CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 24-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2023 |
24-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6811 |
0.6812 |
0.0002 |
0.0% |
0.6879 |
| High |
0.6846 |
0.6828 |
-0.0018 |
-0.3% |
0.6926 |
| Low |
0.6786 |
0.6722 |
-0.0064 |
-0.9% |
0.6722 |
| Close |
0.6809 |
0.6729 |
-0.0080 |
-1.2% |
0.6729 |
| Range |
0.0060 |
0.0106 |
0.0046 |
76.7% |
0.0205 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.5% |
0.0000 |
| Volume |
68,622 |
85,560 |
16,938 |
24.7% |
343,118 |
|
| Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7077 |
0.7009 |
0.6787 |
|
| R3 |
0.6971 |
0.6903 |
0.6758 |
|
| R2 |
0.6865 |
0.6865 |
0.6748 |
|
| R1 |
0.6797 |
0.6797 |
0.6739 |
0.6778 |
| PP |
0.6759 |
0.6759 |
0.6759 |
0.6750 |
| S1 |
0.6691 |
0.6691 |
0.6719 |
0.6672 |
| S2 |
0.6653 |
0.6653 |
0.6710 |
|
| S3 |
0.6547 |
0.6585 |
0.6700 |
|
| S4 |
0.6441 |
0.6479 |
0.6671 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7406 |
0.7272 |
0.6841 |
|
| R3 |
0.7201 |
0.7067 |
0.6785 |
|
| R2 |
0.6997 |
0.6997 |
0.6766 |
|
| R1 |
0.6863 |
0.6863 |
0.6748 |
0.6828 |
| PP |
0.6792 |
0.6792 |
0.6792 |
0.6775 |
| S1 |
0.6658 |
0.6658 |
0.6710 |
0.6623 |
| S2 |
0.6588 |
0.6588 |
0.6692 |
|
| S3 |
0.6383 |
0.6454 |
0.6673 |
|
| S4 |
0.6179 |
0.6249 |
0.6617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6926 |
0.6722 |
0.0205 |
3.0% |
0.0077 |
1.1% |
4% |
False |
True |
83,672 |
| 10 |
0.7038 |
0.6722 |
0.0316 |
4.7% |
0.0085 |
1.3% |
2% |
False |
True |
87,691 |
| 20 |
0.7169 |
0.6722 |
0.0447 |
6.6% |
0.0089 |
1.3% |
2% |
False |
True |
90,047 |
| 40 |
0.7169 |
0.6706 |
0.0463 |
6.9% |
0.0092 |
1.4% |
5% |
False |
False |
87,205 |
| 60 |
0.7169 |
0.6650 |
0.0519 |
7.7% |
0.0092 |
1.4% |
15% |
False |
False |
70,572 |
| 80 |
0.7169 |
0.6310 |
0.0859 |
12.8% |
0.0093 |
1.4% |
49% |
False |
False |
53,060 |
| 100 |
0.7169 |
0.6225 |
0.0944 |
14.0% |
0.0091 |
1.3% |
53% |
False |
False |
42,456 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
14.0% |
0.0087 |
1.3% |
53% |
False |
False |
35,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7278 |
|
2.618 |
0.7105 |
|
1.618 |
0.6999 |
|
1.000 |
0.6934 |
|
0.618 |
0.6893 |
|
HIGH |
0.6828 |
|
0.618 |
0.6787 |
|
0.500 |
0.6775 |
|
0.382 |
0.6762 |
|
LOW |
0.6722 |
|
0.618 |
0.6656 |
|
1.000 |
0.6616 |
|
1.618 |
0.6550 |
|
2.618 |
0.6444 |
|
4.250 |
0.6271 |
|
|
| Fisher Pivots for day following 24-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6775 |
0.6796 |
| PP |
0.6759 |
0.6773 |
| S1 |
0.6744 |
0.6751 |
|