CME Australian Dollar Future December 2023


Trading Metrics calculated at close of trading on 03-Mar-2023
Day Change Summary
Previous Current
02-Mar-2023 03-Mar-2023 Change Change % Previous Week
Open 0.6797 0.6816 0.0019 0.3% 0.6778
High 0.6797 0.6840 0.0043 0.6% 0.6845
Low 0.6797 0.6816 0.0019 0.3% 0.6778
Close 0.6797 0.6837 0.0041 0.6% 0.6837
Range 0.0000 0.0024 0.0024 0.0068
ATR 0.0041 0.0041 0.0000 0.4% 0.0000
Volume 0 14 14 24
Daily Pivots for day following 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6903 0.6894 0.6850
R3 0.6879 0.6870 0.6844
R2 0.6855 0.6855 0.6841
R1 0.6846 0.6846 0.6839 0.6850
PP 0.6831 0.6831 0.6831 0.6833
S1 0.6822 0.6822 0.6835 0.6826
S2 0.6807 0.6807 0.6833
S3 0.6783 0.6798 0.6830
S4 0.6759 0.6774 0.6824
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7022 0.6997 0.6874
R3 0.6955 0.6930 0.6856
R2 0.6887 0.6887 0.6849
R1 0.6862 0.6862 0.6843 0.6875
PP 0.6820 0.6820 0.6820 0.6826
S1 0.6795 0.6795 0.6831 0.6807
S2 0.6752 0.6752 0.6825
S3 0.6685 0.6727 0.6818
S4 0.6617 0.6660 0.6800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6845 0.6778 0.0068 1.0% 0.0016 0.2% 88% False False 4
10 0.6949 0.6778 0.0171 2.5% 0.0025 0.4% 35% False False 3
20 0.7151 0.6778 0.0373 5.5% 0.0022 0.3% 16% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6942
2.618 0.6902
1.618 0.6878
1.000 0.6864
0.618 0.6854
HIGH 0.6840
0.618 0.6830
0.500 0.6828
0.382 0.6825
LOW 0.6816
0.618 0.6801
1.000 0.6792
1.618 0.6777
2.618 0.6753
4.250 0.6714
Fisher Pivots for day following 03-Mar-2023
Pivot 1 day 3 day
R1 0.6834 0.6832
PP 0.6831 0.6826
S1 0.6828 0.6821

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

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