CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 24-Aug-2022
Day Change Summary
Previous Current
23-Aug-2022 24-Aug-2022 Change Change % Previous Week
Open 0.6900 0.6918 0.0018 0.3% 0.7035
High 0.6932 0.6918 -0.0014 -0.2% 0.7040
Low 0.6900 0.6918 0.0018 0.3% 0.6879
Close 0.6932 0.6918 -0.0014 -0.2% 0.6882
Range 0.0032 0.0000 -0.0032 -100.0% 0.0161
ATR 0.0053 0.0051 -0.0003 -5.3% 0.0000
Volume 1 0 -1 -100.0% 0
Daily Pivots for day following 24-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.6918 0.6918 0.6918
R3 0.6918 0.6918 0.6918
R2 0.6918 0.6918 0.6918
R1 0.6918 0.6918 0.6918 0.6918
PP 0.6918 0.6918 0.6918 0.6918
S1 0.6918 0.6918 0.6918 0.6918
S2 0.6918 0.6918 0.6918
S3 0.6918 0.6918 0.6918
S4 0.6918 0.6918 0.6918
Weekly Pivots for week ending 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7416 0.7310 0.6971
R3 0.7255 0.7149 0.6926
R2 0.7094 0.7094 0.6912
R1 0.6988 0.6988 0.6897 0.6961
PP 0.6933 0.6933 0.6933 0.6920
S1 0.6827 0.6827 0.6867 0.6800
S2 0.6772 0.6772 0.6852
S3 0.6611 0.6666 0.6838
S4 0.6450 0.6505 0.6793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6935 0.6879 0.0056 0.8% 0.0010 0.1% 71% False False
10 0.7140 0.6879 0.0261 3.8% 0.0013 0.2% 15% False False
20 0.7140 0.6879 0.0261 3.8% 0.0020 0.3% 15% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6918
2.618 0.6918
1.618 0.6918
1.000 0.6918
0.618 0.6918
HIGH 0.6918
0.618 0.6918
0.500 0.6918
0.382 0.6918
LOW 0.6918
0.618 0.6918
1.000 0.6918
1.618 0.6918
2.618 0.6918
4.250 0.6918
Fisher Pivots for day following 24-Aug-2022
Pivot 1 day 3 day
R1 0.6918 0.6915
PP 0.6918 0.6911
S1 0.6918 0.6908

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

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