CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 14-Mar-2023
Day Change Summary
Previous Current
13-Mar-2023 14-Mar-2023 Change Change % Previous Week
Open 0.6671 0.6697 0.0026 0.4% 0.6798
High 0.6784 0.6729 -0.0055 -0.8% 0.6798
Low 0.6671 0.6684 0.0013 0.2% 0.6604
Close 0.6715 0.6729 0.0014 0.2% 0.6634
Range 0.0113 0.0045 -0.0068 -60.4% 0.0194
ATR 0.0065 0.0063 -0.0001 -2.2% 0.0000
Volume 246 71 -175 -71.1% 668
Daily Pivots for day following 14-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6847 0.6832 0.6753
R3 0.6803 0.6788 0.6741
R2 0.6758 0.6758 0.6737
R1 0.6743 0.6743 0.6733 0.6751
PP 0.6714 0.6714 0.6714 0.6717
S1 0.6699 0.6699 0.6724 0.6706
S2 0.6669 0.6669 0.6720
S3 0.6625 0.6654 0.6716
S4 0.6580 0.6610 0.6704
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 0.6784 0.6604 0.0180 2.7% 0.0065 1.0% 69% False False 175
10 0.6822 0.6604 0.0218 3.2% 0.0054 0.8% 57% False False 105
20 0.7039 0.6604 0.0435 6.5% 0.0052 0.8% 29% False False 55
40 0.7205 0.6604 0.0601 8.9% 0.0045 0.7% 21% False False 30
60 0.7205 0.6604 0.0601 8.9% 0.0041 0.6% 21% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6918
2.618 0.6845
1.618 0.6801
1.000 0.6773
0.618 0.6756
HIGH 0.6729
0.618 0.6712
0.500 0.6706
0.382 0.6701
LOW 0.6684
0.618 0.6656
1.000 0.6640
1.618 0.6612
2.618 0.6567
4.250 0.6495
Fisher Pivots for day following 14-Mar-2023
Pivot 1 day 3 day
R1 0.6721 0.6717
PP 0.6714 0.6705
S1 0.6706 0.6694

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

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