CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 09-Mar-2023
Day Change Summary
Previous Current
08-Mar-2023 09-Mar-2023 Change Change % Previous Week
Open 0.6671 0.6664 -0.0007 -0.1% 0.6778
High 0.6674 0.6664 -0.0010 -0.1% 0.6845
Low 0.6664 0.6664 0.0001 0.0% 0.6778
Close 0.6670 0.6664 -0.0006 -0.1% 0.6837
Range 0.0010 0.0000 -0.0010 -100.0% 0.0068
ATR 0.0045 0.0042 -0.0003 -6.2% 0.0000
Volume 7 0 -7 -100.0% 24
Daily Pivots for day following 09-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6664 0.6664 0.6664
R3 0.6664 0.6664 0.6664
R2 0.6664 0.6664 0.6664
R1 0.6664 0.6664 0.6664 0.6664
PP 0.6664 0.6664 0.6664 0.6664
S1 0.6664 0.6664 0.6664 0.6664
S2 0.6664 0.6664 0.6664
S3 0.6664 0.6664 0.6664
S4 0.6664 0.6664 0.6664
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7022 0.6997 0.6874
R3 0.6955 0.6930 0.6856
R2 0.6887 0.6887 0.6849
R1 0.6862 0.6862 0.6843 0.6875
PP 0.6820 0.6820 0.6820 0.6826
S1 0.6795 0.6795 0.6831 0.6807
S2 0.6752 0.6752 0.6825
S3 0.6685 0.6727 0.6818
S4 0.6617 0.6660 0.6800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6840 0.6663 0.0177 2.6% 0.0024 0.4% 1% False False 6
10 0.6885 0.6663 0.0222 3.3% 0.0028 0.4% 0% False False 5
20 0.7056 0.6663 0.0393 5.9% 0.0020 0.3% 0% False False 2
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6664
2.618 0.6664
1.618 0.6664
1.000 0.6664
0.618 0.6664
HIGH 0.6664
0.618 0.6664
0.500 0.6664
0.382 0.6664
LOW 0.6664
0.618 0.6664
1.000 0.6664
1.618 0.6664
2.618 0.6664
4.250 0.6664
Fisher Pivots for day following 09-Mar-2023
Pivot 1 day 3 day
R1 0.6664 0.6692
PP 0.6664 0.6682
S1 0.6664 0.6673

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

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