CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 16-Mar-2023
Day Change Summary
Previous Current
15-Mar-2023 16-Mar-2023 Change Change % Previous Week
Open 0.6747 0.6690 -0.0058 -0.9% 0.6798
High 0.6747 0.6707 -0.0041 -0.6% 0.6798
Low 0.6640 0.6690 0.0050 0.7% 0.6604
Close 0.6665 0.6695 0.0030 0.4% 0.6634
Range 0.0107 0.0017 -0.0090 -84.1% 0.0194
ATR 0.0067 0.0065 -0.0002 -2.7% 0.0000
Volume 518 313 -205 -39.6% 668
Daily Pivots for day following 16-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6748 0.6738 0.6704
R3 0.6731 0.6721 0.6699
R2 0.6714 0.6714 0.6698
R1 0.6704 0.6704 0.6696 0.6709
PP 0.6697 0.6697 0.6697 0.6699
S1 0.6687 0.6687 0.6693 0.6692
S2 0.6680 0.6680 0.6691
S3 0.6663 0.6670 0.6690
S4 0.6646 0.6653 0.6685
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7261 0.7141 0.6740
R3 0.7067 0.6947 0.6687
R2 0.6873 0.6873 0.6669
R1 0.6753 0.6753 0.6651 0.6716
PP 0.6679 0.6679 0.6679 0.6660
S1 0.6559 0.6559 0.6616 0.6522
S2 0.6485 0.6485 0.6598
S3 0.6291 0.6365 0.6580
S4 0.6097 0.6171 0.6527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6784 0.6604 0.0180 2.7% 0.0074 1.1% 50% False False 245
10 0.6822 0.6604 0.0218 3.3% 0.0064 1.0% 42% False False 181
20 0.6972 0.6604 0.0368 5.5% 0.0050 0.8% 25% False False 95
40 0.7205 0.6604 0.0601 9.0% 0.0048 0.7% 15% False False 50
60 0.7205 0.6604 0.0601 9.0% 0.0042 0.6% 15% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.6779
2.618 0.6751
1.618 0.6734
1.000 0.6724
0.618 0.6717
HIGH 0.6707
0.618 0.6700
0.500 0.6698
0.382 0.6696
LOW 0.6690
0.618 0.6679
1.000 0.6673
1.618 0.6662
2.618 0.6645
4.250 0.6617
Fisher Pivots for day following 16-Mar-2023
Pivot 1 day 3 day
R1 0.6698 0.6694
PP 0.6697 0.6694
S1 0.6696 0.6694

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

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