CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 07-Oct-2022
Day Change Summary
Previous Current
06-Oct-2022 07-Oct-2022 Change Change % Previous Week
Open 0.6566 0.6440 -0.0126 -1.9% 0.6458
High 0.6566 0.6462 -0.0104 -1.6% 0.6574
Low 0.6431 0.6384 -0.0047 -0.7% 0.6384
Close 0.6437 0.6398 -0.0040 -0.6% 0.6398
Range 0.0135 0.0078 -0.0057 -42.0% 0.0190
ATR 0.0087 0.0086 -0.0001 -0.7% 0.0000
Volume 12 9 -3 -25.0% 309
Daily Pivots for day following 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6649 0.6601 0.6440
R3 0.6571 0.6523 0.6419
R2 0.6493 0.6493 0.6412
R1 0.6445 0.6445 0.6405 0.6430
PP 0.6415 0.6415 0.6415 0.6407
S1 0.6367 0.6367 0.6390 0.6352
S2 0.6337 0.6337 0.6383
S3 0.6259 0.6289 0.6376
S4 0.6181 0.6211 0.6355
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7020 0.6898 0.6502
R3 0.6831 0.6709 0.6450
R2 0.6641 0.6641 0.6432
R1 0.6519 0.6519 0.6415 0.6486
PP 0.6452 0.6452 0.6452 0.6435
S1 0.6330 0.6330 0.6380 0.6296
S2 0.6262 0.6262 0.6363
S3 0.6073 0.6140 0.6345
S4 0.5883 0.5951 0.6293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6574 0.6384 0.0190 3.0% 0.0097 1.5% 7% False True 61
10 0.6574 0.6384 0.0190 3.0% 0.0097 1.5% 7% False True 65
20 0.6925 0.6384 0.0541 8.5% 0.0082 1.3% 2% False True 51
40 0.7140 0.6384 0.0756 11.8% 0.0054 0.8% 2% False True 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6794
2.618 0.6666
1.618 0.6588
1.000 0.6540
0.618 0.6510
HIGH 0.6462
0.618 0.6432
0.500 0.6423
0.382 0.6414
LOW 0.6384
0.618 0.6336
1.000 0.6306
1.618 0.6258
2.618 0.6180
4.250 0.6053
Fisher Pivots for day following 07-Oct-2022
Pivot 1 day 3 day
R1 0.6423 0.6475
PP 0.6415 0.6449
S1 0.6406 0.6423

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

View Archives - Comment on this page... - Back to Index of Symbols