CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 21-Mar-2023
Day Change Summary
Previous Current
20-Mar-2023 21-Mar-2023 Change Change % Previous Week
Open 0.6727 0.6718 -0.0009 -0.1% 0.6671
High 0.6763 0.6728 -0.0035 -0.5% 0.6784
Low 0.6717 0.6711 -0.0006 -0.1% 0.6640
Close 0.6760 0.6711 -0.0049 -0.7% 0.6754
Range 0.0046 0.0017 -0.0029 -63.0% 0.0144
ATR 0.0064 0.0063 -0.0001 -1.7% 0.0000
Volume 249 172 -77 -30.9% 1,464
Daily Pivots for day following 21-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6768 0.6756 0.6720
R3 0.6751 0.6739 0.6716
R2 0.6734 0.6734 0.6714
R1 0.6722 0.6722 0.6713 0.6720
PP 0.6717 0.6717 0.6717 0.6715
S1 0.6705 0.6705 0.6709 0.6703
S2 0.6700 0.6700 0.6708
S3 0.6683 0.6688 0.6706
S4 0.6666 0.6671 0.6702
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7156 0.7098 0.6832
R3 0.7013 0.6955 0.6793
R2 0.6869 0.6869 0.6780
R1 0.6811 0.6811 0.6767 0.6840
PP 0.6726 0.6726 0.6726 0.6740
S1 0.6668 0.6668 0.6740 0.6697
S2 0.6582 0.6582 0.6727
S3 0.6439 0.6524 0.6714
S4 0.6295 0.6381 0.6675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6763 0.6640 0.0123 1.8% 0.0043 0.6% 58% False False 313
10 0.6784 0.6604 0.0180 2.7% 0.0054 0.8% 60% False False 244
20 0.6889 0.6604 0.0285 4.2% 0.0045 0.7% 38% False False 131
40 0.7205 0.6604 0.0601 9.0% 0.0049 0.7% 18% False False 69
60 0.7205 0.6604 0.0601 9.0% 0.0043 0.6% 18% False False 46
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6800
2.618 0.6773
1.618 0.6756
1.000 0.6745
0.618 0.6739
HIGH 0.6728
0.618 0.6722
0.500 0.6720
0.382 0.6717
LOW 0.6711
0.618 0.6700
1.000 0.6694
1.618 0.6683
2.618 0.6666
4.250 0.6639
Fisher Pivots for day following 21-Mar-2023
Pivot 1 day 3 day
R1 0.6720 0.6737
PP 0.6717 0.6728
S1 0.6714 0.6720

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

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