CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 14-Feb-2023
Day Change Summary
Previous Current
13-Feb-2023 14-Feb-2023 Change Change % Previous Week
Open 0.6924 0.6971 0.0047 0.7% 0.6925
High 0.6981 0.7038 0.0057 0.8% 0.7019
Low 0.6898 0.6928 0.0031 0.4% 0.6865
Close 0.6970 0.6996 0.0026 0.4% 0.6921
Range 0.0083 0.0110 0.0027 31.9% 0.0155
ATR 0.0089 0.0090 0.0001 1.7% 0.0000
Volume 56,170 119,406 63,236 112.6% 462,769
Daily Pivots for day following 14-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7316 0.7265 0.7056
R3 0.7206 0.7156 0.7026
R2 0.7097 0.7097 0.7016
R1 0.7046 0.7046 0.7006 0.7072
PP 0.6987 0.6987 0.6987 0.7000
S1 0.6937 0.6937 0.6986 0.6962
S2 0.6878 0.6878 0.6976
S3 0.6768 0.6827 0.6966
S4 0.6659 0.6718 0.6936
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 0.7038 0.6898 0.0140 2.0% 0.0082 1.2% 70% True False 79,588
10 0.7169 0.6865 0.0304 4.3% 0.0097 1.4% 43% False False 96,633
20 0.7169 0.6865 0.0304 4.3% 0.0087 1.2% 43% False False 87,049
40 0.7169 0.6650 0.0519 7.4% 0.0090 1.3% 67% False False 83,487
60 0.7169 0.6617 0.0552 7.9% 0.0091 1.3% 69% False False 60,211
80 0.7169 0.6244 0.0925 13.2% 0.0092 1.3% 81% False False 45,221
100 0.7169 0.6225 0.0944 13.5% 0.0092 1.3% 82% False False 36,188
120 0.7169 0.6225 0.0944 13.5% 0.0084 1.2% 82% False False 30,158
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 0.0021
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7503
2.618 0.7324
1.618 0.7215
1.000 0.7147
0.618 0.7105
HIGH 0.7038
0.618 0.6996
0.500 0.6983
0.382 0.6970
LOW 0.6928
0.618 0.6860
1.000 0.6819
1.618 0.6751
2.618 0.6641
4.250 0.6463
Fisher Pivots for day following 14-Feb-2023
Pivot 1 day 3 day
R1 0.6992 0.6987
PP 0.6987 0.6977
S1 0.6983 0.6968

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

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