CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 06-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2023 |
06-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6756 |
0.6785 |
0.0029 |
0.4% |
0.6762 |
| High |
0.6800 |
0.6795 |
-0.0005 |
-0.1% |
0.6810 |
| Low |
0.6754 |
0.6742 |
-0.0013 |
-0.2% |
0.6711 |
| Close |
0.6796 |
0.6746 |
-0.0050 |
-0.7% |
0.6796 |
| Range |
0.0046 |
0.0054 |
0.0008 |
16.3% |
0.0099 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
6,281 |
19,364 |
13,083 |
208.3% |
13,797 |
|
| Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6921 |
0.6887 |
0.6775 |
|
| R3 |
0.6868 |
0.6834 |
0.6761 |
|
| R2 |
0.6814 |
0.6814 |
0.6756 |
|
| R1 |
0.6780 |
0.6780 |
0.6751 |
0.6771 |
| PP |
0.6761 |
0.6761 |
0.6761 |
0.6756 |
| S1 |
0.6727 |
0.6727 |
0.6741 |
0.6717 |
| S2 |
0.6707 |
0.6707 |
0.6736 |
|
| S3 |
0.6654 |
0.6673 |
0.6731 |
|
| S4 |
0.6600 |
0.6620 |
0.6717 |
|
|
| 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 |
1.5% |
0.0060 |
0.9% |
36% |
False |
False |
6,510 |
| 10 |
0.6948 |
0.6711 |
0.0237 |
3.5% |
0.0063 |
0.9% |
15% |
False |
False |
3,524 |
| 20 |
0.7050 |
0.6711 |
0.0339 |
5.0% |
0.0073 |
1.1% |
10% |
False |
False |
1,872 |
| 40 |
0.7193 |
0.6711 |
0.0482 |
7.1% |
0.0073 |
1.1% |
7% |
False |
False |
973 |
| 60 |
0.7193 |
0.6700 |
0.0493 |
7.3% |
0.0072 |
1.1% |
9% |
False |
False |
655 |
| 80 |
0.7193 |
0.6455 |
0.0738 |
10.9% |
0.0068 |
1.0% |
39% |
False |
False |
492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7022 |
|
2.618 |
0.6935 |
|
1.618 |
0.6882 |
|
1.000 |
0.6849 |
|
0.618 |
0.6828 |
|
HIGH |
0.6795 |
|
0.618 |
0.6775 |
|
0.500 |
0.6768 |
|
0.382 |
0.6762 |
|
LOW |
0.6742 |
|
0.618 |
0.6708 |
|
1.000 |
0.6688 |
|
1.618 |
0.6655 |
|
2.618 |
0.6601 |
|
4.250 |
0.6514 |
|
|
| Fisher Pivots for day following 06-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6768 |
0.6766 |
| PP |
0.6761 |
0.6760 |
| S1 |
0.6753 |
0.6753 |
|