CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 07-Nov-2022
Day Change Summary
Previous Current
04-Nov-2022 07-Nov-2022 Change Change % Previous Week
Open 0.6346 0.6455 0.0109 1.7% 0.6428
High 0.6517 0.6515 -0.0002 0.0% 0.6517
Low 0.6319 0.6445 0.0127 2.0% 0.6310
Close 0.6510 0.6510 -0.0001 0.0% 0.6510
Range 0.0198 0.0070 -0.0128 -64.6% 0.0207
ATR 0.0095 0.0093 -0.0002 -1.9% 0.0000
Volume 398 82 -316 -79.4% 794
Daily Pivots for day following 07-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.6700 0.6675 0.6548
R3 0.6630 0.6605 0.6529
R2 0.6560 0.6560 0.6522
R1 0.6535 0.6535 0.6516 0.6547
PP 0.6490 0.6490 0.6490 0.6496
S1 0.6465 0.6465 0.6503 0.6477
S2 0.6420 0.6420 0.6497
S3 0.6350 0.6395 0.6490
S4 0.6280 0.6325 0.6471
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7065 0.6994 0.6624
R3 0.6859 0.6788 0.6567
R2 0.6652 0.6652 0.6548
R1 0.6581 0.6581 0.6529 0.6617
PP 0.6446 0.6446 0.6446 0.6463
S1 0.6375 0.6375 0.6491 0.6410
S2 0.6239 0.6239 0.6472
S3 0.6033 0.6168 0.6453
S4 0.5826 0.5962 0.6396
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6517 0.6310 0.0207 3.2% 0.0107 1.6% 97% False False 153
10 0.6526 0.6310 0.0216 3.3% 0.0083 1.3% 92% False False 101
20 0.6526 0.6225 0.0301 4.6% 0.0083 1.3% 95% False False 69
40 0.6925 0.6225 0.0700 10.8% 0.0083 1.3% 41% False False 60
60 0.7040 0.6225 0.0815 12.5% 0.0064 1.0% 35% False False 41
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6813
2.618 0.6698
1.618 0.6628
1.000 0.6585
0.618 0.6558
HIGH 0.6515
0.618 0.6488
0.500 0.6480
0.382 0.6472
LOW 0.6445
0.618 0.6402
1.000 0.6375
1.618 0.6332
2.618 0.6262
4.250 0.6148
Fisher Pivots for day following 07-Nov-2022
Pivot 1 day 3 day
R1 0.6500 0.6477
PP 0.6490 0.6445
S1 0.6480 0.6413

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

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