CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 20-Oct-2022
Day Change Summary
Previous Current
19-Oct-2022 20-Oct-2022 Change Change % Previous Week
Open 0.6356 0.6294 -0.0062 -1.0% 0.6381
High 0.6356 0.6326 -0.0030 -0.5% 0.6390
Low 0.6298 0.6288 -0.0010 -0.2% 0.6225
Close 0.6298 0.6313 0.0015 0.2% 0.6238
Range 0.0059 0.0038 -0.0021 -35.0% 0.0165
ATR 0.0083 0.0079 -0.0003 -3.9% 0.0000
Volume 11 5 -6 -54.5% 145
Daily Pivots for day following 20-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6423 0.6406 0.6333
R3 0.6385 0.6368 0.6323
R2 0.6347 0.6347 0.6319
R1 0.6330 0.6330 0.6316 0.6338
PP 0.6309 0.6309 0.6309 0.6313
S1 0.6292 0.6292 0.6309 0.6300
S2 0.6271 0.6271 0.6306
S3 0.6233 0.6254 0.6302
S4 0.6195 0.6216 0.6292
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 0.6232 0.0150 2.4% 0.0073 1.2% 54% False False 13
10 0.6462 0.6225 0.0237 3.8% 0.0071 1.1% 37% False False 18
20 0.6679 0.6225 0.0454 7.2% 0.0087 1.4% 19% False False 42
40 0.7021 0.6225 0.0796 12.6% 0.0068 1.1% 11% False False 31
60 0.7140 0.6225 0.0915 14.5% 0.0052 0.8% 10% False False 21
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 True
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6488
2.618 0.6425
1.618 0.6387
1.000 0.6364
0.618 0.6349
HIGH 0.6326
0.618 0.6311
0.500 0.6307
0.382 0.6303
LOW 0.6288
0.618 0.6265
1.000 0.6250
1.618 0.6227
2.618 0.6189
4.250 0.6127
Fisher Pivots for day following 20-Oct-2022
Pivot 1 day 3 day
R1 0.6311 0.6326
PP 0.6309 0.6321
S1 0.6307 0.6317

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

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