CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 21-Mar-2023
Day Change Summary
Previous Current
20-Mar-2023 21-Mar-2023 Change Change % Previous Week
Open 0.6777 0.6734 -0.0043 -0.6% 0.6728
High 0.6777 0.6734 -0.0043 -0.6% 0.6776
Low 0.6777 0.6731 -0.0046 -0.7% 0.6673
Close 0.6777 0.6731 -0.0046 -0.7% 0.6769
Range 0.0000 0.0003 0.0003 0.0103
ATR 0.0043 0.0044 0.0000 0.4% 0.0000
Volume 0 1 1 0
Daily Pivots for day following 21-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6741 0.6739 0.6732
R3 0.6738 0.6736 0.6731
R2 0.6735 0.6735 0.6731
R1 0.6733 0.6733 0.6731 0.6732
PP 0.6732 0.6732 0.6732 0.6731
S1 0.6730 0.6730 0.6730 0.6729
S2 0.6729 0.6729 0.6730
S3 0.6726 0.6727 0.6730
S4 0.6723 0.6724 0.6729
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% 0.0002 0.0% 56% False False
10 0.6777 0.6648 0.0129 1.9% 0.0008 0.1% 64% False False
20 0.6885 0.6648 0.0237 3.5% 0.0017 0.3% 35% False False 2
40 0.7197 0.6648 0.0549 8.2% 0.0017 0.3% 15% False False 1
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6746
2.618 0.6741
1.618 0.6738
1.000 0.6737
0.618 0.6735
HIGH 0.6734
0.618 0.6732
0.500 0.6732
0.382 0.6732
LOW 0.6731
0.618 0.6729
1.000 0.6728
1.618 0.6726
2.618 0.6723
4.250 0.6718
Fisher Pivots for day following 21-Mar-2023
Pivot 1 day 3 day
R1 0.6732 0.6754
PP 0.6732 0.6746
S1 0.6731 0.6738

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

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