CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 24-Feb-2023
Day Change Summary
Previous Current
23-Feb-2023 24-Feb-2023 Change Change % Previous Week
Open 0.6869 0.6789 -0.0080 -1.2% 0.6918
High 0.6869 0.6885 0.0017 0.2% 0.6918
Low 0.6869 0.6786 -0.0083 -1.2% 0.6786
Close 0.6869 0.6789 -0.0080 -1.2% 0.6789
Range 0.0000 0.0099 0.0099 0.0132
ATR 0.0042 0.0046 0.0004 9.8% 0.0000
Volume 0 10 10 10
Daily Pivots for day following 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7117 0.7052 0.6843
R3 0.7018 0.6953 0.6816
R2 0.6919 0.6919 0.6807
R1 0.6854 0.6854 0.6798 0.6839
PP 0.6820 0.6820 0.6820 0.6812
S1 0.6755 0.6755 0.6780 0.6740
S2 0.6721 0.6721 0.6771
S3 0.6622 0.6656 0.6762
S4 0.6523 0.6557 0.6735
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7225 0.7139 0.6861
R3 0.7094 0.7007 0.6825
R2 0.6962 0.6962 0.6813
R1 0.6876 0.6876 0.6801 0.6853
PP 0.6831 0.6831 0.6831 0.6820
S1 0.6744 0.6744 0.6777 0.6722
S2 0.6699 0.6699 0.6765
S3 0.6568 0.6613 0.6753
S4 0.6436 0.6481 0.6717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6949 0.6786 0.0163 2.4% 0.0033 0.5% 2% False True 2
10 0.7056 0.6786 0.0270 4.0% 0.0022 0.3% 1% False True 1
20 0.7197 0.6786 0.0411 6.1% 0.0020 0.3% 1% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7306
2.618 0.7144
1.618 0.7045
1.000 0.6984
0.618 0.6946
HIGH 0.6885
0.618 0.6847
0.500 0.6836
0.382 0.6824
LOW 0.6786
0.618 0.6725
1.000 0.6687
1.618 0.6626
2.618 0.6527
4.250 0.6365
Fisher Pivots for day following 24-Feb-2023
Pivot 1 day 3 day
R1 0.6836 0.6836
PP 0.6820 0.6820
S1 0.6805 0.6805

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

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