CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 15-Sep-2022
Day Change Summary
Previous Current
14-Sep-2022 15-Sep-2022 Change Change % Previous Week
Open 0.6735 0.6730 -0.0006 -0.1% 0.6782
High 0.6766 0.6730 -0.0037 -0.5% 0.6898
Low 0.6735 0.6730 -0.0006 -0.1% 0.6728
Close 0.6766 0.6730 -0.0037 -0.5% 0.6866
Range 0.0031 0.0000 -0.0031 -100.0% 0.0171
ATR 0.0063 0.0061 -0.0002 -3.0% 0.0000
Volume 2 2 0 0.0% 20
Daily Pivots for day following 15-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6730 0.6730 0.6730
R3 0.6730 0.6730 0.6730
R2 0.6730 0.6730 0.6730
R1 0.6730 0.6730 0.6730 0.6730
PP 0.6730 0.6730 0.6730 0.6730
S1 0.6730 0.6730 0.6730 0.6730
S2 0.6730 0.6730 0.6730
S3 0.6730 0.6730 0.6730
S4 0.6730 0.6730 0.6730
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 0.6730 0.0196 2.9% 0.0062 0.9% 0% False True 5
10 0.6925 0.6728 0.0198 2.9% 0.0052 0.8% 1% False False 4
20 0.7021 0.6728 0.0294 4.4% 0.0037 0.5% 1% 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 False
Bull Hook False
Stretch 0.0002
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.6730
2.618 0.6730
1.618 0.6730
1.000 0.6730
0.618 0.6730
HIGH 0.6730
0.618 0.6730
0.500 0.6730
0.382 0.6730
LOW 0.6730
0.618 0.6730
1.000 0.6730
1.618 0.6730
2.618 0.6730
4.250 0.6730
Fisher Pivots for day following 15-Sep-2022
Pivot 1 day 3 day
R1 0.6730 0.6827
PP 0.6730 0.6795
S1 0.6730 0.6762

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

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