CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 02-Mar-2023
Day Change Summary
Previous Current
01-Mar-2023 02-Mar-2023 Change Change % Previous Week
Open 0.6735 0.6759 0.0024 0.4% 0.6879
High 0.6786 0.6768 -0.0019 -0.3% 0.6926
Low 0.6698 0.6708 0.0011 0.2% 0.6722
Close 0.6754 0.6731 -0.0024 -0.3% 0.6729
Range 0.0089 0.0060 -0.0029 -32.8% 0.0205
ATR 0.0084 0.0082 -0.0002 -2.1% 0.0000
Volume 93,790 77,034 -16,756 -17.9% 343,118
Daily Pivots for day following 02-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6914 0.6882 0.6763
R3 0.6854 0.6822 0.6747
R2 0.6795 0.6795 0.6741
R1 0.6763 0.6763 0.6736 0.6749
PP 0.6735 0.6735 0.6735 0.6729
S1 0.6703 0.6703 0.6725 0.6690
S2 0.6676 0.6676 0.6720
S3 0.6616 0.6644 0.6714
S4 0.6557 0.6584 0.6698
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 0.6828 0.6698 0.0130 1.9% 0.0071 1.1% 25% False False 81,136
10 0.6942 0.6698 0.0245 3.6% 0.0073 1.1% 13% False False 84,498
20 0.7169 0.6698 0.0471 7.0% 0.0086 1.3% 7% False False 91,064
40 0.7169 0.6698 0.0471 7.0% 0.0088 1.3% 7% False False 87,985
60 0.7169 0.6650 0.0519 7.7% 0.0090 1.3% 16% False False 75,759
80 0.7169 0.6319 0.0850 12.6% 0.0092 1.4% 48% False False 57,056
100 0.7169 0.6225 0.0944 14.0% 0.0089 1.3% 54% False False 45,654
120 0.7169 0.6225 0.0944 14.0% 0.0088 1.3% 54% False False 38,054
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7020
2.618 0.6923
1.618 0.6864
1.000 0.6827
0.618 0.6804
HIGH 0.6768
0.618 0.6745
0.500 0.6738
0.382 0.6731
LOW 0.6708
0.618 0.6671
1.000 0.6649
1.618 0.6612
2.618 0.6552
4.250 0.6455
Fisher Pivots for day following 02-Mar-2023
Pivot 1 day 3 day
R1 0.6738 0.6742
PP 0.6735 0.6738
S1 0.6733 0.6734

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These figures are updated between 7pm and 10pm EST after a trading day.

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