CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 28-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6731 |
0.6741 |
0.0011 |
0.2% |
0.6879 |
| High |
0.6748 |
0.6761 |
0.0013 |
0.2% |
0.6926 |
| Low |
0.6702 |
0.6707 |
0.0005 |
0.1% |
0.6722 |
| Close |
0.6739 |
0.6738 |
-0.0001 |
0.0% |
0.6729 |
| Range |
0.0047 |
0.0055 |
0.0008 |
17.2% |
0.0205 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
70,606 |
78,694 |
8,088 |
11.5% |
343,118 |
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6899 |
0.6873 |
0.6767 |
|
| R3 |
0.6844 |
0.6818 |
0.6752 |
|
| R2 |
0.6790 |
0.6790 |
0.6747 |
|
| R1 |
0.6764 |
0.6764 |
0.6742 |
0.6749 |
| PP |
0.6735 |
0.6735 |
0.6735 |
0.6728 |
| S1 |
0.6709 |
0.6709 |
0.6733 |
0.6695 |
| S2 |
0.6681 |
0.6681 |
0.6728 |
|
| S3 |
0.6626 |
0.6655 |
0.6723 |
|
| S4 |
0.6572 |
0.6600 |
0.6708 |
|
|
| 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 |
0.6870 |
0.6702 |
0.0168 |
2.5% |
0.0068 |
1.0% |
21% |
False |
False |
76,792 |
| 10 |
0.7038 |
0.6702 |
0.0336 |
5.0% |
0.0082 |
1.2% |
11% |
False |
False |
89,612 |
| 20 |
0.7169 |
0.6702 |
0.0467 |
6.9% |
0.0088 |
1.3% |
8% |
False |
False |
91,335 |
| 40 |
0.7169 |
0.6702 |
0.0467 |
6.9% |
0.0090 |
1.3% |
8% |
False |
False |
88,045 |
| 60 |
0.7169 |
0.6650 |
0.0519 |
7.7% |
0.0090 |
1.3% |
17% |
False |
False |
73,018 |
| 80 |
0.7169 |
0.6310 |
0.0859 |
12.7% |
0.0093 |
1.4% |
50% |
False |
False |
54,923 |
| 100 |
0.7169 |
0.6225 |
0.0944 |
14.0% |
0.0090 |
1.3% |
54% |
False |
False |
43,946 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
14.0% |
0.0087 |
1.3% |
54% |
False |
False |
36,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6993 |
|
2.618 |
0.6904 |
|
1.618 |
0.6849 |
|
1.000 |
0.6816 |
|
0.618 |
0.6795 |
|
HIGH |
0.6761 |
|
0.618 |
0.6740 |
|
0.500 |
0.6734 |
|
0.382 |
0.6727 |
|
LOW |
0.6707 |
|
0.618 |
0.6673 |
|
1.000 |
0.6652 |
|
1.618 |
0.6618 |
|
2.618 |
0.6564 |
|
4.250 |
0.6475 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6736 |
0.6765 |
| PP |
0.6735 |
0.6756 |
| S1 |
0.6734 |
0.6747 |
|