CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 20-Mar-2023
Day Change Summary
Previous Current
17-Mar-2023 20-Mar-2023 Change Change % Previous Week
Open 0.6758 0.6727 -0.0032 -0.5% 0.6671
High 0.6763 0.6763 0.0000 0.0% 0.6784
Low 0.6734 0.6717 -0.0017 -0.3% 0.6640
Close 0.6754 0.6760 0.0006 0.1% 0.6754
Range 0.0029 0.0046 0.0017 58.6% 0.0144
ATR 0.0065 0.0064 -0.0001 -2.1% 0.0000
Volume 316 249 -67 -21.2% 1,464
Daily Pivots for day following 20-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6885 0.6868 0.6785
R3 0.6839 0.6822 0.6772
R2 0.6793 0.6793 0.6768
R1 0.6776 0.6776 0.6764 0.6784
PP 0.6747 0.6747 0.6747 0.6751
S1 0.6730 0.6730 0.6755 0.6738
S2 0.6701 0.6701 0.6751
S3 0.6655 0.6684 0.6747
S4 0.6609 0.6638 0.6734
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7156 0.7098 0.6832
R3 0.7013 0.6955 0.6793
R2 0.6869 0.6869 0.6780
R1 0.6811 0.6811 0.6767 0.6840
PP 0.6726 0.6726 0.6726 0.6740
S1 0.6668 0.6668 0.6740 0.6697
S2 0.6582 0.6582 0.6727
S3 0.6439 0.6524 0.6714
S4 0.6295 0.6381 0.6675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6763 0.6640 0.0123 1.8% 0.0049 0.7% 97% True False 293
10 0.6792 0.6604 0.0188 2.8% 0.0068 1.0% 83% False False 235
20 0.6965 0.6604 0.0361 5.3% 0.0047 0.7% 43% False False 123
40 0.7205 0.6604 0.0601 8.9% 0.0049 0.7% 26% False False 64
60 0.7205 0.6604 0.0601 8.9% 0.0043 0.6% 26% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6959
2.618 0.6883
1.618 0.6837
1.000 0.6809
0.618 0.6791
HIGH 0.6763
0.618 0.6745
0.500 0.6740
0.382 0.6735
LOW 0.6717
0.618 0.6689
1.000 0.6671
1.618 0.6643
2.618 0.6597
4.250 0.6522
Fisher Pivots for day following 20-Mar-2023
Pivot 1 day 3 day
R1 0.6753 0.6748
PP 0.6747 0.6737
S1 0.6740 0.6726

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

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