CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 17-Feb-2023
Day Change Summary
Previous Current
16-Feb-2023 17-Feb-2023 Change Change % Previous Week
Open 0.6955 0.6905 -0.0050 -0.7% 0.6955
High 0.6972 0.6932 -0.0041 -0.6% 0.7039
Low 0.6908 0.6864 -0.0045 -0.6% 0.6864
Close 0.6947 0.6929 -0.0018 -0.3% 0.6929
Range 0.0064 0.0068 0.0004 6.3% 0.0176
ATR 0.0064 0.0066 0.0001 2.1% 0.0000
Volume 10 4 -6 -60.0% 49
Daily Pivots for day following 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7112 0.7089 0.6966
R3 0.7044 0.7021 0.6948
R2 0.6976 0.6976 0.6941
R1 0.6953 0.6953 0.6935 0.6964
PP 0.6908 0.6908 0.6908 0.6914
S1 0.6885 0.6885 0.6923 0.6896
S2 0.6840 0.6840 0.6917
S3 0.6772 0.6817 0.6910
S4 0.6704 0.6749 0.6892
Weekly Pivots for week ending 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7470 0.7375 0.7026
R3 0.7295 0.7200 0.6977
R2 0.7119 0.7119 0.6961
R1 0.7024 0.7024 0.6945 0.6984
PP 0.6944 0.6944 0.6944 0.6924
S1 0.6849 0.6849 0.6913 0.6809
S2 0.6768 0.6768 0.6897
S3 0.6593 0.6673 0.6881
S4 0.6417 0.6498 0.6832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7039 0.6864 0.0176 2.5% 0.0069 1.0% 37% False True 9
10 0.7054 0.6864 0.0191 2.7% 0.0065 0.9% 34% False True 9
20 0.7205 0.6864 0.0342 4.9% 0.0050 0.7% 19% False True 6
40 0.7205 0.6719 0.0487 7.0% 0.0041 0.6% 43% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7221
2.618 0.7110
1.618 0.7042
1.000 0.7000
0.618 0.6974
HIGH 0.6932
0.618 0.6906
0.500 0.6898
0.382 0.6889
LOW 0.6864
0.618 0.6821
1.000 0.6796
1.618 0.6753
2.618 0.6685
4.250 0.6575
Fisher Pivots for day following 17-Feb-2023
Pivot 1 day 3 day
R1 0.6919 0.6944
PP 0.6908 0.6939
S1 0.6898 0.6934

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

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