CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 07-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6760 |
0.6730 |
-0.0030 |
-0.4% |
0.6731 |
| High |
0.6771 |
0.6749 |
-0.0022 |
-0.3% |
0.6786 |
| Low |
0.6716 |
0.6581 |
-0.0135 |
-2.0% |
0.6698 |
| Close |
0.6722 |
0.6587 |
-0.0136 |
-2.0% |
0.6772 |
| Range |
0.0055 |
0.0168 |
0.0113 |
205.5% |
0.0089 |
| ATR |
0.0078 |
0.0085 |
0.0006 |
8.2% |
0.0000 |
| Volume |
78,603 |
179,422 |
100,819 |
128.3% |
386,232 |
|
| Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7143 |
0.7033 |
0.6679 |
|
| R3 |
0.6975 |
0.6865 |
0.6633 |
|
| R2 |
0.6807 |
0.6807 |
0.6617 |
|
| R1 |
0.6697 |
0.6697 |
0.6602 |
0.6668 |
| PP |
0.6639 |
0.6639 |
0.6639 |
0.6624 |
| S1 |
0.6529 |
0.6529 |
0.6571 |
0.6500 |
| S2 |
0.6471 |
0.6471 |
0.6556 |
|
| S3 |
0.6303 |
0.6361 |
0.6540 |
|
| S4 |
0.6135 |
0.6193 |
0.6494 |
|
|
| 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 |
0.6581 |
0.0205 |
3.1% |
0.0084 |
1.3% |
3% |
False |
True |
98,991 |
| 10 |
0.6870 |
0.6581 |
0.0289 |
4.4% |
0.0076 |
1.1% |
2% |
False |
True |
87,891 |
| 20 |
0.7038 |
0.6581 |
0.0457 |
6.9% |
0.0082 |
1.2% |
1% |
False |
True |
90,489 |
| 40 |
0.7169 |
0.6581 |
0.0588 |
8.9% |
0.0084 |
1.3% |
1% |
False |
True |
88,030 |
| 60 |
0.7169 |
0.6581 |
0.0588 |
8.9% |
0.0089 |
1.4% |
1% |
False |
True |
81,062 |
| 80 |
0.7169 |
0.6426 |
0.0743 |
11.3% |
0.0091 |
1.4% |
22% |
False |
False |
61,102 |
| 100 |
0.7169 |
0.6225 |
0.0944 |
14.3% |
0.0090 |
1.4% |
38% |
False |
False |
48,895 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
14.3% |
0.0088 |
1.3% |
38% |
False |
False |
40,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7463 |
|
2.618 |
0.7189 |
|
1.618 |
0.7021 |
|
1.000 |
0.6917 |
|
0.618 |
0.6853 |
|
HIGH |
0.6749 |
|
0.618 |
0.6685 |
|
0.500 |
0.6665 |
|
0.382 |
0.6645 |
|
LOW |
0.6581 |
|
0.618 |
0.6477 |
|
1.000 |
0.6413 |
|
1.618 |
0.6309 |
|
2.618 |
0.6141 |
|
4.250 |
0.5867 |
|
|
| Fisher Pivots for day following 07-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6665 |
0.6680 |
| PP |
0.6639 |
0.6649 |
| S1 |
0.6613 |
0.6618 |
|