CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 06-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2023 |
06-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7084 |
0.6925 |
-0.0159 |
-2.2% |
0.7113 |
| High |
0.7090 |
0.6958 |
-0.0132 |
-1.9% |
0.7169 |
| Low |
0.6929 |
0.6865 |
-0.0064 |
-0.9% |
0.6929 |
| Close |
0.6936 |
0.6889 |
-0.0047 |
-0.7% |
0.6936 |
| Range |
0.0161 |
0.0093 |
-0.0068 |
-42.2% |
0.0240 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.0% |
0.0000 |
| Volume |
131,834 |
100,231 |
-31,603 |
-24.0% |
472,488 |
|
| Daily Pivots for day following 06-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7183 |
0.7129 |
0.6940 |
|
| R3 |
0.7090 |
0.7036 |
0.6915 |
|
| R2 |
0.6997 |
0.6997 |
0.6906 |
|
| R1 |
0.6943 |
0.6943 |
0.6898 |
0.6923 |
| PP |
0.6904 |
0.6904 |
0.6904 |
0.6894 |
| S1 |
0.6850 |
0.6850 |
0.6880 |
0.6830 |
| S2 |
0.6811 |
0.6811 |
0.6872 |
|
| S3 |
0.6718 |
0.6757 |
0.6863 |
|
| S4 |
0.6625 |
0.6664 |
0.6838 |
|
|
| 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 |
0.6865 |
0.0304 |
4.4% |
0.0107 |
1.5% |
8% |
False |
True |
102,376 |
| 10 |
0.7169 |
0.6865 |
0.0304 |
4.4% |
0.0087 |
1.3% |
8% |
False |
True |
86,252 |
| 20 |
0.7169 |
0.6865 |
0.0304 |
4.4% |
0.0085 |
1.2% |
8% |
False |
True |
85,572 |
| 40 |
0.7169 |
0.6650 |
0.0519 |
7.5% |
0.0093 |
1.3% |
46% |
False |
False |
76,348 |
| 60 |
0.7169 |
0.6426 |
0.0743 |
10.8% |
0.0094 |
1.4% |
62% |
False |
False |
51,306 |
| 80 |
0.7169 |
0.6225 |
0.0944 |
13.7% |
0.0092 |
1.3% |
70% |
False |
False |
38,497 |
| 100 |
0.7169 |
0.6225 |
0.0944 |
13.7% |
0.0089 |
1.3% |
70% |
False |
False |
30,808 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
13.7% |
0.0080 |
1.2% |
70% |
False |
False |
25,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7353 |
|
2.618 |
0.7201 |
|
1.618 |
0.7108 |
|
1.000 |
0.7051 |
|
0.618 |
0.7015 |
|
HIGH |
0.6958 |
|
0.618 |
0.6922 |
|
0.500 |
0.6911 |
|
0.382 |
0.6900 |
|
LOW |
0.6865 |
|
0.618 |
0.6807 |
|
1.000 |
0.6772 |
|
1.618 |
0.6714 |
|
2.618 |
0.6621 |
|
4.250 |
0.6469 |
|
|
| Fisher Pivots for day following 06-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6911 |
0.7017 |
| PP |
0.6904 |
0.6974 |
| S1 |
0.6896 |
0.6932 |
|