CME Australian Dollar Future March 2023
Trading Metrics calculated at close of trading on 07-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2023 |
07-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.6925 |
0.6893 |
-0.0032 |
-0.5% |
0.7113 |
High |
0.6958 |
0.6999 |
0.0041 |
0.6% |
0.7169 |
Low |
0.6865 |
0.6892 |
0.0027 |
0.4% |
0.6929 |
Close |
0.6889 |
0.6951 |
0.0062 |
0.9% |
0.6936 |
Range |
0.0093 |
0.0107 |
0.0014 |
15.1% |
0.0240 |
ATR |
0.0092 |
0.0094 |
0.0001 |
1.3% |
0.0000 |
Volume |
100,231 |
140,171 |
39,940 |
39.8% |
472,488 |
|
Daily Pivots for day following 07-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7268 |
0.7216 |
0.7009 |
|
R3 |
0.7161 |
0.7109 |
0.6980 |
|
R2 |
0.7054 |
0.7054 |
0.6970 |
|
R1 |
0.7002 |
0.7002 |
0.6960 |
0.7028 |
PP |
0.6947 |
0.6947 |
0.6947 |
0.6960 |
S1 |
0.6895 |
0.6895 |
0.6941 |
0.6921 |
S2 |
0.6840 |
0.6840 |
0.6931 |
|
S3 |
0.6733 |
0.6788 |
0.6921 |
|
S4 |
0.6626 |
0.6681 |
0.6892 |
|
|
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% |
0.0112 |
1.6% |
28% |
False |
False |
113,678 |
10 |
0.7169 |
0.6865 |
0.0304 |
4.4% |
0.0091 |
1.3% |
28% |
False |
False |
93,408 |
20 |
0.7169 |
0.6865 |
0.0304 |
4.4% |
0.0087 |
1.3% |
28% |
False |
False |
88,301 |
40 |
0.7169 |
0.6650 |
0.0519 |
7.5% |
0.0094 |
1.3% |
58% |
False |
False |
79,768 |
60 |
0.7169 |
0.6426 |
0.0743 |
10.7% |
0.0094 |
1.4% |
71% |
False |
False |
53,641 |
80 |
0.7169 |
0.6225 |
0.0944 |
13.6% |
0.0093 |
1.3% |
77% |
False |
False |
40,248 |
100 |
0.7169 |
0.6225 |
0.0944 |
13.6% |
0.0090 |
1.3% |
77% |
False |
False |
32,209 |
120 |
0.7169 |
0.6225 |
0.0944 |
13.6% |
0.0081 |
1.2% |
77% |
False |
False |
26,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7453 |
2.618 |
0.7279 |
1.618 |
0.7172 |
1.000 |
0.7106 |
0.618 |
0.7065 |
HIGH |
0.6999 |
0.618 |
0.6958 |
0.500 |
0.6945 |
0.382 |
0.6932 |
LOW |
0.6892 |
0.618 |
0.6825 |
1.000 |
0.6785 |
1.618 |
0.6718 |
2.618 |
0.6611 |
4.250 |
0.6437 |
|
|
Fisher Pivots for day following 07-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6949 |
0.6977 |
PP |
0.6947 |
0.6968 |
S1 |
0.6945 |
0.6959 |
|