CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 10-Oct-2022
Day Change Summary
Previous Current
07-Oct-2022 10-Oct-2022 Change Change % Previous Week
Open 0.6440 0.6381 -0.0060 -0.9% 0.6458
High 0.6462 0.6390 -0.0072 -1.1% 0.6574
Low 0.6384 0.6327 -0.0058 -0.9% 0.6384
Close 0.6398 0.6327 -0.0071 -1.1% 0.6398
Range 0.0078 0.0064 -0.0015 -18.6% 0.0190
ATR 0.0086 0.0085 -0.0001 -1.3% 0.0000
Volume 9 15 6 66.7% 309
Daily Pivots for day following 10-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6538 0.6496 0.6361
R3 0.6475 0.6432 0.6344
R2 0.6411 0.6411 0.6338
R1 0.6369 0.6369 0.6332 0.6358
PP 0.6348 0.6348 0.6348 0.6342
S1 0.6305 0.6305 0.6321 0.6295
S2 0.6284 0.6284 0.6315
S3 0.6221 0.6242 0.6309
S4 0.6157 0.6178 0.6292
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 0.6327 0.0247 3.9% 0.0094 1.5% 0% False True 60
10 0.6574 0.6327 0.0247 3.9% 0.0095 1.5% 0% False True 65
20 0.6925 0.6327 0.0599 9.5% 0.0083 1.3% 0% False True 51
40 0.7040 0.6327 0.0713 11.3% 0.0055 0.9% 0% False True 27
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 0.0014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.6660
2.618 0.6556
1.618 0.6493
1.000 0.6454
0.618 0.6429
HIGH 0.6390
0.618 0.6366
0.500 0.6358
0.382 0.6351
LOW 0.6327
0.618 0.6287
1.000 0.6263
1.618 0.6224
2.618 0.6160
4.250 0.6057
Fisher Pivots for day following 10-Oct-2022
Pivot 1 day 3 day
R1 0.6358 0.6446
PP 0.6348 0.6406
S1 0.6337 0.6366

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

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