CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 24-Mar-2023
Day Change Summary
Previous Current
23-Mar-2023 24-Mar-2023 Change Change % Previous Week
Open 0.6730 0.6726 -0.0004 -0.1% 0.6727
High 0.6763 0.6734 -0.0029 -0.4% 0.6797
Low 0.6719 0.6665 -0.0054 -0.8% 0.6665
Close 0.6719 0.6689 -0.0030 -0.4% 0.6689
Range 0.0045 0.0070 0.0025 56.2% 0.0133
ATR 0.0064 0.0064 0.0000 0.7% 0.0000
Volume 307 16 -291 -94.8% 897
Daily Pivots for day following 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6904 0.6866 0.6727
R3 0.6835 0.6797 0.6708
R2 0.6765 0.6765 0.6702
R1 0.6727 0.6727 0.6695 0.6712
PP 0.6696 0.6696 0.6696 0.6688
S1 0.6658 0.6658 0.6683 0.6642
S2 0.6626 0.6626 0.6676
S3 0.6557 0.6588 0.6670
S4 0.6487 0.6519 0.6651
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7114 0.7034 0.6762
R3 0.6982 0.6902 0.6725
R2 0.6849 0.6849 0.6713
R1 0.6769 0.6769 0.6701 0.6743
PP 0.6717 0.6717 0.6717 0.6704
S1 0.6637 0.6637 0.6677 0.6611
S2 0.6584 0.6584 0.6665
S3 0.6452 0.6504 0.6653
S4 0.6319 0.6372 0.6616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6797 0.6665 0.0133 2.0% 0.0051 0.8% 18% False True 179
10 0.6797 0.6640 0.0157 2.3% 0.0057 0.8% 31% False False 236
20 0.6822 0.6604 0.0218 3.3% 0.0047 0.7% 39% False False 154
40 0.7205 0.6604 0.0601 9.0% 0.0053 0.8% 14% False False 80
60 0.7205 0.6604 0.0601 9.0% 0.0046 0.7% 14% False False 54
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7029
2.618 0.6916
1.618 0.6846
1.000 0.6804
0.618 0.6777
HIGH 0.6734
0.618 0.6707
0.500 0.6699
0.382 0.6691
LOW 0.6665
0.618 0.6622
1.000 0.6595
1.618 0.6552
2.618 0.6483
4.250 0.6369
Fisher Pivots for day following 24-Mar-2023
Pivot 1 day 3 day
R1 0.6699 0.6731
PP 0.6696 0.6717
S1 0.6692 0.6703

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

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