CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 14-Mar-2023
Day Change Summary
Previous Current
13-Mar-2023 14-Mar-2023 Change Change % Previous Week
Open 0.6728 0.6744 0.0017 0.2% 0.6820
High 0.6728 0.6744 0.0017 0.2% 0.6820
Low 0.6728 0.6744 0.0017 0.2% 0.6648
Close 0.6728 0.6744 0.0017 0.2% 0.6655
Range
ATR 0.0045 0.0043 -0.0002 -4.5% 0.0000
Volume
Daily Pivots for day following 14-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6744 0.6744 0.6744
R3 0.6744 0.6744 0.6744
R2 0.6744 0.6744 0.6744
R1 0.6744 0.6744 0.6744 0.6744
PP 0.6744 0.6744 0.6744 0.6744
S1 0.6744 0.6744 0.6744 0.6744
S2 0.6744 0.6744 0.6744
S3 0.6744 0.6744 0.6744
S4 0.6744 0.6744 0.6744
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7224 0.7111 0.6750
R3 0.7052 0.6939 0.6702
R2 0.6880 0.6880 0.6687
R1 0.6767 0.6767 0.6671 0.6738
PP 0.6708 0.6708 0.6708 0.6693
S1 0.6595 0.6595 0.6639 0.6566
S2 0.6536 0.6536 0.6623
S3 0.6364 0.6423 0.6608
S4 0.6192 0.6251 0.6560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6744 0.6648 0.0096 1.4% 0.0014 0.2% 100% True False 1
10 0.6845 0.6648 0.0197 2.9% 0.0020 0.3% 49% False False 3
20 0.7056 0.6648 0.0408 6.0% 0.0021 0.3% 24% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Fibonacci Retracements and Extensions
4.250 0.6744
2.618 0.6744
1.618 0.6744
1.000 0.6744
0.618 0.6744
HIGH 0.6744
0.618 0.6744
0.500 0.6744
0.382 0.6744
LOW 0.6744
0.618 0.6744
1.000 0.6744
1.618 0.6744
2.618 0.6744
4.250 0.6744
Fisher Pivots for day following 14-Mar-2023
Pivot 1 day 3 day
R1 0.6744 0.6728
PP 0.6744 0.6712
S1 0.6744 0.6696

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

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