CME Australian Dollar Future March 2023
Trading Metrics calculated at close of trading on 01-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.7069 |
0.7062 |
-0.0007 |
-0.1% |
0.6986 |
High |
0.7077 |
0.7156 |
0.0080 |
1.1% |
0.7155 |
Low |
0.6996 |
0.7048 |
0.0053 |
0.8% |
0.6976 |
Close |
0.7065 |
0.7134 |
0.0070 |
1.0% |
0.7124 |
Range |
0.0081 |
0.0108 |
0.0027 |
33.3% |
0.0180 |
ATR |
0.0085 |
0.0087 |
0.0002 |
1.9% |
0.0000 |
Volume |
83,660 |
92,592 |
8,932 |
10.7% |
370,597 |
|
Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7437 |
0.7393 |
0.7193 |
|
R3 |
0.7329 |
0.7285 |
0.7164 |
|
R2 |
0.7221 |
0.7221 |
0.7154 |
|
R1 |
0.7177 |
0.7177 |
0.7144 |
0.7199 |
PP |
0.7113 |
0.7113 |
0.7113 |
0.7124 |
S1 |
0.7069 |
0.7069 |
0.7124 |
0.7091 |
S2 |
0.7005 |
0.7005 |
0.7114 |
|
S3 |
0.6897 |
0.6961 |
0.7104 |
|
S4 |
0.6789 |
0.6853 |
0.7075 |
|
|
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 |
0.7156 |
0.6996 |
0.0161 |
2.2% |
0.0074 |
1.0% |
86% |
True |
False |
73,946 |
10 |
0.7156 |
0.6886 |
0.0270 |
3.8% |
0.0074 |
1.0% |
92% |
True |
False |
75,175 |
20 |
0.7156 |
0.6732 |
0.0424 |
5.9% |
0.0091 |
1.3% |
95% |
True |
False |
84,907 |
40 |
0.7156 |
0.6650 |
0.0506 |
7.1% |
0.0092 |
1.3% |
96% |
True |
False |
68,106 |
60 |
0.7156 |
0.6319 |
0.0838 |
11.7% |
0.0094 |
1.3% |
97% |
True |
False |
45,721 |
80 |
0.7156 |
0.6225 |
0.0931 |
13.1% |
0.0090 |
1.3% |
98% |
True |
False |
34,302 |
100 |
0.7156 |
0.6225 |
0.0931 |
13.1% |
0.0088 |
1.2% |
98% |
True |
False |
27,452 |
120 |
0.7156 |
0.6225 |
0.0931 |
13.1% |
0.0078 |
1.1% |
98% |
True |
False |
22,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7615 |
2.618 |
0.7439 |
1.618 |
0.7331 |
1.000 |
0.7264 |
0.618 |
0.7223 |
HIGH |
0.7156 |
0.618 |
0.7115 |
0.500 |
0.7102 |
0.382 |
0.7089 |
LOW |
0.7048 |
0.618 |
0.6981 |
1.000 |
0.6940 |
1.618 |
0.6873 |
2.618 |
0.6765 |
4.250 |
0.6589 |
|
|
Fisher Pivots for day following 01-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7123 |
0.7115 |
PP |
0.7113 |
0.7095 |
S1 |
0.7102 |
0.7076 |
|