CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 07-Feb-2023
Day Change Summary
Previous Current
06-Feb-2023 07-Feb-2023 Change Change % Previous Week
Open 0.6925 0.6893 -0.0032 -0.5% 0.7113
High 0.6958 0.6999 0.0041 0.6% 0.7169
Low 0.6865 0.6892 0.0027 0.4% 0.6929
Close 0.6889 0.6951 0.0062 0.9% 0.6936
Range 0.0093 0.0107 0.0014 15.1% 0.0240
ATR 0.0092 0.0094 0.0001 1.3% 0.0000
Volume 100,231 140,171 39,940 39.8% 472,488
Daily Pivots for day following 07-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7268 0.7216 0.7009
R3 0.7161 0.7109 0.6980
R2 0.7054 0.7054 0.6970
R1 0.7002 0.7002 0.6960 0.7028
PP 0.6947 0.6947 0.6947 0.6960
S1 0.6895 0.6895 0.6941 0.6921
S2 0.6840 0.6840 0.6931
S3 0.6733 0.6788 0.6921
S4 0.6626 0.6681 0.6892
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7731 0.7574 0.7068
R3 0.7491 0.7334 0.7002
R2 0.7251 0.7251 0.6980
R1 0.7094 0.7094 0.6958 0.7052
PP 0.7011 0.7011 0.7011 0.6990
S1 0.6854 0.6854 0.6914 0.6812
S2 0.6771 0.6771 0.6892
S3 0.6531 0.6614 0.6870
S4 0.6291 0.6374 0.6804
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7169 0.6865 0.0304 4.4% 0.0112 1.6% 28% False False 113,678
10 0.7169 0.6865 0.0304 4.4% 0.0091 1.3% 28% False False 93,408
20 0.7169 0.6865 0.0304 4.4% 0.0087 1.3% 28% False False 88,301
40 0.7169 0.6650 0.0519 7.5% 0.0094 1.3% 58% False False 79,768
60 0.7169 0.6426 0.0743 10.7% 0.0094 1.4% 71% False False 53,641
80 0.7169 0.6225 0.0944 13.6% 0.0093 1.3% 77% False False 40,248
100 0.7169 0.6225 0.0944 13.6% 0.0090 1.3% 77% False False 32,209
120 0.7169 0.6225 0.0944 13.6% 0.0081 1.2% 77% False False 26,842
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7453
2.618 0.7279
1.618 0.7172
1.000 0.7106
0.618 0.7065
HIGH 0.6999
0.618 0.6958
0.500 0.6945
0.382 0.6932
LOW 0.6892
0.618 0.6825
1.000 0.6785
1.618 0.6718
2.618 0.6611
4.250 0.6437
Fisher Pivots for day following 07-Feb-2023
Pivot 1 day 3 day
R1 0.6949 0.6977
PP 0.6947 0.6968
S1 0.6945 0.6959

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

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