CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 28-Feb-2023
Day Change Summary
Previous Current
27-Feb-2023 28-Feb-2023 Change Change % Previous Week
Open 0.6782 0.6780 -0.0002 0.0% 0.6932
High 0.6782 0.6780 -0.0002 0.0% 0.6965
Low 0.6782 0.6780 -0.0002 0.0% 0.6768
Close 0.6782 0.6780 -0.0002 0.0% 0.6772
Range
ATR 0.0060 0.0056 -0.0004 -7.0% 0.0000
Volume
Daily Pivots for day following 28-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.6780 0.6780 0.6780
R3 0.6780 0.6780 0.6780
R2 0.6780 0.6780 0.6780
R1 0.6780 0.6780 0.6780 0.6780
PP 0.6780 0.6780 0.6780 0.6780
S1 0.6780 0.6780 0.6780 0.6780
S2 0.6780 0.6780 0.6780
S3 0.6780 0.6780 0.6780
S4 0.6780 0.6780 0.6780
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 0.6889 0.6768 0.0121 1.8% 0.0030 0.4% 10% False False 1
10 0.7039 0.6768 0.0272 4.0% 0.0050 0.7% 5% False False 5
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% 0.0044 0.7% 6% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Fibonacci Retracements and Extensions
4.250 0.6780
2.618 0.6780
1.618 0.6780
1.000 0.6780
0.618 0.6780
HIGH 0.6780
0.618 0.6780
0.500 0.6780
0.382 0.6780
LOW 0.6780
0.618 0.6780
1.000 0.6780
1.618 0.6780
2.618 0.6780
4.250 0.6780
Fisher Pivots for day following 28-Feb-2023
Pivot 1 day 3 day
R1 0.6780 0.6818
PP 0.6780 0.6806
S1 0.6780 0.6793

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

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