CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 24-Jan-2023
Day Change Summary
Previous Current
23-Jan-2023 24-Jan-2023 Change Change % Previous Week
Open 0.6986 0.7042 0.0057 0.8% 0.6990
High 0.7054 0.7072 0.0018 0.3% 0.7079
Low 0.6976 0.7007 0.0031 0.4% 0.6886
Close 0.7034 0.7064 0.0030 0.4% 0.6984
Range 0.0078 0.0065 -0.0013 -16.7% 0.0193
ATR 0.0094 0.0092 -0.0002 -2.2% 0.0000
Volume 80,791 68,613 -12,178 -15.1% 370,114
Daily Pivots for day following 24-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7242 0.7218 0.7099
R3 0.7177 0.7153 0.7081
R2 0.7112 0.7112 0.7075
R1 0.7088 0.7088 0.7069 0.7100
PP 0.7047 0.7047 0.7047 0.7053
S1 0.7023 0.7023 0.7058 0.7035
S2 0.6982 0.6982 0.7052
S3 0.6917 0.6958 0.7046
S4 0.6852 0.6893 0.7028
Weekly Pivots for week ending 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7560 0.7465 0.7090
R3 0.7368 0.7272 0.7037
R2 0.7175 0.7175 0.7019
R1 0.7080 0.7080 0.7002 0.7031
PP 0.6983 0.6983 0.6983 0.6959
S1 0.6887 0.6887 0.6966 0.6839
S2 0.6790 0.6790 0.6949
S3 0.6598 0.6695 0.6931
S4 0.6405 0.6502 0.6878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7079 0.6886 0.0193 2.7% 0.0083 1.2% 92% False False 81,791
10 0.7079 0.6874 0.0205 2.9% 0.0083 1.2% 93% False False 83,193
20 0.7079 0.6681 0.0398 5.6% 0.0093 1.3% 96% False False 81,943
40 0.7079 0.6650 0.0429 6.1% 0.0094 1.3% 96% False False 57,000
60 0.7079 0.6310 0.0769 10.9% 0.0093 1.3% 98% False False 38,091
80 0.7079 0.6225 0.0854 12.1% 0.0091 1.3% 98% False False 28,578
100 0.7079 0.6225 0.0854 12.1% 0.0086 1.2% 98% False False 22,869
120 0.7140 0.6225 0.0915 12.9% 0.0075 1.1% 92% False False 19,058
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0026
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7348
2.618 0.7242
1.618 0.7177
1.000 0.7137
0.618 0.7112
HIGH 0.7072
0.618 0.7047
0.500 0.7039
0.382 0.7031
LOW 0.7007
0.618 0.6966
1.000 0.6942
1.618 0.6901
2.618 0.6836
4.250 0.6730
Fisher Pivots for day following 24-Jan-2023
Pivot 1 day 3 day
R1 0.7055 0.7041
PP 0.7047 0.7019
S1 0.7039 0.6996

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

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