CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 13-Mar-2023
Day Change Summary
Previous Current
10-Mar-2023 13-Mar-2023 Change Change % Previous Week
Open 0.6655 0.6728 0.0073 1.1% 0.6820
High 0.6707 0.6728 0.0021 0.3% 0.6820
Low 0.6648 0.6728 0.0080 1.2% 0.6648
Close 0.6655 0.6728 0.0073 1.1% 0.6655
Range 0.0059 0.0000 -0.0059 -100.0% 0.0172
ATR 0.0043 0.0045 0.0002 4.8% 0.0000
Volume 1 0 -1 -100.0% 17
Daily Pivots for day following 13-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6728 0.6728 0.6728
R3 0.6728 0.6728 0.6728
R2 0.6728 0.6728 0.6728
R1 0.6728 0.6728 0.6728 0.6728
PP 0.6728 0.6728 0.6728 0.6728
S1 0.6728 0.6728 0.6728 0.6728
S2 0.6728 0.6728 0.6728
S3 0.6728 0.6728 0.6728
S4 0.6728 0.6728 0.6728
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7224 0.7111 0.6750
R3 0.7052 0.6939 0.6702
R2 0.6880 0.6880 0.6687
R1 0.6767 0.6767 0.6671 0.6738
PP 0.6708 0.6708 0.6708 0.6693
S1 0.6595 0.6595 0.6639 0.6566
S2 0.6536 0.6536 0.6623
S3 0.6364 0.6423 0.6608
S4 0.6192 0.6251 0.6560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6728 0.6648 0.0080 1.2% 0.0025 0.4% 100% True False 3
10 0.6845 0.6648 0.0197 2.9% 0.0022 0.3% 40% False False 3
20 0.7056 0.6648 0.0408 6.1% 0.0021 0.3% 19% False False 2
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6728
2.618 0.6728
1.618 0.6728
1.000 0.6728
0.618 0.6728
HIGH 0.6728
0.618 0.6728
0.500 0.6728
0.382 0.6728
LOW 0.6728
0.618 0.6728
1.000 0.6728
1.618 0.6728
2.618 0.6728
4.250 0.6728
Fisher Pivots for day following 13-Mar-2023
Pivot 1 day 3 day
R1 0.6728 0.6714
PP 0.6728 0.6701
S1 0.6728 0.6688

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

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