CME Australian Dollar Future March 2023
Trading Metrics calculated at close of trading on 10-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.6590 |
0.6590 |
0.0001 |
0.0% |
0.6760 |
High |
0.6637 |
0.6640 |
0.0004 |
0.1% |
0.6771 |
Low |
0.6576 |
0.6564 |
-0.0013 |
-0.2% |
0.6564 |
Close |
0.6588 |
0.6584 |
-0.0004 |
-0.1% |
0.6584 |
Range |
0.0061 |
0.0077 |
0.0016 |
26.4% |
0.0208 |
ATR |
0.0081 |
0.0081 |
0.0000 |
-0.4% |
0.0000 |
Volume |
112,023 |
36,801 |
-75,222 |
-67.1% |
612,540 |
|
Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6825 |
0.6781 |
0.6626 |
|
R3 |
0.6749 |
0.6704 |
0.6605 |
|
R2 |
0.6672 |
0.6672 |
0.6598 |
|
R1 |
0.6628 |
0.6628 |
0.6591 |
0.6612 |
PP |
0.6596 |
0.6596 |
0.6596 |
0.6588 |
S1 |
0.6551 |
0.6551 |
0.6576 |
0.6535 |
S2 |
0.6519 |
0.6519 |
0.6569 |
|
S3 |
0.6443 |
0.6475 |
0.6562 |
|
S4 |
0.6366 |
0.6398 |
0.6541 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7262 |
0.7130 |
0.6698 |
|
R3 |
0.7054 |
0.6923 |
0.6641 |
|
R2 |
0.6847 |
0.6847 |
0.6622 |
|
R1 |
0.6715 |
0.6715 |
0.6603 |
0.6677 |
PP |
0.6639 |
0.6639 |
0.6639 |
0.6620 |
S1 |
0.6508 |
0.6508 |
0.6564 |
0.6470 |
S2 |
0.6432 |
0.6432 |
0.6545 |
|
S3 |
0.6224 |
0.6300 |
0.6526 |
|
S4 |
0.6017 |
0.6093 |
0.6469 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6771 |
0.6564 |
0.0208 |
3.2% |
0.0084 |
1.3% |
10% |
False |
True |
122,508 |
10 |
0.6786 |
0.6564 |
0.0223 |
3.4% |
0.0072 |
1.1% |
9% |
False |
True |
99,877 |
20 |
0.7038 |
0.6564 |
0.0474 |
7.2% |
0.0078 |
1.2% |
4% |
False |
True |
93,784 |
40 |
0.7169 |
0.6564 |
0.0605 |
9.2% |
0.0084 |
1.3% |
3% |
False |
True |
91,330 |
60 |
0.7169 |
0.6564 |
0.0605 |
9.2% |
0.0089 |
1.4% |
3% |
False |
True |
86,479 |
80 |
0.7169 |
0.6564 |
0.0605 |
9.2% |
0.0088 |
1.3% |
3% |
False |
True |
65,527 |
100 |
0.7169 |
0.6244 |
0.0925 |
14.1% |
0.0089 |
1.3% |
37% |
False |
False |
52,439 |
120 |
0.7169 |
0.6225 |
0.0944 |
14.3% |
0.0089 |
1.3% |
38% |
False |
False |
43,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6965 |
2.618 |
0.6840 |
1.618 |
0.6764 |
1.000 |
0.6717 |
0.618 |
0.6687 |
HIGH |
0.6640 |
0.618 |
0.6611 |
0.500 |
0.6602 |
0.382 |
0.6593 |
LOW |
0.6564 |
0.618 |
0.6516 |
1.000 |
0.6487 |
1.618 |
0.6440 |
2.618 |
0.6363 |
4.250 |
0.6238 |
|
|
Fisher Pivots for day following 10-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6602 |
0.6602 |
PP |
0.6596 |
0.6596 |
S1 |
0.6590 |
0.6590 |
|