CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 05-Aug-2022
Day Change Summary
Previous Current
04-Aug-2022 05-Aug-2022 Change Change % Previous Week
Open 0.7000 0.6970 -0.0030 -0.4% 0.7020
High 0.7000 0.6970 -0.0030 -0.4% 0.7034
Low 0.6999 0.6891 -0.0108 -1.5% 0.6891
Close 0.6999 0.6924 -0.0075 -1.1% 0.6924
Range 0.0001 0.0079 0.0078 7,800.0% 0.0143
ATR
Volume 1 7 6 600.0% 12
Daily Pivots for day following 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7165 0.7124 0.6967
R3 0.7086 0.7045 0.6946
R2 0.7007 0.7007 0.6938
R1 0.6966 0.6966 0.6931 0.6947
PP 0.6928 0.6928 0.6928 0.6919
S1 0.6887 0.6887 0.6917 0.6868
S2 0.6849 0.6849 0.6910
S3 0.6770 0.6808 0.6902
S4 0.6691 0.6729 0.6881
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7379 0.7294 0.7003
R3 0.7236 0.7151 0.6963
R2 0.7093 0.7093 0.6950
R1 0.7008 0.7008 0.6937 0.6979
PP 0.6950 0.6950 0.6950 0.6935
S1 0.6865 0.6865 0.6911 0.6836
S2 0.6807 0.6807 0.6898
S3 0.6664 0.6722 0.6885
S4 0.6521 0.6579 0.6845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7034 0.6891 0.0143 2.1% 0.0027 0.4% 23% False True 2
10 0.7042 0.6891 0.0151 2.2% 0.0030 0.4% 22% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7306
2.618 0.7177
1.618 0.7098
1.000 0.7049
0.618 0.7019
HIGH 0.6970
0.618 0.6940
0.500 0.6931
0.382 0.6921
LOW 0.6891
0.618 0.6842
1.000 0.6812
1.618 0.6763
2.618 0.6684
4.250 0.6555
Fisher Pivots for day following 05-Aug-2022
Pivot 1 day 3 day
R1 0.6931 0.6946
PP 0.6928 0.6938
S1 0.6926 0.6931

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

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