CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6741 |
0.6735 |
-0.0006 |
-0.1% |
0.6879 |
| High |
0.6761 |
0.6786 |
0.0025 |
0.4% |
0.6926 |
| Low |
0.6707 |
0.6698 |
-0.0009 |
-0.1% |
0.6722 |
| Close |
0.6738 |
0.6754 |
0.0017 |
0.2% |
0.6729 |
| Range |
0.0055 |
0.0089 |
0.0034 |
62.4% |
0.0205 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.4% |
0.0000 |
| Volume |
78,694 |
93,790 |
15,096 |
19.2% |
343,118 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7011 |
0.6971 |
0.6803 |
|
| R3 |
0.6923 |
0.6883 |
0.6778 |
|
| R2 |
0.6834 |
0.6834 |
0.6770 |
|
| R1 |
0.6794 |
0.6794 |
0.6762 |
0.6814 |
| PP |
0.6746 |
0.6746 |
0.6746 |
0.6756 |
| S1 |
0.6706 |
0.6706 |
0.6746 |
0.6726 |
| S2 |
0.6657 |
0.6657 |
0.6738 |
|
| S3 |
0.6569 |
0.6617 |
0.6730 |
|
| S4 |
0.6480 |
0.6529 |
0.6705 |
|
|
| 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 |
0.6846 |
0.6698 |
0.0148 |
2.2% |
0.0071 |
1.1% |
38% |
False |
True |
79,454 |
| 10 |
0.6995 |
0.6698 |
0.0298 |
4.4% |
0.0079 |
1.2% |
19% |
False |
True |
87,051 |
| 20 |
0.7169 |
0.6698 |
0.0471 |
7.0% |
0.0088 |
1.3% |
12% |
False |
True |
91,842 |
| 40 |
0.7169 |
0.6698 |
0.0471 |
7.0% |
0.0091 |
1.3% |
12% |
False |
True |
88,834 |
| 60 |
0.7169 |
0.6650 |
0.0519 |
7.7% |
0.0090 |
1.3% |
20% |
False |
False |
74,526 |
| 80 |
0.7169 |
0.6310 |
0.0859 |
12.7% |
0.0092 |
1.4% |
52% |
False |
False |
56,095 |
| 100 |
0.7169 |
0.6225 |
0.0944 |
14.0% |
0.0090 |
1.3% |
56% |
False |
False |
44,884 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
14.0% |
0.0088 |
1.3% |
56% |
False |
False |
37,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7162 |
|
2.618 |
0.7018 |
|
1.618 |
0.6929 |
|
1.000 |
0.6875 |
|
0.618 |
0.6841 |
|
HIGH |
0.6786 |
|
0.618 |
0.6752 |
|
0.500 |
0.6742 |
|
0.382 |
0.6731 |
|
LOW |
0.6698 |
|
0.618 |
0.6643 |
|
1.000 |
0.6609 |
|
1.618 |
0.6554 |
|
2.618 |
0.6466 |
|
4.250 |
0.6321 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6750 |
0.6750 |
| PP |
0.6746 |
0.6746 |
| S1 |
0.6742 |
0.6742 |
|