.6669
R1 0.6753 0.6753 0.6651 0.6716
PP 0.6679 0.6679 0.6679 0.6660
S1 0.6559 0.6559 0.6616 0.6522
S2 0.6485 0.6485 0.6598
S3 0.6291 0.6365 0.6580
S4 0.6097 0.6171 0.6527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6798 0.6604 0.0194 2.9% 0.0070 1.1% 15% False True 133
10 0.6822 0.6604 0.0218 3.3% 0.0038 0.6% 14% False True 73
20 0.7039 0.6604 0.0435 6.6% 0.0049 0.7% 7% False True 40
40 0.7205 0.6604 0.0601 9.1% 0.0045 0.7% 5% False True 23
60 0.7205 0.6604 0.0601 9.1% 0.0040 0.6% 5% False True 15
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7058
2.618 0.6917
1.618 0.6830
1.000 0.6777
0.618 0.6744
HIGH 0.6691
0.618 0.6657
0.500 0.6647
0.382 0.6637
LOW 0.6604
0.618 0.6551
1.000 0.6518
1.618 0.6464
2.618 0.6378
4.250 0.6236
Fisher Pivots for day following 10-Mar-2023
Pivot 1 day 3 day
R1 0.6647 0.6647
PP 0.6643 0.6643
S1 0.6638 0.6638

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

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