CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 21-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2023 |
21-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6880 |
0.6879 |
-0.0002 |
0.0% |
0.6924 |
| High |
0.6890 |
0.6926 |
0.0037 |
0.5% |
0.7038 |
| Low |
0.6817 |
0.6852 |
0.0035 |
0.5% |
0.6817 |
| Close |
0.6885 |
0.6859 |
-0.0026 |
-0.4% |
0.6885 |
| Range |
0.0073 |
0.0074 |
0.0002 |
2.1% |
0.0221 |
| ATR |
0.0093 |
0.0091 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
75,243 |
108,457 |
33,214 |
44.1% |
459,880 |
|
| Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7101 |
0.7054 |
0.6899 |
|
| R3 |
0.7027 |
0.6980 |
0.6879 |
|
| R2 |
0.6953 |
0.6953 |
0.6872 |
|
| R1 |
0.6906 |
0.6906 |
0.6865 |
0.6892 |
| PP |
0.6879 |
0.6879 |
0.6879 |
0.6872 |
| S1 |
0.6832 |
0.6832 |
0.6852 |
0.6818 |
| S2 |
0.6805 |
0.6805 |
0.6845 |
|
| S3 |
0.6731 |
0.6758 |
0.6838 |
|
| S4 |
0.6657 |
0.6684 |
0.6818 |
|
|
| 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% |
0.0095 |
1.4% |
19% |
False |
False |
102,433 |
| 10 |
0.7038 |
0.6817 |
0.0221 |
3.2% |
0.0089 |
1.3% |
19% |
False |
False |
93,087 |
| 20 |
0.7169 |
0.6817 |
0.0352 |
5.1% |
0.0088 |
1.3% |
12% |
False |
False |
89,670 |
| 40 |
0.7169 |
0.6669 |
0.0500 |
7.3% |
0.0092 |
1.3% |
38% |
False |
False |
86,002 |
| 60 |
0.7169 |
0.6650 |
0.0519 |
7.6% |
0.0092 |
1.3% |
40% |
False |
False |
66,751 |
| 80 |
0.7169 |
0.6310 |
0.0859 |
12.5% |
0.0092 |
1.3% |
64% |
False |
False |
50,128 |
| 100 |
0.7169 |
0.6225 |
0.0944 |
13.8% |
0.0092 |
1.3% |
67% |
False |
False |
40,113 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
13.8% |
0.0086 |
1.3% |
67% |
False |
False |
33,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7241 |
|
2.618 |
0.7120 |
|
1.618 |
0.7046 |
|
1.000 |
0.7000 |
|
0.618 |
0.6972 |
|
HIGH |
0.6926 |
|
0.618 |
0.6898 |
|
0.500 |
0.6889 |
|
0.382 |
0.6880 |
|
LOW |
0.6852 |
|
0.618 |
0.6806 |
|
1.000 |
0.6778 |
|
1.618 |
0.6732 |
|
2.618 |
0.6658 |
|
4.250 |
0.6538 |
|
|
| Fisher Pivots for day following 21-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6889 |
0.6880 |
| PP |
0.6879 |
0.6873 |
| S1 |
0.6869 |
0.6866 |
|