CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 03-Feb-2023
Day Change Summary
Previous Current
02-Feb-2023 03-Feb-2023 Change Change % Previous Week
Open 0.7129 0.7110 -0.0019 -0.3% 0.7114
High 0.7129 0.7133 0.0004 0.1% 0.7205
Low 0.7129 0.6980 -0.0149 -2.1% 0.6980
Close 0.7129 0.6984 -0.0146 -2.0% 0.6984
Range 0.0000 0.0153 0.0153 0.0225
ATR 0.0053 0.0060 0.0007 13.6% 0.0000
Volume 0 9 9 22
Daily Pivots for day following 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7491 0.7390 0.7068
R3 0.7338 0.7237 0.7026
R2 0.7185 0.7185 0.7012
R1 0.7084 0.7084 0.6998 0.7058
PP 0.7032 0.7032 0.7032 0.7019
S1 0.6931 0.6931 0.6969 0.6905
S2 0.6879 0.6879 0.6955
S3 0.6726 0.6778 0.6941
S4 0.6573 0.6625 0.6899
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7731 0.7582 0.7107
R3 0.7506 0.7357 0.7045
R2 0.7281 0.7281 0.7025
R1 0.7132 0.7132 0.7004 0.7094
PP 0.7056 0.7056 0.7056 0.7037
S1 0.6907 0.6907 0.6963 0.6869
S2 0.6831 0.6831 0.6942
S3 0.6606 0.6682 0.6922
S4 0.6381 0.6457 0.6860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7205 0.6980 0.0225 3.2% 0.0051 0.7% 2% False True 4
10 0.7205 0.6980 0.0225 3.2% 0.0035 0.5% 2% False True 3
20 0.7205 0.6786 0.0419 6.0% 0.0036 0.5% 47% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7783
2.618 0.7534
1.618 0.7381
1.000 0.7286
0.618 0.7228
HIGH 0.7133
0.618 0.7075
0.500 0.7057
0.382 0.7038
LOW 0.6980
0.618 0.6885
1.000 0.6827
1.618 0.6732
2.618 0.6579
4.250 0.6330
Fisher Pivots for day following 03-Feb-2023
Pivot 1 day 3 day
R1 0.7057 0.7093
PP 0.7032 0.7056
S1 0.7008 0.7020

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

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