CME Australian Dollar Future March 2023
Trading Metrics calculated at close of trading on 13-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.6590 |
0.6596 |
0.0006 |
0.1% |
0.6760 |
High |
0.6640 |
0.6678 |
0.0038 |
0.6% |
0.6771 |
Low |
0.6564 |
0.6596 |
0.0033 |
0.5% |
0.6564 |
Close |
0.6584 |
0.6666 |
0.0082 |
1.2% |
0.6584 |
Range |
0.0077 |
0.0082 |
0.0006 |
7.2% |
0.0208 |
ATR |
0.0081 |
0.0082 |
0.0001 |
1.2% |
0.0000 |
Volume |
36,801 |
1,578 |
-35,223 |
-95.7% |
612,540 |
|
Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6893 |
0.6861 |
0.6711 |
|
R3 |
0.6811 |
0.6779 |
0.6688 |
|
R2 |
0.6729 |
0.6729 |
0.6681 |
|
R1 |
0.6697 |
0.6697 |
0.6673 |
0.6713 |
PP |
0.6647 |
0.6647 |
0.6647 |
0.6654 |
S1 |
0.6615 |
0.6615 |
0.6658 |
0.6631 |
S2 |
0.6565 |
0.6565 |
0.6650 |
|
S3 |
0.6483 |
0.6533 |
0.6643 |
|
S4 |
0.6401 |
0.6451 |
0.6620 |
|
|
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 |
0.6749 |
0.6564 |
0.0186 |
2.8% |
0.0090 |
1.3% |
55% |
False |
False |
107,103 |
10 |
0.6786 |
0.6564 |
0.0223 |
3.3% |
0.0075 |
1.1% |
46% |
False |
False |
92,974 |
20 |
0.7038 |
0.6564 |
0.0474 |
7.1% |
0.0080 |
1.2% |
22% |
False |
False |
90,167 |
40 |
0.7169 |
0.6564 |
0.0605 |
9.1% |
0.0083 |
1.2% |
17% |
False |
False |
88,830 |
60 |
0.7169 |
0.6564 |
0.0605 |
9.1% |
0.0088 |
1.3% |
17% |
False |
False |
85,131 |
80 |
0.7169 |
0.6564 |
0.0605 |
9.1% |
0.0088 |
1.3% |
17% |
False |
False |
65,546 |
100 |
0.7169 |
0.6244 |
0.0925 |
13.9% |
0.0089 |
1.3% |
46% |
False |
False |
52,455 |
120 |
0.7169 |
0.6225 |
0.0944 |
14.2% |
0.0089 |
1.3% |
47% |
False |
False |
43,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7027 |
2.618 |
0.6893 |
1.618 |
0.6811 |
1.000 |
0.6760 |
0.618 |
0.6729 |
HIGH |
0.6678 |
0.618 |
0.6647 |
0.500 |
0.6637 |
0.382 |
0.6627 |
LOW |
0.6596 |
0.618 |
0.6545 |
1.000 |
0.6514 |
1.618 |
0.6463 |
2.618 |
0.6381 |
4.250 |
0.6248 |
|
|
Fisher Pivots for day following 13-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6656 |
0.6651 |
PP |
0.6647 |
0.6636 |
S1 |
0.6637 |
0.6621 |
|