CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 09-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2023 |
09-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6589 |
0.6590 |
0.0001 |
0.0% |
0.6731 |
| High |
0.6629 |
0.6637 |
0.0008 |
0.1% |
0.6786 |
| Low |
0.6568 |
0.6576 |
0.0008 |
0.1% |
0.6698 |
| Close |
0.6590 |
0.6588 |
-0.0003 |
0.0% |
0.6772 |
| Range |
0.0061 |
0.0061 |
-0.0001 |
-0.8% |
0.0089 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
205,691 |
112,023 |
-93,668 |
-45.5% |
386,232 |
|
| Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6782 |
0.6745 |
0.6621 |
|
| R3 |
0.6721 |
0.6685 |
0.6604 |
|
| R2 |
0.6661 |
0.6661 |
0.6599 |
|
| R1 |
0.6624 |
0.6624 |
0.6593 |
0.6612 |
| PP |
0.6600 |
0.6600 |
0.6600 |
0.6594 |
| S1 |
0.6564 |
0.6564 |
0.6582 |
0.6552 |
| S2 |
0.6540 |
0.6540 |
0.6576 |
|
| S3 |
0.6479 |
0.6503 |
0.6571 |
|
| S4 |
0.6419 |
0.6443 |
0.6554 |
|
|
| 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% |
0.0079 |
1.2% |
9% |
False |
False |
128,369 |
| 10 |
0.6828 |
0.6568 |
0.0260 |
3.9% |
0.0075 |
1.1% |
8% |
False |
False |
104,753 |
| 20 |
0.7038 |
0.6568 |
0.0470 |
7.1% |
0.0079 |
1.2% |
4% |
False |
False |
95,891 |
| 40 |
0.7169 |
0.6568 |
0.0601 |
9.1% |
0.0083 |
1.3% |
3% |
False |
False |
91,924 |
| 60 |
0.7169 |
0.6568 |
0.0601 |
9.1% |
0.0089 |
1.3% |
3% |
False |
False |
86,117 |
| 80 |
0.7169 |
0.6568 |
0.0601 |
9.1% |
0.0088 |
1.3% |
3% |
False |
False |
65,070 |
| 100 |
0.7169 |
0.6232 |
0.0937 |
14.2% |
0.0089 |
1.4% |
38% |
False |
False |
52,072 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
14.3% |
0.0088 |
1.3% |
38% |
False |
False |
43,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6894 |
|
2.618 |
0.6795 |
|
1.618 |
0.6734 |
|
1.000 |
0.6697 |
|
0.618 |
0.6674 |
|
HIGH |
0.6637 |
|
0.618 |
0.6613 |
|
0.500 |
0.6606 |
|
0.382 |
0.6599 |
|
LOW |
0.6576 |
|
0.618 |
0.6539 |
|
1.000 |
0.6516 |
|
1.618 |
0.6478 |
|
2.618 |
0.6418 |
|
4.250 |
0.6319 |
|
|
| Fisher Pivots for day following 09-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6606 |
0.6659 |
| PP |
0.6600 |
0.6635 |
| S1 |
0.6594 |
0.6611 |
|