CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 21-Feb-2023
Day Change Summary
Previous Current
17-Feb-2023 21-Feb-2023 Change Change % Previous Week
Open 0.6905 0.6932 0.0027 0.4% 0.6955
High 0.6932 0.6965 0.0034 0.5% 0.7039
Low 0.6864 0.6902 0.0038 0.6% 0.6864
Close 0.6929 0.6902 -0.0028 -0.4% 0.6929
Range 0.0068 0.0064 -0.0005 -6.6% 0.0176
ATR 0.0066 0.0065 0.0000 -0.2% 0.0000
Volume 4 5 1 25.0% 49
Daily Pivots for day following 21-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7113 0.7071 0.6936
R3 0.7050 0.7007 0.6919
R2 0.6986 0.6986 0.6913
R1 0.6944 0.6944 0.6907 0.6933
PP 0.6923 0.6923 0.6923 0.6917
S1 0.6880 0.6880 0.6896 0.6870
S2 0.6859 0.6859 0.6890
S3 0.6796 0.6817 0.6884
S4 0.6732 0.6753 0.6867
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% 0.0071 1.0% 22% False False 10
10 0.7054 0.6864 0.0191 2.8% 0.0064 0.9% 20% False False 9
20 0.7205 0.6864 0.0342 4.9% 0.0053 0.8% 11% False False 7
40 0.7205 0.6719 0.0487 7.0% 0.0042 0.6% 38% False False 4
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7235
2.618 0.7131
1.618 0.7068
1.000 0.7029
0.618 0.7004
HIGH 0.6965
0.618 0.6941
0.500 0.6933
0.382 0.6926
LOW 0.6902
0.618 0.6862
1.000 0.6838
1.618 0.6799
2.618 0.6735
4.250 0.6632
Fisher Pivots for day following 21-Feb-2023
Pivot 1 day 3 day
R1 0.6933 0.6918
PP 0.6923 0.6912
S1 0.6912 0.6907

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

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