CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 25-Nov-2022
Day Change Summary
Previous Current
23-Nov-2022 25-Nov-2022 Change Change % Previous Week
Open 0.6686 0.6775 0.0090 1.3% 0.6709
High 0.6766 0.6809 0.0043 0.6% 0.6809
Low 0.6668 0.6750 0.0082 1.2% 0.6617
Close 0.6763 0.6772 0.0010 0.1% 0.6772
Range 0.0098 0.0059 -0.0039 -39.8% 0.0192
ATR 0.0094 0.0092 -0.0003 -2.7% 0.0000
Volume 308 190 -118 -38.3% 632
Daily Pivots for day following 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.6954 0.6922 0.6804
R3 0.6895 0.6863 0.6788
R2 0.6836 0.6836 0.6783
R1 0.6804 0.6804 0.6777 0.6790
PP 0.6777 0.6777 0.6777 0.6770
S1 0.6745 0.6745 0.6767 0.6731
S2 0.6718 0.6718 0.6761
S3 0.6659 0.6686 0.6756
S4 0.6600 0.6627 0.6740
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7307 0.7231 0.6877
R3 0.7116 0.7040 0.6825
R2 0.6924 0.6924 0.6807
R1 0.6848 0.6848 0.6790 0.6886
PP 0.6733 0.6733 0.6733 0.6752
S1 0.6657 0.6657 0.6754 0.6695
S2 0.6541 0.6541 0.6737
S3 0.6350 0.6465 0.6719
S4 0.6158 0.6274 0.6667
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6809 0.6617 0.0192 2.8% 0.0073 1.1% 81% True False 146
10 0.6819 0.6612 0.0207 3.1% 0.0082 1.2% 78% False False 440
20 0.6819 0.6310 0.0509 7.5% 0.0095 1.4% 91% False False 278
40 0.6819 0.6225 0.0594 8.8% 0.0089 1.3% 92% False False 161
60 0.6925 0.6225 0.0700 10.3% 0.0081 1.2% 78% False False 118
80 0.7140 0.6225 0.0915 13.5% 0.0066 1.0% 60% False False 89
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7059
2.618 0.6963
1.618 0.6904
1.000 0.6868
0.618 0.6845
HIGH 0.6809
0.618 0.6786
0.500 0.6779
0.382 0.6772
LOW 0.6750
0.618 0.6713
1.000 0.6691
1.618 0.6654
2.618 0.6595
4.250 0.6499
Fisher Pivots for day following 25-Nov-2022
Pivot 1 day 3 day
R1 0.6779 0.6755
PP 0.6777 0.6739
S1 0.6774 0.6722

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

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