CME Australian Dollar Future March 2023
Trading Metrics calculated at close of trading on 15-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2023 |
15-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
0.6971 |
0.6993 |
0.0022 |
0.3% |
0.6925 |
High |
0.7038 |
0.6995 |
-0.0043 |
-0.6% |
0.7019 |
Low |
0.6928 |
0.6871 |
-0.0058 |
-0.8% |
0.6865 |
Close |
0.6996 |
0.6907 |
-0.0089 |
-1.3% |
0.6921 |
Range |
0.0110 |
0.0125 |
0.0015 |
13.7% |
0.0155 |
ATR |
0.0090 |
0.0093 |
0.0003 |
2.8% |
0.0000 |
Volume |
119,406 |
102,564 |
-16,842 |
-14.1% |
462,769 |
|
Daily Pivots for day following 15-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7298 |
0.7227 |
0.6975 |
|
R3 |
0.7173 |
0.7102 |
0.6941 |
|
R2 |
0.7049 |
0.7049 |
0.6930 |
|
R1 |
0.6978 |
0.6978 |
0.6918 |
0.6951 |
PP |
0.6924 |
0.6924 |
0.6924 |
0.6911 |
S1 |
0.6853 |
0.6853 |
0.6896 |
0.6827 |
S2 |
0.6800 |
0.6800 |
0.6884 |
|
S3 |
0.6675 |
0.6729 |
0.6873 |
|
S4 |
0.6551 |
0.6604 |
0.6839 |
|
|
Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7398 |
0.7314 |
0.7006 |
|
R3 |
0.7244 |
0.7160 |
0.6963 |
|
R2 |
0.7089 |
0.7089 |
0.6949 |
|
R1 |
0.7005 |
0.7005 |
0.6935 |
0.6970 |
PP |
0.6935 |
0.6935 |
0.6935 |
0.6917 |
S1 |
0.6851 |
0.6851 |
0.6907 |
0.6816 |
S2 |
0.6780 |
0.6780 |
0.6893 |
|
S3 |
0.6626 |
0.6696 |
0.6879 |
|
S4 |
0.6471 |
0.6542 |
0.6836 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7038 |
0.6871 |
0.0167 |
2.4% |
0.0092 |
1.3% |
22% |
False |
True |
86,198 |
10 |
0.7169 |
0.6865 |
0.0304 |
4.4% |
0.0099 |
1.4% |
14% |
False |
False |
97,630 |
20 |
0.7169 |
0.6865 |
0.0304 |
4.4% |
0.0087 |
1.3% |
14% |
False |
False |
86,403 |
40 |
0.7169 |
0.6650 |
0.0519 |
7.5% |
0.0091 |
1.3% |
50% |
False |
False |
84,164 |
60 |
0.7169 |
0.6617 |
0.0552 |
8.0% |
0.0092 |
1.3% |
53% |
False |
False |
61,919 |
80 |
0.7169 |
0.6244 |
0.0925 |
13.4% |
0.0093 |
1.3% |
72% |
False |
False |
46,503 |
100 |
0.7169 |
0.6225 |
0.0944 |
13.7% |
0.0092 |
1.3% |
72% |
False |
False |
37,211 |
120 |
0.7169 |
0.6225 |
0.0944 |
13.7% |
0.0085 |
1.2% |
72% |
False |
False |
31,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7524 |
2.618 |
0.7321 |
1.618 |
0.7196 |
1.000 |
0.7120 |
0.618 |
0.7072 |
HIGH |
0.6995 |
0.618 |
0.6947 |
0.500 |
0.6933 |
0.382 |
0.6918 |
LOW |
0.6871 |
0.618 |
0.6794 |
1.000 |
0.6746 |
1.618 |
0.6669 |
2.618 |
0.6545 |
4.250 |
0.6341 |
|
|
Fisher Pivots for day following 15-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6933 |
0.6954 |
PP |
0.6924 |
0.6938 |
S1 |
0.6916 |
0.6923 |
|