CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 31-Oct-2022
Day Change Summary
Previous Current
28-Oct-2022 31-Oct-2022 Change Change % Previous Week
Open 0.6489 0.6428 -0.0061 -0.9% 0.6399
High 0.6509 0.6429 -0.0080 -1.2% 0.6526
Low 0.6422 0.6403 -0.0020 -0.3% 0.6325
Close 0.6442 0.6423 -0.0019 -0.3% 0.6442
Range 0.0087 0.0026 -0.0061 -69.9% 0.0201
ATR 0.0085 0.0082 -0.0003 -3.9% 0.0000
Volume 15 108 93 620.0% 241
Daily Pivots for day following 31-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6496 0.6486 0.6437
R3 0.6470 0.6460 0.6430
R2 0.6444 0.6444 0.6428
R1 0.6434 0.6434 0.6425 0.6426
PP 0.6418 0.6418 0.6418 0.6414
S1 0.6408 0.6408 0.6421 0.6400
S2 0.6392 0.6392 0.6418
S3 0.6366 0.6382 0.6416
S4 0.6340 0.6356 0.6409
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7034 0.6939 0.6552
R3 0.6833 0.6738 0.6497
R2 0.6632 0.6632 0.6478
R1 0.6537 0.6537 0.6460 0.6584
PP 0.6431 0.6431 0.6431 0.6455
S1 0.6336 0.6336 0.6423 0.6383
S2 0.6230 0.6230 0.6405
S3 0.6029 0.6135 0.6386
S4 0.5828 0.5934 0.6331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6526 0.6346 0.0180 2.8% 0.0060 0.9% 43% False False 49
10 0.6526 0.6244 0.0283 4.4% 0.0069 1.1% 64% False False 48
20 0.6574 0.6225 0.0349 5.4% 0.0079 1.2% 57% False False 45
40 0.6925 0.6225 0.0700 10.9% 0.0075 1.2% 28% False False 41
60 0.7140 0.6225 0.0915 14.2% 0.0057 0.9% 22% False False 28
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6539
2.618 0.6497
1.618 0.6471
1.000 0.6455
0.618 0.6445
HIGH 0.6429
0.618 0.6419
0.500 0.6416
0.382 0.6412
LOW 0.6403
0.618 0.6386
1.000 0.6377
1.618 0.6360
2.618 0.6334
4.250 0.6292
Fisher Pivots for day following 31-Oct-2022
Pivot 1 day 3 day
R1 0.6421 0.6456
PP 0.6418 0.6445
S1 0.6416 0.6434

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

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