CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 15-Feb-2023
Day Change Summary
Previous Current
14-Feb-2023 15-Feb-2023 Change Change % Previous Week
Open 0.6971 0.6993 0.0022 0.3% 0.6925
High 0.7038 0.6995 -0.0043 -0.6% 0.7019
Low 0.6928 0.6871 -0.0058 -0.8% 0.6865
Close 0.6996 0.6907 -0.0089 -1.3% 0.6921
Range 0.0110 0.0125 0.0015 13.7% 0.0155
ATR 0.0090 0.0093 0.0003 2.8% 0.0000
Volume 119,406 102,564 -16,842 -14.1% 462,769
Daily Pivots for day following 15-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7298 0.7227 0.6975
R3 0.7173 0.7102 0.6941
R2 0.7049 0.7049 0.6930
R1 0.6978 0.6978 0.6918 0.6951
PP 0.6924 0.6924 0.6924 0.6911
S1 0.6853 0.6853 0.6896 0.6827
S2 0.6800 0.6800 0.6884
S3 0.6675 0.6729 0.6873
S4 0.6551 0.6604 0.6839
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 0.6871 0.0167 2.4% 0.0092 1.3% 22% False True 86,198
10 0.7169 0.6865 0.0304 4.4% 0.0099 1.4% 14% False False 97,630
20 0.7169 0.6865 0.0304 4.4% 0.0087 1.3% 14% False False 86,403
40 0.7169 0.6650 0.0519 7.5% 0.0091 1.3% 50% False False 84,164
60 0.7169 0.6617 0.0552 8.0% 0.0092 1.3% 53% False False 61,919
80 0.7169 0.6244 0.0925 13.4% 0.0093 1.3% 72% False False 46,503
100 0.7169 0.6225 0.0944 13.7% 0.0092 1.3% 72% False False 37,211
120 0.7169 0.6225 0.0944 13.7% 0.0085 1.2% 72% False False 31,013
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 0.0020
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7524
2.618 0.7321
1.618 0.7196
1.000 0.7120
0.618 0.7072
HIGH 0.6995
0.618 0.6947
0.500 0.6933
0.382 0.6918
LOW 0.6871
0.618 0.6794
1.000 0.6746
1.618 0.6669
2.618 0.6545
4.250 0.6341
Fisher Pivots for day following 15-Feb-2023
Pivot 1 day 3 day
R1 0.6933 0.6954
PP 0.6924 0.6938
S1 0.6916 0.6923

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

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