CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 22-May-2023
Day Change Summary
Previous Current
19-May-2023 22-May-2023 Change Change % Previous Week
Open 0.6707 0.6710 0.0004 0.1% 0.6756
High 0.6724 0.6710 -0.0014 -0.2% 0.6756
Low 0.6707 0.6710 0.0004 0.1% 0.6670
Close 0.6707 0.6710 0.0004 0.1% 0.6707
Range 0.0017 0.0000 -0.0017 -100.0% 0.0086
ATR 0.0036 0.0034 -0.0002 -6.5% 0.0000
Volume
Daily Pivots for day following 22-May-2023
Classic Woodie Camarilla DeMark
R4 0.6710 0.6710 0.6710
R3 0.6710 0.6710 0.6710
R2 0.6710 0.6710 0.6710
R1 0.6710 0.6710 0.6710 0.6710
PP 0.6710 0.6710 0.6710 0.6710
S1 0.6710 0.6710 0.6710 0.6710
S2 0.6710 0.6710 0.6710
S3 0.6710 0.6710 0.6710
S4 0.6710 0.6710 0.6710
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 0.6969 0.6924 0.6754
R3 0.6883 0.6838 0.6730
R2 0.6797 0.6797 0.6722
R1 0.6752 0.6752 0.6714 0.6731
PP 0.6711 0.6711 0.6711 0.6701
S1 0.6666 0.6666 0.6699 0.6645
S2 0.6625 0.6625 0.6691
S3 0.6539 0.6580 0.6683
S4 0.6453 0.6494 0.6659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6724 0.6670 0.0054 0.8% 0.0003 0.1% 75% False False
10 0.6830 0.6670 0.0160 2.4% 0.0008 0.1% 25% False False
20 0.6846 0.6653 0.0193 2.9% 0.0007 0.1% 30% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6710
2.618 0.6710
1.618 0.6710
1.000 0.6710
0.618 0.6710
HIGH 0.6710
0.618 0.6710
0.500 0.6710
0.382 0.6710
LOW 0.6710
0.618 0.6710
1.000 0.6710
1.618 0.6710
2.618 0.6710
4.250 0.6710
Fisher Pivots for day following 22-May-2023
Pivot 1 day 3 day
R1 0.6710 0.6706
PP 0.6710 0.6701
S1 0.6710 0.6697

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

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