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
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 4 trading days
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

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

View Archives - Comment on this page... - Back to Index of Symbols