CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 02-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2023 |
02-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7062 |
0.7142 |
0.0080 |
1.1% |
0.6986 |
| High |
0.7156 |
0.7169 |
0.0013 |
0.2% |
0.7155 |
| Low |
0.7048 |
0.7079 |
0.0031 |
0.4% |
0.6976 |
| Close |
0.7134 |
0.7083 |
-0.0051 |
-0.7% |
0.7124 |
| Range |
0.0108 |
0.0090 |
-0.0019 |
-17.1% |
0.0180 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.2% |
0.0000 |
| Volume |
92,592 |
103,566 |
10,974 |
11.9% |
370,597 |
|
| Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7379 |
0.7320 |
0.7132 |
|
| R3 |
0.7289 |
0.7231 |
0.7108 |
|
| R2 |
0.7200 |
0.7200 |
0.7099 |
|
| R1 |
0.7141 |
0.7141 |
0.7091 |
0.7126 |
| PP |
0.7110 |
0.7110 |
0.7110 |
0.7102 |
| S1 |
0.7052 |
0.7052 |
0.7075 |
0.7036 |
| S2 |
0.7021 |
0.7021 |
0.7067 |
|
| S3 |
0.6931 |
0.6962 |
0.7058 |
|
| S4 |
0.6842 |
0.6873 |
0.7034 |
|
|
| 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 |
0.7169 |
0.6996 |
0.0173 |
2.4% |
0.0079 |
1.1% |
51% |
True |
False |
80,669 |
| 10 |
0.7169 |
0.6921 |
0.0248 |
3.5% |
0.0076 |
1.1% |
66% |
True |
False |
76,840 |
| 20 |
0.7169 |
0.6732 |
0.0437 |
6.2% |
0.0087 |
1.2% |
80% |
True |
False |
83,648 |
| 40 |
0.7169 |
0.6650 |
0.0519 |
7.3% |
0.0090 |
1.3% |
84% |
True |
False |
70,639 |
| 60 |
0.7169 |
0.6426 |
0.0743 |
10.5% |
0.0092 |
1.3% |
88% |
True |
False |
47,440 |
| 80 |
0.7169 |
0.6225 |
0.0944 |
13.3% |
0.0090 |
1.3% |
91% |
True |
False |
35,596 |
| 100 |
0.7169 |
0.6225 |
0.0944 |
13.3% |
0.0088 |
1.2% |
91% |
True |
False |
28,487 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
13.3% |
0.0078 |
1.1% |
91% |
True |
False |
23,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7549 |
|
2.618 |
0.7403 |
|
1.618 |
0.7313 |
|
1.000 |
0.7258 |
|
0.618 |
0.7224 |
|
HIGH |
0.7169 |
|
0.618 |
0.7134 |
|
0.500 |
0.7124 |
|
0.382 |
0.7113 |
|
LOW |
0.7079 |
|
0.618 |
0.7024 |
|
1.000 |
0.6990 |
|
1.618 |
0.6934 |
|
2.618 |
0.6845 |
|
4.250 |
0.6699 |
|
|
| Fisher Pivots for day following 02-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7124 |
0.7083 |
| PP |
0.7110 |
0.7082 |
| S1 |
0.7097 |
0.7082 |
|