CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 03-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2023 |
03-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7142 |
0.7084 |
-0.0058 |
-0.8% |
0.7113 |
| High |
0.7169 |
0.7090 |
-0.0079 |
-1.1% |
0.7169 |
| Low |
0.7079 |
0.6929 |
-0.0151 |
-2.1% |
0.6929 |
| Close |
0.7083 |
0.6936 |
-0.0147 |
-2.1% |
0.6936 |
| Range |
0.0090 |
0.0161 |
0.0072 |
79.9% |
0.0240 |
| ATR |
0.0087 |
0.0092 |
0.0005 |
6.1% |
0.0000 |
| Volume |
103,566 |
131,834 |
28,268 |
27.3% |
472,488 |
|
| Daily Pivots for day following 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7468 |
0.7363 |
0.7025 |
|
| R3 |
0.7307 |
0.7202 |
0.6980 |
|
| R2 |
0.7146 |
0.7146 |
0.6966 |
|
| R1 |
0.7041 |
0.7041 |
0.6951 |
0.7013 |
| PP |
0.6985 |
0.6985 |
0.6985 |
0.6971 |
| S1 |
0.6880 |
0.6880 |
0.6921 |
0.6852 |
| S2 |
0.6824 |
0.6824 |
0.6906 |
|
| S3 |
0.6663 |
0.6719 |
0.6892 |
|
| S4 |
0.6502 |
0.6558 |
0.6847 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7731 |
0.7574 |
0.7068 |
|
| R3 |
0.7491 |
0.7334 |
0.7002 |
|
| R2 |
0.7251 |
0.7251 |
0.6980 |
|
| R1 |
0.7094 |
0.7094 |
0.6958 |
0.7052 |
| PP |
0.7011 |
0.7011 |
0.7011 |
0.6990 |
| S1 |
0.6854 |
0.6854 |
0.6914 |
0.6812 |
| S2 |
0.6771 |
0.6771 |
0.6892 |
|
| S3 |
0.6531 |
0.6614 |
0.6870 |
|
| S4 |
0.6291 |
0.6374 |
0.6804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7169 |
0.6929 |
0.0240 |
3.5% |
0.0102 |
1.5% |
3% |
False |
True |
94,497 |
| 10 |
0.7169 |
0.6929 |
0.0240 |
3.5% |
0.0085 |
1.2% |
3% |
False |
True |
84,308 |
| 20 |
0.7169 |
0.6732 |
0.0437 |
6.3% |
0.0089 |
1.3% |
47% |
False |
False |
85,626 |
| 40 |
0.7169 |
0.6650 |
0.0519 |
7.5% |
0.0092 |
1.3% |
55% |
False |
False |
73,883 |
| 60 |
0.7169 |
0.6426 |
0.0743 |
10.7% |
0.0094 |
1.4% |
69% |
False |
False |
49,636 |
| 80 |
0.7169 |
0.6225 |
0.0944 |
13.6% |
0.0091 |
1.3% |
75% |
False |
False |
37,244 |
| 100 |
0.7169 |
0.6225 |
0.0944 |
13.6% |
0.0089 |
1.3% |
75% |
False |
False |
29,806 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
13.6% |
0.0079 |
1.1% |
75% |
False |
False |
24,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7774 |
|
2.618 |
0.7511 |
|
1.618 |
0.7350 |
|
1.000 |
0.7251 |
|
0.618 |
0.7189 |
|
HIGH |
0.7090 |
|
0.618 |
0.7028 |
|
0.500 |
0.7009 |
|
0.382 |
0.6990 |
|
LOW |
0.6929 |
|
0.618 |
0.6829 |
|
1.000 |
0.6768 |
|
1.618 |
0.6668 |
|
2.618 |
0.6507 |
|
4.250 |
0.6244 |
|
|
| Fisher Pivots for day following 03-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7009 |
0.7049 |
| PP |
0.6985 |
0.7011 |
| S1 |
0.6960 |
0.6974 |
|