CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 29-Mar-2023
Day Change Summary
Previous Current
28-Mar-2023 29-Mar-2023 Change Change % Previous Week
Open 0.6715 0.6717 0.0002 0.0% 0.6727
High 0.6752 0.6723 -0.0029 -0.4% 0.6797
Low 0.6715 0.6717 0.0002 0.0% 0.6665
Close 0.6745 0.6721 -0.0024 -0.3% 0.6689
Range 0.0037 0.0007 -0.0030 -82.2% 0.0133
ATR 0.0060 0.0058 -0.0002 -3.8% 0.0000
Volume 6 10 4 66.7% 897
Daily Pivots for day following 29-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6740 0.6737 0.6725
R3 0.6733 0.6730 0.6723
R2 0.6727 0.6727 0.6722
R1 0.6724 0.6724 0.6722 0.6725
PP 0.6720 0.6720 0.6720 0.6721
S1 0.6717 0.6717 0.6720 0.6719
S2 0.6714 0.6714 0.6720
S3 0.6707 0.6711 0.6719
S4 0.6701 0.6704 0.6717
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 0.6763 0.6665 0.0099 1.5% 0.0033 0.5% 57% False False 88
10 0.6797 0.6665 0.0133 2.0% 0.0035 0.5% 43% False False 164
20 0.6822 0.6604 0.0218 3.2% 0.0050 0.7% 54% False False 160
40 0.7205 0.6604 0.0601 8.9% 0.0052 0.8% 19% False False 83
60 0.7205 0.6604 0.0601 8.9% 0.0045 0.7% 19% False False 56
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6751
2.618 0.6740
1.618 0.6734
1.000 0.6730
0.618 0.6727
HIGH 0.6723
0.618 0.6721
0.500 0.6720
0.382 0.6719
LOW 0.6717
0.618 0.6712
1.000 0.6710
1.618 0.6706
2.618 0.6699
4.250 0.6689
Fisher Pivots for day following 29-Mar-2023
Pivot 1 day 3 day
R1 0.6721 0.6720
PP 0.6720 0.6719
S1 0.6720 0.6718

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

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