CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 08-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2023 |
08-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6730 |
0.6589 |
-0.0141 |
-2.1% |
0.6731 |
| High |
0.6749 |
0.6629 |
-0.0120 |
-1.8% |
0.6786 |
| Low |
0.6581 |
0.6568 |
-0.0013 |
-0.2% |
0.6698 |
| Close |
0.6587 |
0.6590 |
0.0004 |
0.1% |
0.6772 |
| Range |
0.0168 |
0.0061 |
-0.0107 |
-63.7% |
0.0089 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
179,422 |
205,691 |
26,269 |
14.6% |
386,232 |
|
| Daily Pivots for day following 08-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6779 |
0.6745 |
0.6624 |
|
| R3 |
0.6718 |
0.6684 |
0.6607 |
|
| R2 |
0.6657 |
0.6657 |
0.6601 |
|
| R1 |
0.6623 |
0.6623 |
0.6596 |
0.6640 |
| PP |
0.6596 |
0.6596 |
0.6596 |
0.6604 |
| S1 |
0.6562 |
0.6562 |
0.6584 |
0.6579 |
| S2 |
0.6535 |
0.6535 |
0.6579 |
|
| S3 |
0.6474 |
0.6501 |
0.6573 |
|
| S4 |
0.6413 |
0.6440 |
0.6556 |
|
|
| 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 |
0.6778 |
0.6568 |
0.0210 |
3.2% |
0.0078 |
1.2% |
10% |
False |
True |
121,371 |
| 10 |
0.6846 |
0.6568 |
0.0278 |
4.2% |
0.0075 |
1.1% |
8% |
False |
True |
100,413 |
| 20 |
0.7038 |
0.6568 |
0.0470 |
7.1% |
0.0080 |
1.2% |
5% |
False |
True |
93,765 |
| 40 |
0.7169 |
0.6568 |
0.0601 |
9.1% |
0.0083 |
1.3% |
4% |
False |
True |
91,033 |
| 60 |
0.7169 |
0.6568 |
0.0601 |
9.1% |
0.0089 |
1.4% |
4% |
False |
True |
84,434 |
| 80 |
0.7169 |
0.6426 |
0.0743 |
11.3% |
0.0091 |
1.4% |
22% |
False |
False |
63,672 |
| 100 |
0.7169 |
0.6225 |
0.0944 |
14.3% |
0.0090 |
1.4% |
39% |
False |
False |
50,952 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
14.3% |
0.0088 |
1.3% |
39% |
False |
False |
42,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6888 |
|
2.618 |
0.6789 |
|
1.618 |
0.6728 |
|
1.000 |
0.6690 |
|
0.618 |
0.6667 |
|
HIGH |
0.6629 |
|
0.618 |
0.6606 |
|
0.500 |
0.6599 |
|
0.382 |
0.6591 |
|
LOW |
0.6568 |
|
0.618 |
0.6530 |
|
1.000 |
0.6507 |
|
1.618 |
0.6469 |
|
2.618 |
0.6408 |
|
4.250 |
0.6309 |
|
|
| Fisher Pivots for day following 08-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6599 |
0.6670 |
| PP |
0.6596 |
0.6643 |
| S1 |
0.6593 |
0.6617 |
|