CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 15-Mar-2023
Day Change Summary
Previous Current
14-Mar-2023 15-Mar-2023 Change Change % Previous Week
Open 0.6697 0.6747 0.0051 0.8% 0.6798
High 0.6729 0.6747 0.0019 0.3% 0.6798
Low 0.6684 0.6640 -0.0044 -0.7% 0.6604
Close 0.6729 0.6665 -0.0064 -0.9% 0.6634
Range 0.0045 0.0107 0.0063 140.4% 0.0194
ATR 0.0063 0.0067 0.0003 4.9% 0.0000
Volume 71 518 447 629.6% 668
Daily Pivots for day following 15-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7005 0.6942 0.6724
R3 0.6898 0.6835 0.6694
R2 0.6791 0.6791 0.6685
R1 0.6728 0.6728 0.6675 0.6706
PP 0.6684 0.6684 0.6684 0.6673
S1 0.6621 0.6621 0.6655 0.6599
S2 0.6577 0.6577 0.6645
S3 0.6470 0.6514 0.6636
S4 0.6363 0.6407 0.6606
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% 0.0078 1.2% 34% False False 222
10 0.6822 0.6604 0.0218 3.3% 0.0064 1.0% 28% False False 157
20 0.7025 0.6604 0.0421 6.3% 0.0055 0.8% 14% False False 80
40 0.7205 0.6604 0.0601 9.0% 0.0048 0.7% 10% False False 43
60 0.7205 0.6604 0.0601 9.0% 0.0043 0.6% 10% False False 29
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7202
2.618 0.7027
1.618 0.6920
1.000 0.6854
0.618 0.6813
HIGH 0.6747
0.618 0.6706
0.500 0.6694
0.382 0.6681
LOW 0.6640
0.618 0.6574
1.000 0.6533
1.618 0.6467
2.618 0.6360
4.250 0.6185
Fisher Pivots for day following 15-Mar-2023
Pivot 1 day 3 day
R1 0.6694 0.6712
PP 0.6684 0.6696
S1 0.6675 0.6681

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

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