CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 10-Feb-2023
Day Change Summary
Previous Current
09-Feb-2023 10-Feb-2023 Change Change % Previous Week
Open 0.6934 0.6947 0.0013 0.2% 0.6925
High 0.7019 0.6968 -0.0051 -0.7% 0.7019
Low 0.6930 0.6916 -0.0014 -0.2% 0.6865
Close 0.6948 0.6921 -0.0027 -0.4% 0.6921
Range 0.0090 0.0052 -0.0038 -41.9% 0.0155
ATR 0.0092 0.0089 -0.0003 -3.1% 0.0000
Volume 78,940 73,913 -5,027 -6.4% 462,769
Daily Pivots for day following 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7091 0.7058 0.6950
R3 0.7039 0.7006 0.6935
R2 0.6987 0.6987 0.6931
R1 0.6954 0.6954 0.6926 0.6945
PP 0.6935 0.6935 0.6935 0.6930
S1 0.6902 0.6902 0.6916 0.6893
S2 0.6883 0.6883 0.6911
S3 0.6831 0.6850 0.6907
S4 0.6779 0.6798 0.6892
Weekly Pivots for week ending 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7398 0.7314 0.7006
R3 0.7244 0.7160 0.6963
R2 0.7089 0.7089 0.6949
R1 0.7005 0.7005 0.6935 0.6970
PP 0.6935 0.6935 0.6935 0.6917
S1 0.6851 0.6851 0.6907 0.6816
S2 0.6780 0.6780 0.6893
S3 0.6626 0.6696 0.6879
S4 0.6471 0.6542 0.6836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7019 0.6865 0.0155 2.2% 0.0084 1.2% 37% False False 92,553
10 0.7169 0.6865 0.0304 4.4% 0.0093 1.3% 19% False False 93,525
20 0.7169 0.6865 0.0304 4.4% 0.0086 1.2% 19% False False 87,492
40 0.7169 0.6650 0.0519 7.5% 0.0092 1.3% 52% False False 82,614
60 0.7169 0.6617 0.0552 8.0% 0.0091 1.3% 55% False False 57,339
80 0.7169 0.6244 0.0925 13.4% 0.0091 1.3% 73% False False 43,027
100 0.7169 0.6225 0.0944 13.6% 0.0091 1.3% 74% False False 34,433
120 0.7169 0.6225 0.0944 13.6% 0.0083 1.2% 74% False False 28,695
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 0.0017
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7189
2.618 0.7104
1.618 0.7052
1.000 0.7020
0.618 0.7000
HIGH 0.6968
0.618 0.6948
0.500 0.6942
0.382 0.6936
LOW 0.6916
0.618 0.6884
1.000 0.6864
1.618 0.6832
2.618 0.6780
4.250 0.6695
Fisher Pivots for day following 10-Feb-2023
Pivot 1 day 3 day
R1 0.6942 0.6968
PP 0.6935 0.6952
S1 0.6928 0.6937

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

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