CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 02-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6758 |
0.6784 |
0.0026 |
0.4% |
0.6901 |
| High |
0.6810 |
0.6785 |
-0.0025 |
-0.4% |
0.6948 |
| Low |
0.6711 |
0.6733 |
0.0022 |
0.3% |
0.6747 |
| Close |
0.6778 |
0.6755 |
-0.0023 |
-0.3% |
0.6753 |
| Range |
0.0099 |
0.0053 |
-0.0046 |
-46.7% |
0.0201 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
2,574 |
3,501 |
927 |
36.0% |
2,079 |
|
| Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6915 |
0.6887 |
0.6783 |
|
| R3 |
0.6862 |
0.6835 |
0.6769 |
|
| R2 |
0.6810 |
0.6810 |
0.6764 |
|
| R1 |
0.6782 |
0.6782 |
0.6759 |
0.6770 |
| PP |
0.6757 |
0.6757 |
0.6757 |
0.6751 |
| S1 |
0.6730 |
0.6730 |
0.6750 |
0.6717 |
| S2 |
0.6705 |
0.6705 |
0.6745 |
|
| S3 |
0.6652 |
0.6677 |
0.6740 |
|
| S4 |
0.6600 |
0.6625 |
0.6726 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7419 |
0.7287 |
0.6863 |
|
| R3 |
0.7218 |
0.7086 |
0.6808 |
|
| R2 |
0.7017 |
0.7017 |
0.6789 |
|
| R1 |
0.6885 |
0.6885 |
0.6771 |
0.6850 |
| PP |
0.6816 |
0.6816 |
0.6816 |
0.6798 |
| S1 |
0.6684 |
0.6684 |
0.6734 |
0.6649 |
| S2 |
0.6615 |
0.6615 |
0.6716 |
|
| S3 |
0.6414 |
0.6483 |
0.6697 |
|
| S4 |
0.6213 |
0.6282 |
0.6642 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6851 |
0.6711 |
0.0140 |
2.1% |
0.0069 |
1.0% |
31% |
False |
False |
1,800 |
| 10 |
0.6965 |
0.6711 |
0.0254 |
3.8% |
0.0070 |
1.0% |
17% |
False |
False |
1,010 |
| 20 |
0.7193 |
0.6711 |
0.0482 |
7.1% |
0.0080 |
1.2% |
9% |
False |
False |
600 |
| 40 |
0.7193 |
0.6711 |
0.0482 |
7.1% |
0.0076 |
1.1% |
9% |
False |
False |
333 |
| 60 |
0.7193 |
0.6700 |
0.0493 |
7.3% |
0.0072 |
1.1% |
11% |
False |
False |
228 |
| 80 |
0.7193 |
0.6344 |
0.0850 |
12.6% |
0.0069 |
1.0% |
48% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7008 |
|
2.618 |
0.6922 |
|
1.618 |
0.6870 |
|
1.000 |
0.6838 |
|
0.618 |
0.6817 |
|
HIGH |
0.6785 |
|
0.618 |
0.6765 |
|
0.500 |
0.6759 |
|
0.382 |
0.6753 |
|
LOW |
0.6733 |
|
0.618 |
0.6700 |
|
1.000 |
0.6680 |
|
1.618 |
0.6648 |
|
2.618 |
0.6595 |
|
4.250 |
0.6509 |
|
|
| Fisher Pivots for day following 02-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6759 |
0.6760 |
| PP |
0.6757 |
0.6758 |
| S1 |
0.6756 |
0.6756 |
|