CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 27-Mar-2023
Day Change Summary
Previous Current
24-Mar-2023 27-Mar-2023 Change Change % Previous Week
Open 0.6704 0.6709 0.0005 0.1% 0.6777
High 0.6745 0.6709 -0.0037 -0.5% 0.6791
Low 0.6679 0.6709 0.0030 0.4% 0.6679
Close 0.6704 0.6709 0.0005 0.1% 0.6704
Range 0.0067 0.0000 -0.0067 -100.0% 0.0113
ATR 0.0047 0.0044 -0.0003 -6.4% 0.0000
Volume
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6709 0.6709 0.6709
R3 0.6709 0.6709 0.6709
R2 0.6709 0.6709 0.6709
R1 0.6709 0.6709 0.6709 0.6709
PP 0.6709 0.6709 0.6709 0.6709
S1 0.6709 0.6709 0.6709 0.6709
S2 0.6709 0.6709 0.6709
S3 0.6709 0.6709 0.6709
S4 0.6709 0.6709 0.6709
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7062 0.6995 0.6765
R3 0.6949 0.6883 0.6734
R2 0.6837 0.6837 0.6724
R1 0.6770 0.6770 0.6714 0.6747
PP 0.6724 0.6724 0.6724 0.6713
S1 0.6658 0.6658 0.6693 0.6635
S2 0.6612 0.6612 0.6683
S3 0.6499 0.6545 0.6673
S4 0.6387 0.6433 0.6642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6791 0.6679 0.0113 1.7% 0.0014 0.2% 27% False False
10 0.6791 0.6673 0.0118 1.8% 0.0008 0.1% 30% False False
20 0.6845 0.6648 0.0197 2.9% 0.0015 0.2% 31% False False 1
40 0.7196 0.6648 0.0548 8.2% 0.0017 0.3% 11% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6709
2.618 0.6709
1.618 0.6709
1.000 0.6709
0.618 0.6709
HIGH 0.6709
0.618 0.6709
0.500 0.6709
0.382 0.6709
LOW 0.6709
0.618 0.6709
1.000 0.6709
1.618 0.6709
2.618 0.6709
4.250 0.6709
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 0.6709 0.6712
PP 0.6709 0.6711
S1 0.6709 0.6710

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

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