CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 24-Oct-2022
Day Change Summary
Previous Current
21-Oct-2022 24-Oct-2022 Change Change % Previous Week
Open 0.6303 0.6399 0.0097 1.5% 0.6258
High 0.6420 0.6399 -0.0021 -0.3% 0.6420
Low 0.6244 0.6325 0.0082 1.3% 0.6244
Close 0.6396 0.6341 -0.0055 -0.9% 0.6396
Range 0.0177 0.0074 -0.0103 -58.1% 0.0177
ATR 0.0086 0.0085 -0.0001 -1.0% 0.0000
Volume 102 101 -1 -1.0% 136
Daily Pivots for day following 24-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6577 0.6533 0.6382
R3 0.6503 0.6459 0.6361
R2 0.6429 0.6429 0.6355
R1 0.6385 0.6385 0.6348 0.6370
PP 0.6355 0.6355 0.6355 0.6348
S1 0.6311 0.6311 0.6334 0.6296
S2 0.6281 0.6281 0.6327
S3 0.6207 0.6237 0.6321
S4 0.6133 0.6163 0.6300
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6883 0.6816 0.6493
R3 0.6706 0.6639 0.6445
R2 0.6530 0.6530 0.6428
R1 0.6463 0.6463 0.6412 0.6496
PP 0.6353 0.6353 0.6353 0.6370
S1 0.6286 0.6286 0.6380 0.6320
S2 0.6177 0.6177 0.6364
S3 0.6000 0.6110 0.6347
S4 0.5824 0.5933 0.6299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6420 0.6244 0.0177 2.8% 0.0078 1.2% 55% False False 47
10 0.6420 0.6225 0.0195 3.1% 0.0082 1.3% 59% False False 36
20 0.6574 0.6225 0.0349 5.5% 0.0089 1.4% 33% False False 51
40 0.6925 0.6225 0.0700 11.0% 0.0071 1.1% 17% False False 36
60 0.7140 0.6225 0.0915 14.4% 0.0054 0.9% 13% False False 24
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6714
2.618 0.6593
1.618 0.6519
1.000 0.6473
0.618 0.6445
HIGH 0.6399
0.618 0.6371
0.500 0.6362
0.382 0.6353
LOW 0.6325
0.618 0.6279
1.000 0.6251
1.618 0.6205
2.618 0.6131
4.250 0.6011
Fisher Pivots for day following 24-Oct-2022
Pivot 1 day 3 day
R1 0.6362 0.6338
PP 0.6355 0.6335
S1 0.6348 0.6332

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

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