CME Australian Dollar Future September 2023


Trading Metrics calculated at close of trading on 15-Feb-2023
Day Change Summary
Previous Current
14-Feb-2023 15-Feb-2023 Change Change % Previous Week
Open 0.7013 0.7025 0.0012 0.2% 0.6970
High 0.7039 0.7025 -0.0014 -0.2% 0.7054
Low 0.6987 0.6920 -0.0067 -1.0% 0.6925
Close 0.7039 0.6951 -0.0089 -1.3% 0.6962
Range 0.0052 0.0105 0.0053 101.9% 0.0129
ATR 0.0060 0.0064 0.0004 7.0% 0.0000
Volume 14 18 4 28.6% 48
Daily Pivots for day following 15-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7280 0.7220 0.7008
R3 0.7175 0.7115 0.6979
R2 0.7070 0.7070 0.6970
R1 0.7010 0.7010 0.6960 0.6988
PP 0.6965 0.6965 0.6965 0.6954
S1 0.6905 0.6905 0.6941 0.6883
S2 0.6860 0.6860 0.6931
S3 0.6755 0.6800 0.6922
S4 0.6650 0.6695 0.6893
Weekly Pivots for week ending 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7367 0.7293 0.7032
R3 0.7238 0.7164 0.6997
R2 0.7109 0.7109 0.6985
R1 0.7035 0.7035 0.6973 0.7008
PP 0.6980 0.6980 0.6980 0.6966
S1 0.6906 0.6906 0.6950 0.6879
S2 0.6851 0.6851 0.6938
S3 0.6722 0.6777 0.6926
S4 0.6593 0.6648 0.6891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7054 0.6920 0.0134 1.9% 0.0065 0.9% 23% False True 10
10 0.7133 0.6920 0.0213 3.1% 0.0067 1.0% 14% False True 9
20 0.7205 0.6920 0.0285 4.1% 0.0046 0.7% 11% False True 6
40 0.7205 0.6699 0.0507 7.3% 0.0038 0.6% 50% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7471
2.618 0.7300
1.618 0.7195
1.000 0.7130
0.618 0.7090
HIGH 0.7025
0.618 0.6985
0.500 0.6973
0.382 0.6960
LOW 0.6920
0.618 0.6855
1.000 0.6815
1.618 0.6750
2.618 0.6645
4.250 0.6474
Fisher Pivots for day following 15-Feb-2023
Pivot 1 day 3 day
R1 0.6973 0.6980
PP 0.6965 0.6970
S1 0.6958 0.6960

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

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