CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 19-Sep-2022
Day Change Summary
Previous Current
16-Sep-2022 19-Sep-2022 Change Change % Previous Week
Open 0.6720 0.6753 0.0033 0.5% 0.6862
High 0.6748 0.6753 0.0005 0.1% 0.6925
Low 0.6700 0.6711 0.0012 0.2% 0.6700
Close 0.6733 0.6739 0.0006 0.1% 0.6733
Range 0.0049 0.0042 -0.0007 -13.4% 0.0226
ATR 0.0060 0.0059 -0.0001 -2.2% 0.0000
Volume 23 9 -14 -60.9% 43
Daily Pivots for day following 19-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6860 0.6841 0.6762
R3 0.6818 0.6799 0.6750
R2 0.6776 0.6776 0.6746
R1 0.6757 0.6757 0.6742 0.6746
PP 0.6734 0.6734 0.6734 0.6728
S1 0.6715 0.6715 0.6735 0.6704
S2 0.6692 0.6692 0.6731
S3 0.6650 0.6673 0.6727
S4 0.6608 0.6631 0.6715
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7462 0.7323 0.6857
R3 0.7237 0.7097 0.6795
R2 0.7011 0.7011 0.6774
R1 0.6872 0.6872 0.6753 0.6829
PP 0.6786 0.6786 0.6786 0.6764
S1 0.6646 0.6646 0.6712 0.6603
S2 0.6560 0.6560 0.6691
S3 0.6335 0.6421 0.6670
S4 0.6109 0.6195 0.6608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6925 0.6700 0.0226 3.3% 0.0057 0.8% 17% False False 9
10 0.6925 0.6700 0.0226 3.3% 0.0052 0.8% 17% False False 7
20 0.7021 0.6700 0.0322 4.8% 0.0041 0.6% 12% False False 5
40 0.7140 0.6700 0.0440 6.5% 0.0030 0.4% 9% False False 3
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6932
2.618 0.6863
1.618 0.6821
1.000 0.6795
0.618 0.6779
HIGH 0.6753
0.618 0.6737
0.500 0.6732
0.382 0.6727
LOW 0.6711
0.618 0.6685
1.000 0.6669
1.618 0.6643
2.618 0.6601
4.250 0.6533
Fisher Pivots for day following 19-Sep-2022
Pivot 1 day 3 day
R1 0.6736 0.6734
PP 0.6734 0.6730
S1 0.6732 0.6726

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

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