CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 27-Feb-2023
Day Change Summary
Previous Current
24-Feb-2023 27-Feb-2023 Change Change % Previous Week
Open 0.6849 0.6782 -0.0067 -1.0% 0.6932
High 0.6869 0.6782 -0.0088 -1.3% 0.6965
Low 0.6768 0.6782 0.0014 0.2% 0.6768
Close 0.6772 0.6782 0.0010 0.1% 0.6772
Range 0.0102 0.0000 -0.0102 -100.0% 0.0198
ATR 0.0064 0.0060 -0.0004 -6.1% 0.0000
Volume 5 0 -5 -100.0% 12
Daily Pivots for day following 27-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.6782 0.6782 0.6782
R3 0.6782 0.6782 0.6782
R2 0.6782 0.6782 0.6782
R1 0.6782 0.6782 0.6782 0.6782
PP 0.6782 0.6782 0.6782 0.6782
S1 0.6782 0.6782 0.6782 0.6782
S2 0.6782 0.6782 0.6782
S3 0.6782 0.6782 0.6782
S4 0.6782 0.6782 0.6782
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7427 0.7297 0.6881
R3 0.7230 0.7100 0.6826
R2 0.7032 0.7032 0.6808
R1 0.6902 0.6902 0.6790 0.6869
PP 0.6835 0.6835 0.6835 0.6818
S1 0.6705 0.6705 0.6754 0.6671
S2 0.6637 0.6637 0.6736
S3 0.6440 0.6507 0.6718
S4 0.6242 0.6310 0.6663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6965 0.6768 0.0198 2.9% 0.0043 0.6% 7% False False 2
10 0.7039 0.6768 0.0272 4.0% 0.0056 0.8% 5% False False 6
20 0.7205 0.6768 0.0438 6.5% 0.0056 0.8% 3% False False 6
40 0.7205 0.6752 0.0454 6.7% 0.0046 0.7% 7% 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 0.0012
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.6782
2.618 0.6782
1.618 0.6782
1.000 0.6782
0.618 0.6782
HIGH 0.6782
0.618 0.6782
0.500 0.6782
0.382 0.6782
LOW 0.6782
0.618 0.6782
1.000 0.6782
1.618 0.6782
2.618 0.6782
4.250 0.6782
Fisher Pivots for day following 27-Feb-2023
Pivot 1 day 3 day
R1 0.6782 0.6818
PP 0.6782 0.6806
S1 0.6782 0.6794

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

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