CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 09-Feb-2023
Day Change Summary
Previous Current
08-Feb-2023 09-Feb-2023 Change Change % Previous Week
Open 0.6973 0.6934 -0.0039 -0.6% 0.7113
High 0.7005 0.7019 0.0015 0.2% 0.7169
Low 0.6927 0.6930 0.0003 0.0% 0.6929
Close 0.6934 0.6948 0.0014 0.2% 0.6936
Range 0.0078 0.0090 0.0012 15.5% 0.0240
ATR 0.0092 0.0092 0.0000 -0.2% 0.0000
Volume 69,514 78,940 9,426 13.6% 472,488
Daily Pivots for day following 09-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7234 0.7180 0.6997
R3 0.7144 0.7091 0.6972
R2 0.7055 0.7055 0.6964
R1 0.7001 0.7001 0.6956 0.7028
PP 0.6965 0.6965 0.6965 0.6979
S1 0.6912 0.6912 0.6939 0.6939
S2 0.6876 0.6876 0.6931
S3 0.6786 0.6822 0.6923
S4 0.6697 0.6733 0.6898
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 0.7090 0.6865 0.0225 3.2% 0.0106 1.5% 37% False False 104,138
10 0.7169 0.6865 0.0304 4.4% 0.0092 1.3% 27% False False 92,403
20 0.7169 0.6865 0.0304 4.4% 0.0089 1.3% 27% False False 88,877
40 0.7169 0.6650 0.0519 7.5% 0.0094 1.4% 57% False False 82,826
60 0.7169 0.6617 0.0552 7.9% 0.0091 1.3% 60% False False 56,109
80 0.7169 0.6244 0.0925 13.3% 0.0091 1.3% 76% False False 42,103
100 0.7169 0.6225 0.0944 13.6% 0.0091 1.3% 77% False False 33,694
120 0.7169 0.6225 0.0944 13.6% 0.0082 1.2% 77% False False 28,079
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 0.7399
2.618 0.7253
1.618 0.7164
1.000 0.7109
0.618 0.7074
HIGH 0.7019
0.618 0.6985
0.500 0.6974
0.382 0.6964
LOW 0.6930
0.618 0.6874
1.000 0.6840
1.618 0.6785
2.618 0.6695
4.250 0.6549
Fisher Pivots for day following 09-Feb-2023
Pivot 1 day 3 day
R1 0.6974 0.6955
PP 0.6965 0.6953
S1 0.6956 0.6950

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

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