CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 16-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2023 |
16-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6993 |
0.6910 |
-0.0083 |
-1.2% |
0.6925 |
| High |
0.6995 |
0.6942 |
-0.0053 |
-0.8% |
0.7019 |
| Low |
0.6871 |
0.6846 |
-0.0025 |
-0.4% |
0.6865 |
| Close |
0.6907 |
0.6903 |
-0.0005 |
-0.1% |
0.6921 |
| Range |
0.0125 |
0.0097 |
-0.0028 |
-22.5% |
0.0155 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.3% |
0.0000 |
| Volume |
102,564 |
106,497 |
3,933 |
3.8% |
462,769 |
|
| Daily Pivots for day following 16-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7186 |
0.7141 |
0.6956 |
|
| R3 |
0.7090 |
0.7044 |
0.6929 |
|
| R2 |
0.6993 |
0.6993 |
0.6920 |
|
| R1 |
0.6948 |
0.6948 |
0.6911 |
0.6922 |
| PP |
0.6897 |
0.6897 |
0.6897 |
0.6884 |
| S1 |
0.6851 |
0.6851 |
0.6894 |
0.6826 |
| S2 |
0.6800 |
0.6800 |
0.6885 |
|
| S3 |
0.6704 |
0.6755 |
0.6876 |
|
| S4 |
0.6607 |
0.6658 |
0.6849 |
|
|
| 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 |
0.6846 |
0.0192 |
2.8% |
0.0093 |
1.3% |
30% |
False |
True |
91,710 |
| 10 |
0.7090 |
0.6846 |
0.0244 |
3.5% |
0.0099 |
1.4% |
23% |
False |
True |
97,924 |
| 20 |
0.7169 |
0.6846 |
0.0323 |
4.7% |
0.0088 |
1.3% |
18% |
False |
True |
87,382 |
| 40 |
0.7169 |
0.6650 |
0.0519 |
7.5% |
0.0093 |
1.3% |
49% |
False |
False |
85,307 |
| 60 |
0.7169 |
0.6617 |
0.0552 |
8.0% |
0.0092 |
1.3% |
52% |
False |
False |
63,692 |
| 80 |
0.7169 |
0.6310 |
0.0859 |
12.4% |
0.0092 |
1.3% |
69% |
False |
False |
47,833 |
| 100 |
0.7169 |
0.6225 |
0.0944 |
13.7% |
0.0092 |
1.3% |
72% |
False |
False |
38,276 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
13.7% |
0.0086 |
1.2% |
72% |
False |
False |
31,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7352 |
|
2.618 |
0.7195 |
|
1.618 |
0.7098 |
|
1.000 |
0.7039 |
|
0.618 |
0.7002 |
|
HIGH |
0.6942 |
|
0.618 |
0.6905 |
|
0.500 |
0.6894 |
|
0.382 |
0.6882 |
|
LOW |
0.6846 |
|
0.618 |
0.6786 |
|
1.000 |
0.6749 |
|
1.618 |
0.6689 |
|
2.618 |
0.6593 |
|
4.250 |
0.6435 |
|
|
| Fisher Pivots for day following 16-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6900 |
0.6942 |
| PP |
0.6897 |
0.6929 |
| S1 |
0.6894 |
0.6916 |
|