CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 17-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2023 |
17-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6910 |
0.6880 |
-0.0030 |
-0.4% |
0.6924 |
| High |
0.6942 |
0.6890 |
-0.0053 |
-0.8% |
0.7038 |
| Low |
0.6846 |
0.6817 |
-0.0029 |
-0.4% |
0.6817 |
| Close |
0.6903 |
0.6885 |
-0.0018 |
-0.3% |
0.6885 |
| Range |
0.0097 |
0.0073 |
-0.0024 |
-24.9% |
0.0221 |
| ATR |
0.0093 |
0.0093 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
106,497 |
75,243 |
-31,254 |
-29.3% |
459,880 |
|
| Daily Pivots for day following 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7081 |
0.7055 |
0.6924 |
|
| R3 |
0.7009 |
0.6983 |
0.6904 |
|
| R2 |
0.6936 |
0.6936 |
0.6898 |
|
| R1 |
0.6910 |
0.6910 |
0.6891 |
0.6923 |
| PP |
0.6864 |
0.6864 |
0.6864 |
0.6870 |
| S1 |
0.6838 |
0.6838 |
0.6878 |
0.6851 |
| S2 |
0.6791 |
0.6791 |
0.6871 |
|
| S3 |
0.6719 |
0.6765 |
0.6865 |
|
| S4 |
0.6646 |
0.6693 |
0.6845 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7575 |
0.7450 |
0.7006 |
|
| R3 |
0.7354 |
0.7230 |
0.6945 |
|
| R2 |
0.7134 |
0.7134 |
0.6925 |
|
| R1 |
0.7009 |
0.7009 |
0.6905 |
0.6961 |
| PP |
0.6913 |
0.6913 |
0.6913 |
0.6889 |
| S1 |
0.6789 |
0.6789 |
0.6864 |
0.6741 |
| S2 |
0.6693 |
0.6693 |
0.6844 |
|
| S3 |
0.6472 |
0.6568 |
0.6824 |
|
| S4 |
0.6252 |
0.6348 |
0.6763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7038 |
0.6817 |
0.0221 |
3.2% |
0.0097 |
1.4% |
31% |
False |
True |
91,976 |
| 10 |
0.7038 |
0.6817 |
0.0221 |
3.2% |
0.0091 |
1.3% |
31% |
False |
True |
92,264 |
| 20 |
0.7169 |
0.6817 |
0.0352 |
5.1% |
0.0088 |
1.3% |
19% |
False |
True |
88,286 |
| 40 |
0.7169 |
0.6669 |
0.0500 |
7.3% |
0.0092 |
1.3% |
43% |
False |
False |
84,700 |
| 60 |
0.7169 |
0.6635 |
0.0534 |
7.7% |
0.0092 |
1.3% |
47% |
False |
False |
64,945 |
| 80 |
0.7169 |
0.6310 |
0.0859 |
12.5% |
0.0092 |
1.3% |
67% |
False |
False |
48,773 |
| 100 |
0.7169 |
0.6225 |
0.0944 |
13.7% |
0.0092 |
1.3% |
70% |
False |
False |
39,028 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
13.7% |
0.0085 |
1.2% |
70% |
False |
False |
32,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7198 |
|
2.618 |
0.7079 |
|
1.618 |
0.7007 |
|
1.000 |
0.6962 |
|
0.618 |
0.6934 |
|
HIGH |
0.6890 |
|
0.618 |
0.6862 |
|
0.500 |
0.6853 |
|
0.382 |
0.6845 |
|
LOW |
0.6817 |
|
0.618 |
0.6772 |
|
1.000 |
0.6745 |
|
1.618 |
0.6700 |
|
2.618 |
0.6627 |
|
4.250 |
0.6509 |
|
|
| Fisher Pivots for day following 17-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6874 |
0.6906 |
| PP |
0.6864 |
0.6899 |
| S1 |
0.6853 |
0.6892 |
|