CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 27-Jan-2023

Day Change Summary
	Previous	Current
	26-Jan-2023	27-Jan-2023	Change	Change %	Previous Week
Open	0.7118	0.7128	0.0010	0.1%	0.6986
High	0.7155	0.7142	-0.0014	-0.2%	0.7155
Low	0.7092	0.7095	0.0004	0.0%	0.6976
Close	0.7126	0.7124	-0.0002	0.0%	0.7124
Range	0.0064	0.0047	-0.0017	-26.8%	0.0180
ATR	0.0090	0.0087	-0.0003	-3.5%	0.0000
Volume	69,955	62,691	-7,264	-10.4%	370,597

Daily Pivots for day following 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7260	0.7238	0.7149
R3	0.7213	0.7192	0.7136
R2	0.7167	0.7167	0.7132
R1	0.7145	0.7145	0.7128	0.7133
PP	0.7120	0.7120	0.7120	0.7114
S1	0.7099	0.7099	0.7119	0.7086
S2	0.7074	0.7074	0.7115
S3	0.7027	0.7052	0.7111
S4	0.6981	0.7006	0.7098

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7623	0.7553	0.7222
R3	0.7444	0.7373	0.7173
R2	0.7264	0.7264	0.7156
R1	0.7194	0.7194	0.7140	0.7229
PP	0.7085	0.7085	0.7085	0.7102
S1	0.7014	0.7014	0.7107	0.7050
S2	0.6905	0.6905	0.7091
S3	0.6726	0.6835	0.7074
S4	0.6546	0.6655	0.7025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7155	0.6976	0.0180	2.5%	0.0069	1.0%	82%	False	False	74,119
10	0.7155	0.6886	0.0269	3.8%	0.0078	1.1%	88%	False	False	81,459
20	0.7155	0.6706	0.0449	6.3%	0.0093	1.3%	93%	False	False	84,389
40	0.7155	0.6650	0.0505	7.1%	0.0093	1.3%	94%	False	False	62,352
60	0.7155	0.6310	0.0845	11.9%	0.0094	1.3%	96%	False	False	41,774
80	0.7155	0.6225	0.0930	13.1%	0.0091	1.3%	97%	False	False	31,342
100	0.7155	0.6225	0.0930	13.1%	0.0087	1.2%	97%	False	False	25,081
120	0.7155	0.6225	0.0930	13.1%	0.0076	1.1%	97%	False	False	20,901

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	0.7339
2.618	0.7263
1.618	0.7217
1.000	0.7188
0.618	0.7170
HIGH	0.7142
0.618	0.7124
0.500	0.7118
0.382	0.7113
LOW	0.7095
0.618	0.7066
1.000	0.7049
1.618	0.7020
2.618	0.6973
4.250	0.6897

Fisher Pivots for day following 27-Jan-2023
Pivot	1 day	3 day
R1	0.7122	0.7116
PP	0.7120	0.7108
S1	0.7118	0.7100

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols