CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 07-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6785 |
0.6755 |
-0.0030 |
-0.4% |
0.6762 |
| High |
0.6795 |
0.6774 |
-0.0022 |
-0.3% |
0.6810 |
| Low |
0.6742 |
0.6607 |
-0.0135 |
-2.0% |
0.6711 |
| Close |
0.6746 |
0.6613 |
-0.0134 |
-2.0% |
0.6796 |
| Range |
0.0054 |
0.0167 |
0.0113 |
211.2% |
0.0099 |
| ATR |
0.0072 |
0.0079 |
0.0007 |
9.3% |
0.0000 |
| Volume |
19,364 |
70,477 |
51,113 |
264.0% |
13,797 |
|
| Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7164 |
0.7055 |
0.6704 |
|
| R3 |
0.6997 |
0.6888 |
0.6658 |
|
| R2 |
0.6831 |
0.6831 |
0.6643 |
|
| R1 |
0.6722 |
0.6722 |
0.6628 |
0.6693 |
| PP |
0.6664 |
0.6664 |
0.6664 |
0.6650 |
| S1 |
0.6555 |
0.6555 |
0.6597 |
0.6527 |
| S2 |
0.6498 |
0.6498 |
0.6582 |
|
| S3 |
0.6331 |
0.6389 |
0.6567 |
|
| S4 |
0.6165 |
0.6222 |
0.6521 |
|
|
| 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 |
0.6607 |
0.0203 |
3.1% |
0.0083 |
1.3% |
3% |
False |
True |
20,439 |
| 10 |
0.6890 |
0.6607 |
0.0283 |
4.3% |
0.0073 |
1.1% |
2% |
False |
True |
10,538 |
| 20 |
0.7050 |
0.6607 |
0.0443 |
6.7% |
0.0077 |
1.2% |
1% |
False |
True |
5,386 |
| 40 |
0.7193 |
0.6607 |
0.0586 |
8.9% |
0.0073 |
1.1% |
1% |
False |
True |
2,734 |
| 60 |
0.7193 |
0.6607 |
0.0586 |
8.9% |
0.0074 |
1.1% |
1% |
False |
True |
1,830 |
| 80 |
0.7193 |
0.6455 |
0.0738 |
11.2% |
0.0069 |
1.0% |
21% |
False |
False |
1,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7481 |
|
2.618 |
0.7209 |
|
1.618 |
0.7043 |
|
1.000 |
0.6940 |
|
0.618 |
0.6876 |
|
HIGH |
0.6774 |
|
0.618 |
0.6710 |
|
0.500 |
0.6690 |
|
0.382 |
0.6671 |
|
LOW |
0.6607 |
|
0.618 |
0.6504 |
|
1.000 |
0.6441 |
|
1.618 |
0.6338 |
|
2.618 |
0.6171 |
|
4.250 |
0.5899 |
|
|
| Fisher Pivots for day following 07-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6690 |
0.6704 |
| PP |
0.6664 |
0.6673 |
| S1 |
0.6638 |
0.6643 |
|