CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 06-Mar-2023
Day Change Summary
Previous Current
03-Mar-2023 06-Mar-2023 Change Change % Previous Week
Open 0.6732 0.6760 0.0028 0.4% 0.6731
High 0.6778 0.6771 -0.0007 -0.1% 0.6786
Low 0.6730 0.6716 -0.0014 -0.2% 0.6698
Close 0.6772 0.6722 -0.0050 -0.7% 0.6772
Range 0.0048 0.0055 0.0007 14.6% 0.0089
ATR 0.0080 0.0078 -0.0002 -2.2% 0.0000
Volume 66,108 78,603 12,495 18.9% 386,232
Daily Pivots for day following 06-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.6901 0.6867 0.6752
R3 0.6846 0.6812 0.6737
R2 0.6791 0.6791 0.6732
R1 0.6757 0.6757 0.6727 0.6747
PP 0.6736 0.6736 0.6736 0.6731
S1 0.6702 0.6702 0.6717 0.6692
S2 0.6681 0.6681 0.6712
S3 0.6626 0.6647 0.6707
S4 0.6571 0.6592 0.6692
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% 0.0061 0.9% 28% False False 78,845
10 0.6926 0.6698 0.0229 3.4% 0.0066 1.0% 11% False False 80,795
20 0.7038 0.6698 0.0340 5.1% 0.0078 1.2% 7% False False 86,530
40 0.7169 0.6698 0.0471 7.0% 0.0084 1.2% 5% False False 86,078
60 0.7169 0.6650 0.0519 7.7% 0.0088 1.3% 14% False False 78,098
80 0.7169 0.6426 0.0743 11.1% 0.0090 1.3% 40% False False 58,859
100 0.7169 0.6225 0.0944 14.0% 0.0089 1.3% 53% False False 47,101
120 0.7169 0.6225 0.0944 14.0% 0.0088 1.3% 53% False False 39,260
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7005
2.618 0.6915
1.618 0.6860
1.000 0.6826
0.618 0.6805
HIGH 0.6771
0.618 0.6750
0.500 0.6744
0.382 0.6737
LOW 0.6716
0.618 0.6682
1.000 0.6661
1.618 0.6627
2.618 0.6572
4.250 0.6482
Fisher Pivots for day following 06-Mar-2023
Pivot 1 day 3 day
R1 0.6744 0.6743
PP 0.6736 0.6736
S1 0.6729 0.6729

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

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