CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 08-Feb-2023
Day Change Summary
Previous Current
07-Feb-2023 08-Feb-2023 Change Change % Previous Week
Open 0.6893 0.6973 0.0080 1.2% 0.7113
High 0.6999 0.7005 0.0006 0.1% 0.7169
Low 0.6892 0.6927 0.0036 0.5% 0.6929
Close 0.6951 0.6934 -0.0017 -0.2% 0.6936
Range 0.0107 0.0078 -0.0030 -27.6% 0.0240
ATR 0.0094 0.0092 -0.0001 -1.2% 0.0000
Volume 140,171 69,514 -70,657 -50.4% 472,488
Daily Pivots for day following 08-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7188 0.7138 0.6976
R3 0.7110 0.7061 0.6955
R2 0.7033 0.7033 0.6948
R1 0.6983 0.6983 0.6941 0.6969
PP 0.6955 0.6955 0.6955 0.6948
S1 0.6906 0.6906 0.6926 0.6892
S2 0.6878 0.6878 0.6919
S3 0.6800 0.6828 0.6912
S4 0.6723 0.6751 0.6891
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% 0.0106 1.5% 23% False False 109,063
10 0.7169 0.6865 0.0304 4.4% 0.0090 1.3% 23% False False 91,505
20 0.7169 0.6865 0.0304 4.4% 0.0087 1.3% 23% False False 87,958
40 0.7169 0.6650 0.0519 7.5% 0.0094 1.4% 55% False False 81,230
60 0.7169 0.6612 0.0557 8.0% 0.0092 1.3% 58% False False 54,797
80 0.7169 0.6232 0.0937 13.5% 0.0092 1.3% 75% False False 41,117
100 0.7169 0.6225 0.0944 13.6% 0.0090 1.3% 75% False False 32,905
120 0.7169 0.6225 0.0944 13.6% 0.0081 1.2% 75% False False 27,421
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 0.0018
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7334
2.618 0.7207
1.618 0.7130
1.000 0.7082
0.618 0.7052
HIGH 0.7005
0.618 0.6975
0.500 0.6966
0.382 0.6957
LOW 0.6927
0.618 0.6879
1.000 0.6850
1.618 0.6802
2.618 0.6724
4.250 0.6598
Fisher Pivots for day following 08-Feb-2023
Pivot 1 day 3 day
R1 0.6966 0.6935
PP 0.6955 0.6934
S1 0.6944 0.6934

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

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