CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 30-Aug-2022
Day Change Summary
Previous Current
29-Aug-2022 30-Aug-2022 Change Change % Previous Week
Open 0.6906 0.6901 -0.0006 -0.1% 0.6900
High 0.6915 0.6901 -0.0014 -0.2% 0.7021
Low 0.6906 0.6872 -0.0035 -0.5% 0.6885
Close 0.6915 0.6872 -0.0043 -0.6% 0.6906
Range 0.0009 0.0029 0.0021 241.2% 0.0137
ATR 0.0053 0.0053 -0.0001 -1.4% 0.0000
Volume 12 13 1 8.3% 13
Daily Pivots for day following 30-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.6968 0.6949 0.6887
R3 0.6939 0.6920 0.6879
R2 0.6910 0.6910 0.6877
R1 0.6891 0.6891 0.6874 0.6886
PP 0.6881 0.6881 0.6881 0.6879
S1 0.6862 0.6862 0.6869 0.6857
S2 0.6852 0.6852 0.6866
S3 0.6823 0.6833 0.6864
S4 0.6794 0.6804 0.6856
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7347 0.7263 0.6981
R3 0.7210 0.7126 0.6944
R2 0.7074 0.7074 0.6931
R1 0.6990 0.6990 0.6919 0.7032
PP 0.6937 0.6937 0.6937 0.6958
S1 0.6853 0.6853 0.6893 0.6895
S2 0.6801 0.6801 0.6881
S3 0.6664 0.6717 0.6868
S4 0.6528 0.6580 0.6831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7021 0.6872 0.0150 2.2% 0.0030 0.4% 0% False True 7
10 0.7021 0.6872 0.0150 2.2% 0.0020 0.3% 0% False True 3
20 0.7140 0.6872 0.0268 3.9% 0.0018 0.3% 0% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7024
2.618 0.6976
1.618 0.6947
1.000 0.6930
0.618 0.6918
HIGH 0.6901
0.618 0.6889
0.500 0.6886
0.382 0.6883
LOW 0.6872
0.618 0.6854
1.000 0.6843
1.618 0.6825
2.618 0.6796
4.250 0.6748
Fisher Pivots for day following 30-Aug-2022
Pivot 1 day 3 day
R1 0.6886 0.6946
PP 0.6881 0.6921
S1 0.6876 0.6896

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

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