CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 11-Oct-2022
Day Change Summary
Previous Current
10-Oct-2022 11-Oct-2022 Change Change % Previous Week
Open 0.6381 0.6302 -0.0079 -1.2% 0.6458
High 0.6390 0.6346 -0.0044 -0.7% 0.6574
Low 0.6327 0.6289 -0.0038 -0.6% 0.6384
Close 0.6327 0.6300 -0.0027 -0.4% 0.6398
Range 0.0064 0.0058 -0.0006 -9.4% 0.0190
ATR 0.0085 0.0083 -0.0002 -2.3% 0.0000
Volume 15 27 12 80.0% 309
Daily Pivots for day following 11-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6484 0.6449 0.6331
R3 0.6426 0.6392 0.6315
R2 0.6369 0.6369 0.6310
R1 0.6334 0.6334 0.6305 0.6323
PP 0.6311 0.6311 0.6311 0.6306
S1 0.6277 0.6277 0.6294 0.6265
S2 0.6254 0.6254 0.6289
S3 0.6196 0.6219 0.6284
S4 0.6139 0.6162 0.6268
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 0.6566 0.6289 0.0277 4.4% 0.0087 1.4% 4% False True 15
10 0.6574 0.6289 0.0285 4.5% 0.0095 1.5% 4% False True 65
20 0.6766 0.6289 0.0478 7.6% 0.0078 1.2% 2% False True 52
40 0.7040 0.6289 0.0751 11.9% 0.0056 0.9% 1% False True 28
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 0.0015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.6590
2.618 0.6497
1.618 0.6439
1.000 0.6404
0.618 0.6382
HIGH 0.6346
0.618 0.6324
0.500 0.6317
0.382 0.6310
LOW 0.6289
0.618 0.6253
1.000 0.6231
1.618 0.6195
2.618 0.6138
4.250 0.6044
Fisher Pivots for day following 11-Oct-2022
Pivot 1 day 3 day
R1 0.6317 0.6375
PP 0.6311 0.6350
S1 0.6305 0.6325

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

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