CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 30-Mar-2023
Day Change Summary
Previous Current
29-Mar-2023 30-Mar-2023 Change Change % Previous Week
Open 0.6717 0.6719 0.0002 0.0% 0.6727
High 0.6723 0.6753 0.0030 0.4% 0.6797
Low 0.6717 0.6719 0.0002 0.0% 0.6665
Close 0.6721 0.6750 0.0029 0.4% 0.6689
Range 0.0007 0.0034 0.0028 423.1% 0.0133
ATR 0.0058 0.0056 -0.0002 -2.9% 0.0000
Volume 10 11 1 10.0% 897
Daily Pivots for day following 30-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6842 0.6830 0.6769
R3 0.6808 0.6796 0.6759
R2 0.6774 0.6774 0.6756
R1 0.6762 0.6762 0.6753 0.6768
PP 0.6740 0.6740 0.6740 0.6743
S1 0.6728 0.6728 0.6747 0.6734
S2 0.6706 0.6706 0.6744
S3 0.6672 0.6694 0.6741
S4 0.6638 0.6660 0.6731
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 0.6753 0.6665 0.0088 1.3% 0.0031 0.5% 97% True False 29
10 0.6797 0.6665 0.0133 2.0% 0.0037 0.5% 65% False False 134
20 0.6822 0.6604 0.0218 3.2% 0.0050 0.7% 67% False False 157
40 0.7133 0.6604 0.0529 7.8% 0.0051 0.8% 28% False False 83
60 0.7205 0.6604 0.0601 8.9% 0.0043 0.6% 24% False False 56
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6897
2.618 0.6842
1.618 0.6808
1.000 0.6787
0.618 0.6774
HIGH 0.6753
0.618 0.6740
0.500 0.6736
0.382 0.6731
LOW 0.6719
0.618 0.6697
1.000 0.6685
1.618 0.6663
2.618 0.6629
4.250 0.6574
Fisher Pivots for day following 30-Mar-2023
Pivot 1 day 3 day
R1 0.6745 0.6745
PP 0.6740 0.6739
S1 0.6736 0.6734

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

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