CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 11-Nov-2022
Day Change Summary
Previous Current
10-Nov-2022 11-Nov-2022 Change Change % Previous Week
Open 0.6471 0.6640 0.0170 2.6% 0.6455
High 0.6660 0.6748 0.0088 1.3% 0.6748
Low 0.6426 0.6612 0.0186 2.9% 0.6426
Close 0.6625 0.6747 0.0122 1.8% 0.6747
Range 0.0234 0.0136 -0.0098 -41.9% 0.0322
ATR 0.0104 0.0106 0.0002 2.2% 0.0000
Volume 192 220 28 14.6% 573
Daily Pivots for day following 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7110 0.7064 0.6821
R3 0.6974 0.6928 0.6784
R2 0.6838 0.6838 0.6771
R1 0.6792 0.6792 0.6759 0.6815
PP 0.6702 0.6702 0.6702 0.6713
S1 0.6656 0.6656 0.6734 0.6679
S2 0.6566 0.6566 0.6722
S3 0.6430 0.6520 0.6709
S4 0.6294 0.6384 0.6672
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7606 0.7498 0.6924
R3 0.7284 0.7176 0.6835
R2 0.6962 0.6962 0.6806
R1 0.6854 0.6854 0.6776 0.6908
PP 0.6640 0.6640 0.6640 0.6667
S1 0.6532 0.6532 0.6717 0.6586
S2 0.6318 0.6318 0.6687
S3 0.5996 0.6210 0.6658
S4 0.5674 0.5888 0.6569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6748 0.6426 0.0322 4.8% 0.0127 1.9% 100% True False 114
10 0.6748 0.6310 0.0438 6.5% 0.0112 1.7% 100% True False 136
20 0.6748 0.6244 0.0504 7.5% 0.0093 1.4% 100% True False 87
40 0.6762 0.6225 0.0537 8.0% 0.0091 1.3% 97% False False 71
60 0.7021 0.6225 0.0796 11.8% 0.0074 1.1% 66% False False 49
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7326
2.618 0.7104
1.618 0.6968
1.000 0.6884
0.618 0.6832
HIGH 0.6748
0.618 0.6696
0.500 0.6680
0.382 0.6663
LOW 0.6612
0.618 0.6527
1.000 0.6476
1.618 0.6391
2.618 0.6255
4.250 0.6034
Fisher Pivots for day following 11-Nov-2022
Pivot 1 day 3 day
R1 0.6724 0.6693
PP 0.6702 0.6640
S1 0.6680 0.6587

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

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