CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 27-Jan-2023
Day Change Summary
Previous Current
26-Jan-2023 27-Jan-2023 Change Change % Previous Week
Open 0.7118 0.7128 0.0010 0.1% 0.6986
High 0.7155 0.7142 -0.0014 -0.2% 0.7155
Low 0.7092 0.7095 0.0004 0.0% 0.6976
Close 0.7126 0.7124 -0.0002 0.0% 0.7124
Range 0.0064 0.0047 -0.0017 -26.8% 0.0180
ATR 0.0090 0.0087 -0.0003 -3.5% 0.0000
Volume 69,955 62,691 -7,264 -10.4% 370,597
Daily Pivots for day following 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7260 0.7238 0.7149
R3 0.7213 0.7192 0.7136
R2 0.7167 0.7167 0.7132
R1 0.7145 0.7145 0.7128 0.7133
PP 0.7120 0.7120 0.7120 0.7114
S1 0.7099 0.7099 0.7119 0.7086
S2 0.7074 0.7074 0.7115
S3 0.7027 0.7052 0.7111
S4 0.6981 0.7006 0.7098
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7623 0.7553 0.7222
R3 0.7444 0.7373 0.7173
R2 0.7264 0.7264 0.7156
R1 0.7194 0.7194 0.7140 0.7229
PP 0.7085 0.7085 0.7085 0.7102
S1 0.7014 0.7014 0.7107 0.7050
S2 0.6905 0.6905 0.7091
S3 0.6726 0.6835 0.7074
S4 0.6546 0.6655 0.7025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7155 0.6976 0.0180 2.5% 0.0069 1.0% 82% False False 74,119
10 0.7155 0.6886 0.0269 3.8% 0.0078 1.1% 88% False False 81,459
20 0.7155 0.6706 0.0449 6.3% 0.0093 1.3% 93% False False 84,389
40 0.7155 0.6650 0.0505 7.1% 0.0093 1.3% 94% False False 62,352
60 0.7155 0.6310 0.0845 11.9% 0.0094 1.3% 96% False False 41,774
80 0.7155 0.6225 0.0930 13.1% 0.0091 1.3% 97% False False 31,342
100 0.7155 0.6225 0.0930 13.1% 0.0087 1.2% 97% False False 25,081
120 0.7155 0.6225 0.0930 13.1% 0.0076 1.1% 97% False False 20,901
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 0.7339
2.618 0.7263
1.618 0.7217
1.000 0.7188
0.618 0.7170
HIGH 0.7142
0.618 0.7124
0.500 0.7118
0.382 0.7113
LOW 0.7095
0.618 0.7066
1.000 0.7049
1.618 0.7020
2.618 0.6973
4.250 0.6897
Fisher Pivots for day following 27-Jan-2023
Pivot 1 day 3 day
R1 0.7122 0.7116
PP 0.7120 0.7108
S1 0.7118 0.7100

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

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