CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 17-Oct-2022
Day Change Summary
Previous Current
14-Oct-2022 17-Oct-2022 Change Change % Previous Week
Open 0.6341 0.6258 -0.0083 -1.3% 0.6381
High 0.6381 0.6331 -0.0050 -0.8% 0.6390
Low 0.6232 0.6258 0.0027 0.4% 0.6225
Close 0.6238 0.6331 0.0094 1.5% 0.6238
Range 0.0150 0.0073 -0.0077 -51.2% 0.0165
ATR 0.0087 0.0088 0.0000 0.5% 0.0000
Volume 31 2 -29 -93.5% 145
Daily Pivots for day following 17-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6526 0.6501 0.6371
R3 0.6453 0.6428 0.6351
R2 0.6380 0.6380 0.6344
R1 0.6355 0.6355 0.6338 0.6368
PP 0.6307 0.6307 0.6307 0.6313
S1 0.6282 0.6282 0.6324 0.6295
S2 0.6234 0.6234 0.6318
S3 0.6161 0.6209 0.6311
S4 0.6088 0.6136 0.6291
Weekly Pivots for week ending 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6779 0.6673 0.6328
R3 0.6614 0.6508 0.6283
R2 0.6449 0.6449 0.6268
R1 0.6343 0.6343 0.6253 0.6314
PP 0.6284 0.6284 0.6284 0.6269
S1 0.6178 0.6178 0.6222 0.6149
S2 0.6119 0.6119 0.6207
S3 0.5954 0.6013 0.6192
S4 0.5789 0.5848 0.6147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6381 0.6225 0.0156 2.5% 0.0086 1.4% 68% False False 26
10 0.6574 0.6225 0.0349 5.5% 0.0090 1.4% 30% False False 43
20 0.6762 0.6225 0.0537 8.5% 0.0090 1.4% 20% False False 56
40 0.7021 0.6225 0.0796 12.6% 0.0066 1.0% 13% False False 30
60 0.7140 0.6225 0.0915 14.4% 0.0050 0.8% 12% False False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6641
2.618 0.6522
1.618 0.6449
1.000 0.6404
0.618 0.6376
HIGH 0.6331
0.618 0.6303
0.500 0.6295
0.382 0.6286
LOW 0.6258
0.618 0.6213
1.000 0.6185
1.618 0.6140
2.618 0.6067
4.250 0.5948
Fisher Pivots for day following 17-Oct-2022
Pivot 1 day 3 day
R1 0.6319 0.6322
PP 0.6307 0.6312
S1 0.6295 0.6303

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

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