CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 13-Feb-2023
Day Change Summary
Previous Current
10-Feb-2023 13-Feb-2023 Change Change % Previous Week
Open 0.6977 0.7027 0.0050 0.7% 0.6962
High 0.7022 0.7027 0.0006 0.1% 0.7022
Low 0.6976 0.7027 0.0052 0.7% 0.6962
Close 0.6977 0.7027 0.0050 0.7% 0.6977
Range 0.0046 0.0000 -0.0046 -100.0% 0.0060
ATR 0.0041 0.0042 0.0001 1.6% 0.0000
Volume 5 0 -5 -100.0% 6
Daily Pivots for day following 13-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7027 0.7027 0.7027
R3 0.7027 0.7027 0.7027
R2 0.7027 0.7027 0.7027
R1 0.7027 0.7027 0.7027 0.7027
PP 0.7027 0.7027 0.7027 0.7027
S1 0.7027 0.7027 0.7027 0.7027
S2 0.7027 0.7027 0.7027
S3 0.7027 0.7027 0.7027
S4 0.7027 0.7027 0.7027
Weekly Pivots for week ending 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7167 0.7132 0.7010
R3 0.7107 0.7072 0.6994
R2 0.7047 0.7047 0.6988
R1 0.7012 0.7012 0.6983 0.7029
PP 0.6987 0.6987 0.6987 0.6995
S1 0.6952 0.6952 0.6972 0.6969
S2 0.6927 0.6927 0.6966
S3 0.6867 0.6892 0.6961
S4 0.6807 0.6832 0.6944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7027 0.6976 0.0052 0.7% 0.0009 0.1% 100% True False 1
10 0.7196 0.6962 0.0234 3.3% 0.0019 0.3% 28% False False 1
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7027
2.618 0.7027
1.618 0.7027
1.000 0.7027
0.618 0.7027
HIGH 0.7027
0.618 0.7027
0.500 0.7027
0.382 0.7027
LOW 0.7027
0.618 0.7027
1.000 0.7027
1.618 0.7027
2.618 0.7027
4.250 0.7027
Fisher Pivots for day following 13-Feb-2023
Pivot 1 day 3 day
R1 0.7027 0.7018
PP 0.7027 0.7010
S1 0.7027 0.7001

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

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