CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 30-Jan-2023
Day Change Summary
Previous Current
27-Jan-2023 30-Jan-2023 Change Change % Previous Week
Open 0.7128 0.7113 -0.0015 -0.2% 0.6986
High 0.7142 0.7133 -0.0009 -0.1% 0.7155
Low 0.7095 0.7064 -0.0032 -0.4% 0.6976
Close 0.7124 0.7070 -0.0054 -0.8% 0.7124
Range 0.0047 0.0069 0.0023 48.4% 0.0180
ATR 0.0087 0.0086 -0.0001 -1.5% 0.0000
Volume 62,691 60,836 -1,855 -3.0% 370,597
Daily Pivots for day following 30-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7296 0.7252 0.7107
R3 0.7227 0.7183 0.7088
R2 0.7158 0.7158 0.7082
R1 0.7114 0.7114 0.7076 0.7101
PP 0.7089 0.7089 0.7089 0.7082
S1 0.7045 0.7045 0.7063 0.7032
S2 0.7020 0.7020 0.7057
S3 0.6951 0.6976 0.7051
S4 0.6882 0.6907 0.7032
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 0.7007 0.0149 2.1% 0.0067 0.9% 42% False False 70,128
10 0.7155 0.6886 0.0269 3.8% 0.0077 1.1% 68% False False 80,154
20 0.7155 0.6706 0.0449 6.4% 0.0092 1.3% 81% False False 84,755
40 0.7155 0.6650 0.0505 7.1% 0.0091 1.3% 83% False False 63,859
60 0.7155 0.6310 0.0845 12.0% 0.0094 1.3% 90% False False 42,785
80 0.7155 0.6225 0.0930 13.2% 0.0090 1.3% 91% False False 32,099
100 0.7155 0.6225 0.0930 13.2% 0.0087 1.2% 91% False False 25,689
120 0.7155 0.6225 0.0930 13.2% 0.0076 1.1% 91% False False 21,408
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7426
2.618 0.7313
1.618 0.7244
1.000 0.7202
0.618 0.7175
HIGH 0.7133
0.618 0.7106
0.500 0.7098
0.382 0.7090
LOW 0.7064
0.618 0.7021
1.000 0.6995
1.618 0.6952
2.618 0.6883
4.250 0.6770
Fisher Pivots for day following 30-Jan-2023
Pivot 1 day 3 day
R1 0.7098 0.7109
PP 0.7089 0.7096
S1 0.7079 0.7083

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

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