CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 14-Sep-2022
Day Change Summary
Previous Current
13-Sep-2022 14-Sep-2022 Change Change % Previous Week
Open 0.6922 0.6735 -0.0187 -2.7% 0.6782
High 0.6925 0.6766 -0.0159 -2.3% 0.6898
Low 0.6763 0.6735 -0.0028 -0.4% 0.6728
Close 0.6763 0.6766 0.0003 0.0% 0.6866
Range 0.0162 0.0031 -0.0131 -80.9% 0.0171
ATR 0.0065 0.0063 -0.0002 -3.8% 0.0000
Volume 13 2 -11 -84.6% 20
Daily Pivots for day following 14-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6849 0.6838 0.6783
R3 0.6818 0.6807 0.6775
R2 0.6787 0.6787 0.6772
R1 0.6776 0.6776 0.6769 0.6782
PP 0.6756 0.6756 0.6756 0.6758
S1 0.6745 0.6745 0.6763 0.6751
S2 0.6725 0.6725 0.6760
S3 0.6694 0.6714 0.6757
S4 0.6663 0.6683 0.6749
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7342 0.7275 0.6960
R3 0.7172 0.7104 0.6913
R2 0.7001 0.7001 0.6897
R1 0.6934 0.6934 0.6882 0.6967
PP 0.6831 0.6831 0.6831 0.6847
S1 0.6763 0.6763 0.6850 0.6797
S2 0.6660 0.6660 0.6835
S3 0.6490 0.6593 0.6819
S4 0.6319 0.6422 0.6772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6925 0.6735 0.0190 2.8% 0.0069 1.0% 16% False True 5
10 0.6925 0.6728 0.0198 2.9% 0.0053 0.8% 19% False False 4
20 0.7021 0.6728 0.0294 4.3% 0.0037 0.5% 13% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.6898
2.618 0.6847
1.618 0.6816
1.000 0.6797
0.618 0.6785
HIGH 0.6766
0.618 0.6754
0.500 0.6751
0.382 0.6747
LOW 0.6735
0.618 0.6716
1.000 0.6704
1.618 0.6685
2.618 0.6654
4.250 0.6603
Fisher Pivots for day following 14-Sep-2022
Pivot 1 day 3 day
R1 0.6761 0.6830
PP 0.6756 0.6809
S1 0.6751 0.6787

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

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