CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 22-Mar-2023
Day Change Summary
Previous Current
21-Mar-2023 22-Mar-2023 Change Change % Previous Week
Open 0.6734 0.6791 0.0058 0.9% 0.6728
High 0.6734 0.6791 0.0058 0.9% 0.6776
Low 0.6731 0.6791 0.0061 0.9% 0.6673
Close 0.6731 0.6791 0.0061 0.9% 0.6769
Range 0.0003 0.0000 -0.0003 -100.0% 0.0103
ATR 0.0044 0.0045 0.0001 2.8% 0.0000
Volume 1 0 -1 -100.0% 0
Daily Pivots for day following 22-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6791 0.6791 0.6791
R3 0.6791 0.6791 0.6791
R2 0.6791 0.6791 0.6791
R1 0.6791 0.6791 0.6791 0.6791
PP 0.6791 0.6791 0.6791 0.6791
S1 0.6791 0.6791 0.6791 0.6791
S2 0.6791 0.6791 0.6791
S3 0.6791 0.6791 0.6791
S4 0.6791 0.6791 0.6791
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 0.6791 0.6711 0.0080 1.2% 0.0002 0.0% 100% True False
10 0.6791 0.6648 0.0143 2.1% 0.0007 0.1% 100% True False
20 0.6885 0.6648 0.0237 3.5% 0.0017 0.3% 60% False False 2
40 0.7197 0.6648 0.0549 8.1% 0.0016 0.2% 26% 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 0.6791
2.618 0.6791
1.618 0.6791
1.000 0.6791
0.618 0.6791
HIGH 0.6791
0.618 0.6791
0.500 0.6791
0.382 0.6791
LOW 0.6791
0.618 0.6791
1.000 0.6791
1.618 0.6791
2.618 0.6791
4.250 0.6791
Fisher Pivots for day following 22-Mar-2023
Pivot 1 day 3 day
R1 0.6791 0.6781
PP 0.6791 0.6771
S1 0.6791 0.6761

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

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