CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 17-Feb-2023
Day Change Summary
Previous Current
16-Feb-2023 17-Feb-2023 Change Change % Previous Week
Open 0.6910 0.6880 -0.0030 -0.4% 0.6924
High 0.6942 0.6890 -0.0053 -0.8% 0.7038
Low 0.6846 0.6817 -0.0029 -0.4% 0.6817
Close 0.6903 0.6885 -0.0018 -0.3% 0.6885
Range 0.0097 0.0073 -0.0024 -24.9% 0.0221
ATR 0.0093 0.0093 -0.0001 -0.6% 0.0000
Volume 106,497 75,243 -31,254 -29.3% 459,880
Daily Pivots for day following 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7081 0.7055 0.6924
R3 0.7009 0.6983 0.6904
R2 0.6936 0.6936 0.6898
R1 0.6910 0.6910 0.6891 0.6923
PP 0.6864 0.6864 0.6864 0.6870
S1 0.6838 0.6838 0.6878 0.6851
S2 0.6791 0.6791 0.6871
S3 0.6719 0.6765 0.6865
S4 0.6646 0.6693 0.6845
Weekly Pivots for week ending 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7575 0.7450 0.7006
R3 0.7354 0.7230 0.6945
R2 0.7134 0.7134 0.6925
R1 0.7009 0.7009 0.6905 0.6961
PP 0.6913 0.6913 0.6913 0.6889
S1 0.6789 0.6789 0.6864 0.6741
S2 0.6693 0.6693 0.6844
S3 0.6472 0.6568 0.6824
S4 0.6252 0.6348 0.6763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7038 0.6817 0.0221 3.2% 0.0097 1.4% 31% False True 91,976
10 0.7038 0.6817 0.0221 3.2% 0.0091 1.3% 31% False True 92,264
20 0.7169 0.6817 0.0352 5.1% 0.0088 1.3% 19% False True 88,286
40 0.7169 0.6669 0.0500 7.3% 0.0092 1.3% 43% False False 84,700
60 0.7169 0.6635 0.0534 7.7% 0.0092 1.3% 47% False False 64,945
80 0.7169 0.6310 0.0859 12.5% 0.0092 1.3% 67% False False 48,773
100 0.7169 0.6225 0.0944 13.7% 0.0092 1.3% 70% False False 39,028
120 0.7169 0.6225 0.0944 13.7% 0.0085 1.2% 70% False False 32,527
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7198
2.618 0.7079
1.618 0.7007
1.000 0.6962
0.618 0.6934
HIGH 0.6890
0.618 0.6862
0.500 0.6853
0.382 0.6845
LOW 0.6817
0.618 0.6772
1.000 0.6745
1.618 0.6700
2.618 0.6627
4.250 0.6509
Fisher Pivots for day following 17-Feb-2023
Pivot 1 day 3 day
R1 0.6874 0.6906
PP 0.6864 0.6899
S1 0.6853 0.6892

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

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