CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 12-Aug-2022
Day Change Summary
Previous Current
11-Aug-2022 12-Aug-2022 Change Change % Previous Week
Open 0.7080 0.7141 0.0061 0.9% 0.6998
High 0.7122 0.7140 0.0018 0.2% 0.7140
Low 0.7080 0.7100 0.0020 0.3% 0.6975
Close 0.7122 0.7141 0.0019 0.3% 0.7141
Range 0.0042 0.0040 -0.0003 -6.0% 0.0165
ATR 0.0060 0.0058 -0.0001 -2.4% 0.0000
Volume 1 0 -1 -100.0% 8
Daily Pivots for day following 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7245 0.7233 0.7163
R3 0.7206 0.7193 0.7152
R2 0.7166 0.7166 0.7148
R1 0.7154 0.7154 0.7145 0.7161
PP 0.7127 0.7127 0.7127 0.7130
S1 0.7114 0.7114 0.7137 0.7121
S2 0.7087 0.7087 0.7134
S3 0.7048 0.7075 0.7130
S4 0.7008 0.7035 0.7119
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7580 0.7526 0.7232
R3 0.7415 0.7361 0.7186
R2 0.7250 0.7250 0.7171
R1 0.7196 0.7196 0.7156 0.7223
PP 0.7085 0.7085 0.7085 0.7099
S1 0.7031 0.7031 0.7126 0.7058
S2 0.6920 0.6920 0.7111
S3 0.6755 0.6866 0.7096
S4 0.6590 0.6701 0.7050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7140 0.6975 0.0165 2.3% 0.0016 0.2% 101% True False 1
10 0.7140 0.6891 0.0249 3.5% 0.0022 0.3% 101% True False 2
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7307
2.618 0.7243
1.618 0.7203
1.000 0.7179
0.618 0.7164
HIGH 0.7140
0.618 0.7124
0.500 0.7120
0.382 0.7115
LOW 0.7100
0.618 0.7076
1.000 0.7061
1.618 0.7036
2.618 0.6997
4.250 0.6932
Fisher Pivots for day following 12-Aug-2022
Pivot 1 day 3 day
R1 0.7134 0.7131
PP 0.7127 0.7120
S1 0.7120 0.7110

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

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