CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 07-Dec-2022
Day Change Summary
Previous Current
06-Dec-2022 07-Dec-2022 Change Change % Previous Week
Open 0.6730 0.6722 -0.0008 -0.1% 0.6746
High 0.6772 0.6769 -0.0004 -0.1% 0.6892
Low 0.6709 0.6698 -0.0011 -0.2% 0.6672
Close 0.6716 0.6758 0.0042 0.6% 0.6839
Range 0.0064 0.0071 0.0007 11.0% 0.0220
ATR 0.0097 0.0095 -0.0002 -1.9% 0.0000
Volume 2,095 1,634 -461 -22.0% 13,852
Daily Pivots for day following 07-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.6953 0.6926 0.6796
R3 0.6882 0.6855 0.6777
R2 0.6812 0.6812 0.6770
R1 0.6785 0.6785 0.6764 0.6798
PP 0.6741 0.6741 0.6741 0.6748
S1 0.6714 0.6714 0.6751 0.6728
S2 0.6671 0.6671 0.6745
S3 0.6600 0.6644 0.6738
S4 0.6530 0.6573 0.6719
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7459 0.7368 0.6959
R3 0.7240 0.7149 0.6899
R2 0.7020 0.7020 0.6879
R1 0.6929 0.6929 0.6859 0.6975
PP 0.6801 0.6801 0.6801 0.6823
S1 0.6710 0.6710 0.6818 0.6755
S2 0.6581 0.6581 0.6798
S3 0.6362 0.6490 0.6778
S4 0.6142 0.6271 0.6718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6892 0.6698 0.0194 2.9% 0.0094 1.4% 31% False True 2,463
10 0.6892 0.6668 0.0224 3.3% 0.0093 1.4% 40% False False 2,030
20 0.6892 0.6426 0.0466 6.9% 0.0096 1.4% 71% False False 1,221
40 0.6892 0.6225 0.0667 9.9% 0.0090 1.3% 80% False False 645
60 0.6892 0.6225 0.0667 9.9% 0.0086 1.3% 80% False False 448
80 0.7040 0.6225 0.0815 12.1% 0.0073 1.1% 65% False False 337
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7068
2.618 0.6953
1.618 0.6883
1.000 0.6839
0.618 0.6812
HIGH 0.6769
0.618 0.6742
0.500 0.6733
0.382 0.6725
LOW 0.6698
0.618 0.6654
1.000 0.6628
1.618 0.6584
2.618 0.6513
4.250 0.6398
Fisher Pivots for day following 07-Dec-2022
Pivot 1 day 3 day
R1 0.6749 0.6790
PP 0.6741 0.6779
S1 0.6733 0.6768

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

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