CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 22-Feb-2023
Day Change Summary
Previous Current
21-Feb-2023 22-Feb-2023 Change Change % Previous Week
Open 0.6879 0.6863 -0.0016 -0.2% 0.6924
High 0.6926 0.6870 -0.0057 -0.8% 0.7038
Low 0.6852 0.6799 -0.0054 -0.8% 0.6817
Close 0.6859 0.6801 -0.0058 -0.8% 0.6885
Range 0.0074 0.0071 -0.0003 -4.1% 0.0221
ATR 0.0091 0.0090 -0.0001 -1.6% 0.0000
Volume 108,457 80,479 -27,978 -25.8% 459,880
Daily Pivots for day following 22-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7036 0.6990 0.6840
R3 0.6965 0.6919 0.6821
R2 0.6894 0.6894 0.6814
R1 0.6848 0.6848 0.6808 0.6835
PP 0.6823 0.6823 0.6823 0.6817
S1 0.6777 0.6777 0.6794 0.6764
S2 0.6752 0.6752 0.6788
S3 0.6681 0.6706 0.6781
S4 0.6610 0.6635 0.6762
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 0.6995 0.6799 0.0197 2.9% 0.0088 1.3% 1% False True 94,648
10 0.7038 0.6799 0.0239 3.5% 0.0085 1.2% 1% False True 87,118
20 0.7169 0.6799 0.0370 5.4% 0.0088 1.3% 1% False True 90,263
40 0.7169 0.6681 0.0488 7.2% 0.0090 1.3% 25% False False 86,103
60 0.7169 0.6650 0.0519 7.6% 0.0092 1.3% 29% False False 68,087
80 0.7169 0.6310 0.0859 12.6% 0.0092 1.4% 57% False False 51,134
100 0.7169 0.6225 0.0944 13.9% 0.0091 1.3% 61% False False 40,915
120 0.7169 0.6225 0.0944 13.9% 0.0086 1.3% 61% False False 34,101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7171
2.618 0.7055
1.618 0.6984
1.000 0.6941
0.618 0.6913
HIGH 0.6870
0.618 0.6842
0.500 0.6834
0.382 0.6826
LOW 0.6799
0.618 0.6755
1.000 0.6728
1.618 0.6684
2.618 0.6613
4.250 0.6497
Fisher Pivots for day following 22-Feb-2023
Pivot 1 day 3 day
R1 0.6834 0.6862
PP 0.6823 0.6842
S1 0.6812 0.6821

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

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