CME Australian Dollar Future March 2023
Trading Metrics calculated at close of trading on 03-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.6759 |
0.6732 |
-0.0028 |
-0.4% |
0.6731 |
High |
0.6768 |
0.6778 |
0.0011 |
0.2% |
0.6786 |
Low |
0.6708 |
0.6730 |
0.0022 |
0.3% |
0.6698 |
Close |
0.6731 |
0.6772 |
0.0041 |
0.6% |
0.6772 |
Range |
0.0060 |
0.0048 |
-0.0012 |
-19.3% |
0.0089 |
ATR |
0.0082 |
0.0080 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
77,034 |
66,108 |
-10,926 |
-14.2% |
386,232 |
|
Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6904 |
0.6886 |
0.6798 |
|
R3 |
0.6856 |
0.6838 |
0.6785 |
|
R2 |
0.6808 |
0.6808 |
0.6780 |
|
R1 |
0.6790 |
0.6790 |
0.6776 |
0.6799 |
PP |
0.6760 |
0.6760 |
0.6760 |
0.6764 |
S1 |
0.6742 |
0.6742 |
0.6767 |
0.6751 |
S2 |
0.6712 |
0.6712 |
0.6763 |
|
S3 |
0.6664 |
0.6694 |
0.6758 |
|
S4 |
0.6616 |
0.6646 |
0.6745 |
|
|
Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7017 |
0.6983 |
0.6820 |
|
R3 |
0.6929 |
0.6894 |
0.6796 |
|
R2 |
0.6840 |
0.6840 |
0.6788 |
|
R1 |
0.6806 |
0.6806 |
0.6780 |
0.6823 |
PP |
0.6752 |
0.6752 |
0.6752 |
0.6760 |
S1 |
0.6717 |
0.6717 |
0.6763 |
0.6735 |
S2 |
0.6663 |
0.6663 |
0.6755 |
|
S3 |
0.6575 |
0.6629 |
0.6747 |
|
S4 |
0.6486 |
0.6540 |
0.6723 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6786 |
0.6698 |
0.0089 |
1.3% |
0.0059 |
0.9% |
84% |
False |
False |
77,246 |
10 |
0.6926 |
0.6698 |
0.0229 |
3.4% |
0.0068 |
1.0% |
32% |
False |
False |
80,459 |
20 |
0.7090 |
0.6698 |
0.0392 |
5.8% |
0.0084 |
1.2% |
19% |
False |
False |
89,191 |
40 |
0.7169 |
0.6698 |
0.0471 |
7.0% |
0.0085 |
1.3% |
16% |
False |
False |
86,420 |
60 |
0.7169 |
0.6650 |
0.0519 |
7.7% |
0.0088 |
1.3% |
23% |
False |
False |
76,823 |
80 |
0.7169 |
0.6426 |
0.0743 |
11.0% |
0.0090 |
1.3% |
47% |
False |
False |
57,878 |
100 |
0.7169 |
0.6225 |
0.0944 |
13.9% |
0.0089 |
1.3% |
58% |
False |
False |
46,315 |
120 |
0.7169 |
0.6225 |
0.0944 |
13.9% |
0.0088 |
1.3% |
58% |
False |
False |
38,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6982 |
2.618 |
0.6904 |
1.618 |
0.6856 |
1.000 |
0.6826 |
0.618 |
0.6808 |
HIGH |
0.6778 |
0.618 |
0.6760 |
0.500 |
0.6754 |
0.382 |
0.6748 |
LOW |
0.6730 |
0.618 |
0.6700 |
1.000 |
0.6682 |
1.618 |
0.6652 |
2.618 |
0.6604 |
4.250 |
0.6526 |
|
|
Fisher Pivots for day following 03-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6766 |
0.6762 |
PP |
0.6760 |
0.6752 |
S1 |
0.6754 |
0.6742 |
|