CME Australian Dollar Future September 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 0.6955 0.7013 0.0058 0.8% 0.6970
High 0.7011 0.7039 0.0028 0.4% 0.7054
Low 0.6955 0.6987 0.0032 0.5% 0.6925
Close 0.7011 0.7039 0.0028 0.4% 0.6962
Range 0.0056 0.0052 -0.0004 -7.1% 0.0129
ATR 0.0061 0.0060 -0.0001 -1.0% 0.0000
Volume 3 14 11 366.7% 48
Daily Pivots for day following 14-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7178 0.7160 0.7068
R3 0.7126 0.7108 0.7053
R2 0.7074 0.7074 0.7049
R1 0.7056 0.7056 0.7044 0.7065
PP 0.7022 0.7022 0.7022 0.7026
S1 0.7004 0.7004 0.7034 0.7013
S2 0.6970 0.6970 0.7029
S3 0.6918 0.6952 0.7025
S4 0.6866 0.6900 0.7010
Weekly Pivots for week ending 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7367 0.7293 0.7032
R3 0.7238 0.7164 0.6997
R2 0.7109 0.7109 0.6985
R1 0.7035 0.7035 0.6973 0.7008
PP 0.6980 0.6980 0.6980 0.6966
S1 0.6906 0.6906 0.6950 0.6879
S2 0.6851 0.6851 0.6938
S3 0.6722 0.6777 0.6926
S4 0.6593 0.6648 0.6891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7054 0.6955 0.0099 1.4% 0.0057 0.8% 85% False False 8
10 0.7205 0.6925 0.0280 4.0% 0.0065 0.9% 41% False False 8
20 0.7205 0.6925 0.0280 4.0% 0.0041 0.6% 41% False False 5
40 0.7205 0.6699 0.0507 7.2% 0.0037 0.5% 67% False False 3
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7260
2.618 0.7175
1.618 0.7123
1.000 0.7091
0.618 0.7071
HIGH 0.7039
0.618 0.7019
0.500 0.7013
0.382 0.7007
LOW 0.6987
0.618 0.6955
1.000 0.6935
1.618 0.6903
2.618 0.6851
4.250 0.6766
Fisher Pivots for day following 14-Feb-2023
Pivot 1 day 3 day
R1 0.7030 0.7025
PP 0.7022 0.7011
S1 0.7013 0.6997

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

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