CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 23-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2023 |
23-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6863 |
0.6811 |
-0.0052 |
-0.8% |
0.6924 |
| High |
0.6870 |
0.6846 |
-0.0024 |
-0.3% |
0.7038 |
| Low |
0.6799 |
0.6786 |
-0.0013 |
-0.2% |
0.6817 |
| Close |
0.6801 |
0.6809 |
0.0008 |
0.1% |
0.6885 |
| Range |
0.0071 |
0.0060 |
-0.0011 |
-15.5% |
0.0221 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
80,479 |
68,622 |
-11,857 |
-14.7% |
459,880 |
|
| Daily Pivots for day following 23-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6993 |
0.6961 |
0.6842 |
|
| R3 |
0.6933 |
0.6901 |
0.6826 |
|
| R2 |
0.6873 |
0.6873 |
0.6820 |
|
| R1 |
0.6841 |
0.6841 |
0.6815 |
0.6827 |
| PP |
0.6813 |
0.6813 |
0.6813 |
0.6806 |
| S1 |
0.6781 |
0.6781 |
0.6804 |
0.6767 |
| S2 |
0.6753 |
0.6753 |
0.6798 |
|
| S3 |
0.6693 |
0.6721 |
0.6793 |
|
| S4 |
0.6633 |
0.6661 |
0.6776 |
|
|
| 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 |
0.6942 |
0.6786 |
0.0157 |
2.3% |
0.0075 |
1.1% |
15% |
False |
True |
87,859 |
| 10 |
0.7038 |
0.6786 |
0.0252 |
3.7% |
0.0083 |
1.2% |
9% |
False |
True |
87,029 |
| 20 |
0.7169 |
0.6786 |
0.0383 |
5.6% |
0.0086 |
1.3% |
6% |
False |
True |
89,267 |
| 40 |
0.7169 |
0.6706 |
0.0463 |
6.8% |
0.0090 |
1.3% |
22% |
False |
False |
86,339 |
| 60 |
0.7169 |
0.6650 |
0.0519 |
7.6% |
0.0092 |
1.3% |
31% |
False |
False |
69,228 |
| 80 |
0.7169 |
0.6310 |
0.0859 |
12.6% |
0.0092 |
1.4% |
58% |
False |
False |
51,991 |
| 100 |
0.7169 |
0.6225 |
0.0944 |
13.9% |
0.0091 |
1.3% |
62% |
False |
False |
41,601 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
13.9% |
0.0087 |
1.3% |
62% |
False |
False |
34,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7101 |
|
2.618 |
0.7003 |
|
1.618 |
0.6943 |
|
1.000 |
0.6906 |
|
0.618 |
0.6883 |
|
HIGH |
0.6846 |
|
0.618 |
0.6823 |
|
0.500 |
0.6816 |
|
0.382 |
0.6808 |
|
LOW |
0.6786 |
|
0.618 |
0.6748 |
|
1.000 |
0.6726 |
|
1.618 |
0.6688 |
|
2.618 |
0.6628 |
|
4.250 |
0.6531 |
|
|
| Fisher Pivots for day following 23-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6816 |
0.6856 |
| PP |
0.6813 |
0.6840 |
| S1 |
0.6811 |
0.6825 |
|