CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 22-Feb-2023
Day Change Summary
Previous Current
21-Feb-2023 22-Feb-2023 Change Change % Previous Week
Open 0.6932 0.6889 -0.0044 -0.6% 0.6955
High 0.6965 0.6889 -0.0077 -1.1% 0.7039
Low 0.6902 0.6845 -0.0057 -0.8% 0.6864
Close 0.6902 0.6845 -0.0057 -0.8% 0.6929
Range 0.0064 0.0044 -0.0020 -31.5% 0.0176
ATR 0.0065 0.0065 -0.0001 -1.0% 0.0000
Volume 5 1 -4 -80.0% 49
Daily Pivots for day following 22-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.6990 0.6961 0.6869
R3 0.6947 0.6918 0.6857
R2 0.6903 0.6903 0.6853
R1 0.6874 0.6874 0.6849 0.6867
PP 0.6860 0.6860 0.6860 0.6856
S1 0.6831 0.6831 0.6841 0.6823
S2 0.6816 0.6816 0.6837
S3 0.6773 0.6787 0.6833
S4 0.6729 0.6744 0.6821
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 0.7025 0.6845 0.0180 2.6% 0.0069 1.0% 0% False True 7
10 0.7054 0.6845 0.0209 3.1% 0.0063 0.9% 0% False True 8
20 0.7205 0.6845 0.0360 5.3% 0.0055 0.8% 0% False True 6
40 0.7205 0.6752 0.0454 6.6% 0.0043 0.6% 21% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7073
2.618 0.7002
1.618 0.6959
1.000 0.6932
0.618 0.6915
HIGH 0.6889
0.618 0.6872
0.500 0.6867
0.382 0.6862
LOW 0.6845
0.618 0.6818
1.000 0.6802
1.618 0.6775
2.618 0.6731
4.250 0.6660
Fisher Pivots for day following 22-Feb-2023
Pivot 1 day 3 day
R1 0.6867 0.6905
PP 0.6860 0.6885
S1 0.6852 0.6865

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

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