CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 01-Nov-2022
Day Change Summary
Previous Current
31-Oct-2022 01-Nov-2022 Change Change % Previous Week
Open 0.6428 0.6475 0.0047 0.7% 0.6399
High 0.6429 0.6491 0.0063 1.0% 0.6526
Low 0.6403 0.6417 0.0014 0.2% 0.6325
Close 0.6423 0.6431 0.0008 0.1% 0.6442
Range 0.0026 0.0075 0.0049 186.5% 0.0201
ATR 0.0082 0.0081 -0.0001 -0.6% 0.0000
Volume 108 149 41 38.0% 241
Daily Pivots for day following 01-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.6670 0.6625 0.6472
R3 0.6595 0.6550 0.6451
R2 0.6521 0.6521 0.6445
R1 0.6476 0.6476 0.6438 0.6461
PP 0.6446 0.6446 0.6446 0.6439
S1 0.6401 0.6401 0.6424 0.6387
S2 0.6372 0.6372 0.6417
S3 0.6297 0.6327 0.6411
S4 0.6223 0.6252 0.6390
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7034 0.6939 0.6552
R3 0.6833 0.6738 0.6497
R2 0.6632 0.6632 0.6478
R1 0.6537 0.6537 0.6460 0.6584
PP 0.6431 0.6431 0.6431 0.6455
S1 0.6336 0.6336 0.6423 0.6383
S2 0.6230 0.6230 0.6405
S3 0.6029 0.6135 0.6386
S4 0.5828 0.5934 0.6331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6526 0.6403 0.0124 1.9% 0.0057 0.9% 23% False False 77
10 0.6526 0.6244 0.0283 4.4% 0.0072 1.1% 66% False False 61
20 0.6566 0.6225 0.0341 5.3% 0.0079 1.2% 60% False False 40
40 0.6925 0.6225 0.0700 10.9% 0.0076 1.2% 29% False False 45
60 0.7140 0.6225 0.0915 14.2% 0.0058 0.9% 23% False False 31
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6808
2.618 0.6686
1.618 0.6612
1.000 0.6566
0.618 0.6537
HIGH 0.6491
0.618 0.6463
0.500 0.6454
0.382 0.6445
LOW 0.6417
0.618 0.6370
1.000 0.6342
1.618 0.6296
2.618 0.6221
4.250 0.6100
Fisher Pivots for day following 01-Nov-2022
Pivot 1 day 3 day
R1 0.6454 0.6456
PP 0.6446 0.6447
S1 0.6439 0.6439

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

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