CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 02-Feb-2023
Day Change Summary
Previous Current
01-Feb-2023 02-Feb-2023 Change Change % Previous Week
Open 0.7130 0.7129 -0.0001 0.0% 0.7086
High 0.7205 0.7129 -0.0076 -1.1% 0.7184
Low 0.7118 0.7129 0.0011 0.2% 0.7086
Close 0.7180 0.7129 -0.0051 -0.7% 0.7168
Range 0.0087 0.0000 -0.0087 -100.0% 0.0098
ATR 0.0053 0.0053 0.0000 -0.3% 0.0000
Volume 10 0 -10 -100.0% 16
Daily Pivots for day following 02-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7129 0.7129 0.7129
R3 0.7129 0.7129 0.7129
R2 0.7129 0.7129 0.7129
R1 0.7129 0.7129 0.7129 0.7129
PP 0.7129 0.7129 0.7129 0.7129
S1 0.7129 0.7129 0.7129 0.7129
S2 0.7129 0.7129 0.7129
S3 0.7129 0.7129 0.7129
S4 0.7129 0.7129 0.7129
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7440 0.7402 0.7221
R3 0.7342 0.7304 0.7194
R2 0.7244 0.7244 0.7185
R1 0.7206 0.7206 0.7176 0.7225
PP 0.7146 0.7146 0.7146 0.7155
S1 0.7108 0.7108 0.7159 0.7127
S2 0.7048 0.7048 0.7150
S3 0.6950 0.7010 0.7141
S4 0.6852 0.6912 0.7114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7205 0.7095 0.0110 1.5% 0.0029 0.4% 31% False False 2
10 0.7205 0.6978 0.0227 3.2% 0.0025 0.4% 67% False False 2
20 0.7205 0.6786 0.0419 5.9% 0.0028 0.4% 82% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7129
2.618 0.7129
1.618 0.7129
1.000 0.7129
0.618 0.7129
HIGH 0.7129
0.618 0.7129
0.500 0.7129
0.382 0.7129
LOW 0.7129
0.618 0.7129
1.000 0.7129
1.618 0.7129
2.618 0.7129
4.250 0.7129
Fisher Pivots for day following 02-Feb-2023
Pivot 1 day 3 day
R1 0.7129 0.7150
PP 0.7129 0.7143
S1 0.7129 0.7136

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

View Archives - Comment on this page... - Back to Index of Symbols