CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 16-Feb-2023
Day Change Summary
Previous Current
15-Feb-2023 16-Feb-2023 Change Change % Previous Week
Open 0.7025 0.6955 -0.0070 -1.0% 0.6970
High 0.7025 0.6972 -0.0053 -0.8% 0.7054
Low 0.6920 0.6908 -0.0012 -0.2% 0.6925
Close 0.6951 0.6947 -0.0004 -0.1% 0.6962
Range 0.0105 0.0064 -0.0041 -39.0% 0.0129
ATR 0.0064 0.0064 0.0000 0.0% 0.0000
Volume 18 10 -8 -44.4% 48
Daily Pivots for day following 16-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7134 0.7104 0.6982
R3 0.7070 0.7040 0.6964
R2 0.7006 0.7006 0.6958
R1 0.6976 0.6976 0.6952 0.6959
PP 0.6942 0.6942 0.6942 0.6934
S1 0.6912 0.6912 0.6941 0.6895
S2 0.6878 0.6878 0.6935
S3 0.6814 0.6848 0.6929
S4 0.6750 0.6784 0.6911
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 0.7039 0.6908 0.0131 1.9% 0.0065 0.9% 29% False True 10
10 0.7133 0.6908 0.0225 3.2% 0.0074 1.1% 17% False True 10
20 0.7205 0.6908 0.0297 4.3% 0.0049 0.7% 13% False True 6
40 0.7205 0.6699 0.0507 7.3% 0.0040 0.6% 49% False False 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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7244
2.618 0.7140
1.618 0.7076
1.000 0.7036
0.618 0.7012
HIGH 0.6972
0.618 0.6948
0.500 0.6940
0.382 0.6932
LOW 0.6908
0.618 0.6868
1.000 0.6844
1.618 0.6804
2.618 0.6740
4.250 0.6636
Fisher Pivots for day following 16-Feb-2023
Pivot 1 day 3 day
R1 0.6944 0.6974
PP 0.6942 0.6965
S1 0.6940 0.6956

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

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