CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 01-Feb-2023
Day Change Summary
Previous Current
31-Jan-2023 01-Feb-2023 Change Change % Previous Week
Open 0.7069 0.7062 -0.0007 -0.1% 0.6986
High 0.7077 0.7156 0.0080 1.1% 0.7155
Low 0.6996 0.7048 0.0053 0.8% 0.6976
Close 0.7065 0.7134 0.0070 1.0% 0.7124
Range 0.0081 0.0108 0.0027 33.3% 0.0180
ATR 0.0085 0.0087 0.0002 1.9% 0.0000
Volume 83,660 92,592 8,932 10.7% 370,597
Daily Pivots for day following 01-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7437 0.7393 0.7193
R3 0.7329 0.7285 0.7164
R2 0.7221 0.7221 0.7154
R1 0.7177 0.7177 0.7144 0.7199
PP 0.7113 0.7113 0.7113 0.7124
S1 0.7069 0.7069 0.7124 0.7091
S2 0.7005 0.7005 0.7114
S3 0.6897 0.6961 0.7104
S4 0.6789 0.6853 0.7075
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 0.7156 0.6996 0.0161 2.2% 0.0074 1.0% 86% True False 73,946
10 0.7156 0.6886 0.0270 3.8% 0.0074 1.0% 92% True False 75,175
20 0.7156 0.6732 0.0424 5.9% 0.0091 1.3% 95% True False 84,907
40 0.7156 0.6650 0.0506 7.1% 0.0092 1.3% 96% True False 68,106
60 0.7156 0.6319 0.0838 11.7% 0.0094 1.3% 97% True False 45,721
80 0.7156 0.6225 0.0931 13.1% 0.0090 1.3% 98% True False 34,302
100 0.7156 0.6225 0.0931 13.1% 0.0088 1.2% 98% True False 27,452
120 0.7156 0.6225 0.0931 13.1% 0.0078 1.1% 98% True False 22,877
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7615
2.618 0.7439
1.618 0.7331
1.000 0.7264
0.618 0.7223
HIGH 0.7156
0.618 0.7115
0.500 0.7102
0.382 0.7089
LOW 0.7048
0.618 0.6981
1.000 0.6940
1.618 0.6873
2.618 0.6765
4.250 0.6589
Fisher Pivots for day following 01-Feb-2023
Pivot 1 day 3 day
R1 0.7123 0.7115
PP 0.7113 0.7095
S1 0.7102 0.7076

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

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