CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 03-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6784 |
0.6756 |
-0.0028 |
-0.4% |
0.6762 |
| High |
0.6785 |
0.6800 |
0.0015 |
0.2% |
0.6810 |
| Low |
0.6733 |
0.6754 |
0.0022 |
0.3% |
0.6711 |
| Close |
0.6755 |
0.6796 |
0.0041 |
0.6% |
0.6796 |
| Range |
0.0053 |
0.0046 |
-0.0007 |
-12.4% |
0.0099 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
3,501 |
6,281 |
2,780 |
79.4% |
13,797 |
|
| Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6921 |
0.6904 |
0.6821 |
|
| R3 |
0.6875 |
0.6858 |
0.6808 |
|
| R2 |
0.6829 |
0.6829 |
0.6804 |
|
| R1 |
0.6812 |
0.6812 |
0.6800 |
0.6821 |
| PP |
0.6783 |
0.6783 |
0.6783 |
0.6787 |
| S1 |
0.6766 |
0.6766 |
0.6791 |
0.6775 |
| S2 |
0.6737 |
0.6737 |
0.6787 |
|
| S3 |
0.6691 |
0.6720 |
0.6783 |
|
| S4 |
0.6645 |
0.6674 |
0.6770 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7068 |
0.7030 |
0.6850 |
|
| R3 |
0.6969 |
0.6932 |
0.6823 |
|
| R2 |
0.6871 |
0.6871 |
0.6814 |
|
| R1 |
0.6833 |
0.6833 |
0.6805 |
0.6852 |
| PP |
0.6772 |
0.6772 |
0.6772 |
0.6781 |
| S1 |
0.6735 |
0.6735 |
0.6786 |
0.6753 |
| S2 |
0.6674 |
0.6674 |
0.6777 |
|
| S3 |
0.6575 |
0.6636 |
0.6768 |
|
| S4 |
0.6477 |
0.6538 |
0.6741 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6810 |
0.6711 |
0.0099 |
1.4% |
0.0057 |
0.8% |
86% |
False |
False |
2,759 |
| 10 |
0.6948 |
0.6711 |
0.0237 |
3.5% |
0.0065 |
1.0% |
36% |
False |
False |
1,601 |
| 20 |
0.7114 |
0.6711 |
0.0403 |
5.9% |
0.0078 |
1.2% |
21% |
False |
False |
910 |
| 40 |
0.7193 |
0.6711 |
0.0482 |
7.1% |
0.0074 |
1.1% |
18% |
False |
False |
489 |
| 60 |
0.7193 |
0.6700 |
0.0493 |
7.3% |
0.0072 |
1.1% |
19% |
False |
False |
332 |
| 80 |
0.7193 |
0.6455 |
0.0738 |
10.9% |
0.0067 |
1.0% |
46% |
False |
False |
250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6996 |
|
2.618 |
0.6920 |
|
1.618 |
0.6874 |
|
1.000 |
0.6846 |
|
0.618 |
0.6828 |
|
HIGH |
0.6800 |
|
0.618 |
0.6782 |
|
0.500 |
0.6777 |
|
0.382 |
0.6772 |
|
LOW |
0.6754 |
|
0.618 |
0.6726 |
|
1.000 |
0.6708 |
|
1.618 |
0.6680 |
|
2.618 |
0.6634 |
|
4.250 |
0.6559 |
|
|
| Fisher Pivots for day following 03-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6789 |
0.6784 |
| PP |
0.6783 |
0.6772 |
| S1 |
0.6777 |
0.6760 |
|