CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 11-Aug-2022
Day Change Summary
Previous Current
10-Aug-2022 11-Aug-2022 Change Change % Previous Week
Open 0.7103 0.7080 -0.0023 -0.3% 0.7020
High 0.7103 0.7122 0.0019 0.3% 0.7034
Low 0.7103 0.7080 -0.0023 -0.3% 0.6891
Close 0.7103 0.7122 0.0019 0.3% 0.6924
Range 0.0000 0.0042 0.0042 0.0143
ATR 0.0061 0.0060 -0.0001 -2.2% 0.0000
Volume 0 1 1 12
Daily Pivots for day following 11-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7234 0.7220 0.7145
R3 0.7192 0.7178 0.7134
R2 0.7150 0.7150 0.7130
R1 0.7136 0.7136 0.7126 0.7143
PP 0.7108 0.7108 0.7108 0.7112
S1 0.7094 0.7094 0.7118 0.7101
S2 0.7066 0.7066 0.7114
S3 0.7024 0.7052 0.7110
S4 0.6982 0.7010 0.7099
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 0.7122 0.6891 0.0231 3.2% 0.0024 0.3% 100% True False 3
10 0.7122 0.6891 0.0231 3.2% 0.0029 0.4% 100% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7301
2.618 0.7232
1.618 0.7190
1.000 0.7164
0.618 0.7148
HIGH 0.7122
0.618 0.7106
0.500 0.7101
0.382 0.7096
LOW 0.7080
0.618 0.7054
1.000 0.7038
1.618 0.7012
2.618 0.6970
4.250 0.6902
Fisher Pivots for day following 11-Aug-2022
Pivot 1 day 3 day
R1 0.7115 0.7097
PP 0.7108 0.7073
S1 0.7101 0.7048

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

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