CME Australian Dollar Future September 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 0.6637 0.6671 0.0034 0.5% 0.6798
High 0.6691 0.6784 0.0093 1.4% 0.6798
Low 0.6604 0.6671 0.0067 1.0% 0.6604
Close 0.6634 0.6715 0.0082 1.2% 0.6634
Range 0.0087 0.0113 0.0026 30.1% 0.0194
ATR 0.0058 0.0065 0.0007 11.2% 0.0000
Volume 81 246 165 203.7% 668
Daily Pivots for day following 13-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7061 0.7000 0.6777
R3 0.6948 0.6888 0.6746
R2 0.6836 0.6836 0.6736
R1 0.6775 0.6775 0.6725 0.6806
PP 0.6723 0.6723 0.6723 0.6738
S1 0.6663 0.6663 0.6705 0.6693
S2 0.6611 0.6611 0.6694
S3 0.6498 0.6550 0.6684
S4 0.6386 0.6438 0.6653
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 0.6792 0.6604 0.0188 2.8% 0.0087 1.3% 59% False False 178
10 0.6822 0.6604 0.0218 3.2% 0.0049 0.7% 51% False False 98
20 0.7039 0.6604 0.0435 6.5% 0.0053 0.8% 26% False False 52
40 0.7205 0.6604 0.0601 9.0% 0.0046 0.7% 18% False False 29
60 0.7205 0.6604 0.0601 9.0% 0.0041 0.6% 18% False False 19
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7262
2.618 0.7078
1.618 0.6966
1.000 0.6896
0.618 0.6853
HIGH 0.6784
0.618 0.6741
0.500 0.6727
0.382 0.6714
LOW 0.6671
0.618 0.6601
1.000 0.6559
1.618 0.6489
2.618 0.6376
4.250 0.6193
Fisher Pivots for day following 13-Mar-2023
Pivot 1 day 3 day
R1 0.6727 0.6708
PP 0.6723 0.6701
S1 0.6719 0.6694

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

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