CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 23-Feb-2023
Day Change Summary
Previous Current
22-Feb-2023 23-Feb-2023 Change Change % Previous Week
Open 0.6889 0.6847 -0.0042 -0.6% 0.6955
High 0.6889 0.6852 -0.0037 -0.5% 0.7039
Low 0.6845 0.6847 0.0002 0.0% 0.6864
Close 0.6845 0.6852 0.0007 0.1% 0.6929
Range 0.0044 0.0005 -0.0039 -88.5% 0.0176
ATR 0.0065 0.0061 -0.0004 -6.4% 0.0000
Volume 1 1 0 0.0% 49
Daily Pivots for day following 23-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.6865 0.6864 0.6855
R3 0.6860 0.6859 0.6853
R2 0.6855 0.6855 0.6853
R1 0.6854 0.6854 0.6852 0.6855
PP 0.6850 0.6850 0.6850 0.6851
S1 0.6849 0.6849 0.6852 0.6850
S2 0.6845 0.6845 0.6851
S3 0.6840 0.6844 0.6851
S4 0.6835 0.6839 0.6849
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 0.6972 0.6845 0.0127 1.9% 0.0049 0.7% 6% False False 4
10 0.7054 0.6845 0.0209 3.1% 0.0057 0.8% 3% False False 7
20 0.7205 0.6845 0.0360 5.3% 0.0053 0.8% 2% False False 6
40 0.7205 0.6752 0.0454 6.6% 0.0043 0.6% 22% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.6873
2.618 0.6865
1.618 0.6860
1.000 0.6857
0.618 0.6855
HIGH 0.6852
0.618 0.6850
0.500 0.6850
0.382 0.6849
LOW 0.6847
0.618 0.6844
1.000 0.6842
1.618 0.6839
2.618 0.6834
4.250 0.6826
Fisher Pivots for day following 23-Feb-2023
Pivot 1 day 3 day
R1 0.6851 0.6905
PP 0.6850 0.6887
S1 0.6850 0.6870

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

View Archives - Comment on this page... - Back to Index of Symbols