CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 08-Mar-2023
Day Change Summary
Previous Current
07-Mar-2023 08-Mar-2023 Change Change % Previous Week
Open 0.6792 0.6629 -0.0164 -2.4% 0.6782
High 0.6792 0.6668 -0.0125 -1.8% 0.6822
Low 0.6636 0.6629 -0.0007 -0.1% 0.6762
Close 0.6636 0.6644 0.0008 0.1% 0.6817
Range 0.0157 0.0039 -0.0118 -75.1% 0.0060
ATR 0.0059 0.0057 -0.0001 -2.4% 0.0000
Volume 85 281 196 230.6% 70
Daily Pivots for day following 08-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6764 0.6743 0.6665
R3 0.6725 0.6704 0.6654
R2 0.6686 0.6686 0.6651
R1 0.6665 0.6665 0.6647 0.6675
PP 0.6647 0.6647 0.6647 0.6652
S1 0.6626 0.6626 0.6640 0.6636
S2 0.6608 0.6608 0.6636
S3 0.6569 0.6587 0.6633
S4 0.6530 0.6548 0.6622
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6980 0.6959 0.6850
R3 0.6920 0.6899 0.6834
R2 0.6860 0.6860 0.6828
R1 0.6839 0.6839 0.6823 0.6850
PP 0.6800 0.6800 0.6800 0.6806
S1 0.6779 0.6779 0.6812 0.6790
S2 0.6740 0.6740 0.6806
S3 0.6680 0.6719 0.6801
S4 0.6620 0.6659 0.6784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6822 0.6629 0.0194 2.9% 0.0050 0.7% 8% False True 91
10 0.6869 0.6629 0.0241 3.6% 0.0036 0.5% 6% False True 46
20 0.7054 0.6629 0.0426 6.4% 0.0049 0.7% 4% False True 27
40 0.7205 0.6629 0.0577 8.7% 0.0042 0.6% 3% False True 16
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 True
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6833
2.618 0.6770
1.618 0.6731
1.000 0.6707
0.618 0.6692
HIGH 0.6668
0.618 0.6653
0.500 0.6648
0.382 0.6643
LOW 0.6629
0.618 0.6604
1.000 0.6590
1.618 0.6565
2.618 0.6526
4.250 0.6463
Fisher Pivots for day following 08-Mar-2023
Pivot 1 day 3 day
R1 0.6648 0.6713
PP 0.6647 0.6690
S1 0.6645 0.6667

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

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