CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 29-Sep-2022
Day Change Summary
Previous Current
28-Sep-2022 29-Sep-2022 Change Change % Previous Week
Open 0.6457 0.6530 0.0073 1.1% 0.6753
High 0.6548 0.6530 -0.0019 -0.3% 0.6762
Low 0.6388 0.6479 0.0091 1.4% 0.6537
Close 0.6548 0.6496 -0.0052 -0.8% 0.6537
Range 0.0160 0.0051 -0.0109 -68.1% 0.0225
ATR 0.0075 0.0075 0.0000 -0.6% 0.0000
Volume 222 13 -209 -94.1% 326
Daily Pivots for day following 29-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6654 0.6626 0.6524
R3 0.6603 0.6575 0.6510
R2 0.6552 0.6552 0.6505
R1 0.6524 0.6524 0.6501 0.6513
PP 0.6501 0.6501 0.6501 0.6496
S1 0.6473 0.6473 0.6491 0.6462
S2 0.6450 0.6450 0.6487
S3 0.6399 0.6422 0.6482
S4 0.6348 0.6371 0.6468
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 0.6679 0.6388 0.0291 4.5% 0.0099 1.5% 37% False False 59
10 0.6762 0.6388 0.0374 5.8% 0.0078 1.2% 29% False False 62
20 0.6925 0.6388 0.0537 8.3% 0.0065 1.0% 20% False False 33
40 0.7140 0.6388 0.0752 11.6% 0.0042 0.6% 14% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.6746
2.618 0.6663
1.618 0.6612
1.000 0.6581
0.618 0.6561
HIGH 0.6530
0.618 0.6510
0.500 0.6504
0.382 0.6498
LOW 0.6479
0.618 0.6447
1.000 0.6428
1.618 0.6396
2.618 0.6345
4.250 0.6262
Fisher Pivots for day following 29-Sep-2022
Pivot 1 day 3 day
R1 0.6504 0.6487
PP 0.6501 0.6477
S1 0.6499 0.6468

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

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