CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 06-Feb-2023
Day Change Summary
Previous Current
03-Feb-2023 06-Feb-2023 Change Change % Previous Week
Open 0.7110 0.6970 -0.0140 -2.0% 0.7114
High 0.7133 0.7003 -0.0131 -1.8% 0.7205
Low 0.6980 0.6925 -0.0055 -0.8% 0.6980
Close 0.6984 0.6940 -0.0044 -0.6% 0.6984
Range 0.0153 0.0078 -0.0076 -49.3% 0.0225
ATR 0.0060 0.0061 0.0001 2.1% 0.0000
Volume 9 12 3 33.3% 22
Daily Pivots for day following 06-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7188 0.7142 0.6983
R3 0.7111 0.7064 0.6961
R2 0.7033 0.7033 0.6954
R1 0.6987 0.6987 0.6947 0.6971
PP 0.6956 0.6956 0.6956 0.6948
S1 0.6909 0.6909 0.6933 0.6894
S2 0.6878 0.6878 0.6926
S3 0.6801 0.6832 0.6919
S4 0.6723 0.6754 0.6897
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 0.6925 0.0280 4.0% 0.0067 1.0% 5% False True 6
10 0.7205 0.6925 0.0280 4.0% 0.0042 0.6% 5% False True 5
20 0.7205 0.6925 0.0280 4.0% 0.0032 0.5% 5% False True 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7332
2.618 0.7205
1.618 0.7128
1.000 0.7080
0.618 0.7050
HIGH 0.7003
0.618 0.6973
0.500 0.6964
0.382 0.6955
LOW 0.6925
0.618 0.6877
1.000 0.6848
1.618 0.6800
2.618 0.6722
4.250 0.6596
Fisher Pivots for day following 06-Feb-2023
Pivot 1 day 3 day
R1 0.6964 0.7029
PP 0.6956 0.6999
S1 0.6948 0.6970

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

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