CME Australian Dollar Future December 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 0.6769 0.6777 0.0008 0.1% 0.6728
High 0.6776 0.6777 0.0001 0.0% 0.6776
Low 0.6769 0.6777 0.0008 0.1% 0.6673
Close 0.6769 0.6777 0.0008 0.1% 0.6769
Range 0.0007 0.0000 -0.0007 -100.0% 0.0103
ATR 0.0046 0.0043 -0.0003 -5.9% 0.0000
Volume
Daily Pivots for day following 20-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6777 0.6777 0.6777
R3 0.6777 0.6777 0.6777
R2 0.6777 0.6777 0.6777
R1 0.6777 0.6777 0.6777 0.6777
PP 0.6777 0.6777 0.6777 0.6777
S1 0.6777 0.6777 0.6777 0.6777
S2 0.6777 0.6777 0.6777
S3 0.6777 0.6777 0.6777
S4 0.6777 0.6777 0.6777
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7047 0.7010 0.6825
R3 0.6944 0.6908 0.6797
R2 0.6842 0.6842 0.6787
R1 0.6805 0.6805 0.6778 0.6823
PP 0.6739 0.6739 0.6739 0.6748
S1 0.6703 0.6703 0.6759 0.6721
S2 0.6637 0.6637 0.6750
S3 0.6534 0.6600 0.6740
S4 0.6432 0.6498 0.6712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6777 0.6673 0.0104 1.5% 0.0001 0.0% 100% True False
10 0.6777 0.6648 0.0129 1.9% 0.0013 0.2% 100% True False 1
20 0.6918 0.6648 0.0270 4.0% 0.0017 0.3% 48% False False 2
40 0.7197 0.6648 0.0549 8.1% 0.0017 0.3% 23% False False 1
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6777
2.618 0.6777
1.618 0.6777
1.000 0.6777
0.618 0.6777
HIGH 0.6777
0.618 0.6777
0.500 0.6777
0.382 0.6777
LOW 0.6777
0.618 0.6777
1.000 0.6777
1.618 0.6777
2.618 0.6777
4.250 0.6777
Fisher Pivots for day following 20-Mar-2023
Pivot 1 day 3 day
R1 0.6777 0.6766
PP 0.6777 0.6755
S1 0.6777 0.6744

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

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