CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 26-Sep-2022
Day Change Summary
Previous Current
23-Sep-2022 26-Sep-2022 Change Change % Previous Week
Open 0.6661 0.6520 -0.0141 -2.1% 0.6753
High 0.6679 0.6550 -0.0129 -1.9% 0.6762
Low 0.6537 0.6471 -0.0067 -1.0% 0.6537
Close 0.6537 0.6478 -0.0059 -0.9% 0.6537
Range 0.0142 0.0079 -0.0063 -44.2% 0.0225
ATR 0.0069 0.0069 0.0001 1.1% 0.0000
Volume 24 17 -7 -29.2% 326
Daily Pivots for day following 26-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6736 0.6686 0.6521
R3 0.6657 0.6607 0.6500
R2 0.6578 0.6578 0.6492
R1 0.6528 0.6528 0.6485 0.6514
PP 0.6499 0.6499 0.6499 0.6492
S1 0.6449 0.6449 0.6471 0.6435
S2 0.6420 0.6420 0.6464
S3 0.6341 0.6370 0.6456
S4 0.6262 0.6291 0.6435
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7287 0.7137 0.6661
R3 0.7062 0.6912 0.6599
R2 0.6837 0.6837 0.6578
R1 0.6687 0.6687 0.6558 0.6650
PP 0.6612 0.6612 0.6612 0.6593
S1 0.6462 0.6462 0.6516 0.6425
S2 0.6387 0.6387 0.6496
S3 0.6162 0.6237 0.6475
S4 0.5937 0.6012 0.6413
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6762 0.6471 0.0292 4.5% 0.0084 1.3% 3% False True 66
10 0.6925 0.6471 0.0455 7.0% 0.0070 1.1% 2% False True 38
20 0.6925 0.6471 0.0455 7.0% 0.0054 0.8% 2% False True 21
40 0.7140 0.6471 0.0669 10.3% 0.0037 0.6% 1% False True 11
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6885
2.618 0.6756
1.618 0.6677
1.000 0.6629
0.618 0.6598
HIGH 0.6550
0.618 0.6519
0.500 0.6510
0.382 0.6501
LOW 0.6471
0.618 0.6422
1.000 0.6392
1.618 0.6343
2.618 0.6264
4.250 0.6135
Fisher Pivots for day following 26-Sep-2022
Pivot 1 day 3 day
R1 0.6510 0.6579
PP 0.6499 0.6545
S1 0.6489 0.6512

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

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