CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 08-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2023 |
08-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6755 |
0.6615 |
-0.0141 |
-2.1% |
0.6762 |
| High |
0.6774 |
0.6654 |
-0.0120 |
-1.8% |
0.6810 |
| Low |
0.6607 |
0.6595 |
-0.0012 |
-0.2% |
0.6711 |
| Close |
0.6613 |
0.6616 |
0.0003 |
0.0% |
0.6796 |
| Range |
0.0167 |
0.0059 |
-0.0108 |
-64.6% |
0.0099 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
70,477 |
133,481 |
63,004 |
89.4% |
13,797 |
|
| Daily Pivots for day following 08-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6799 |
0.6766 |
0.6648 |
|
| R3 |
0.6740 |
0.6707 |
0.6632 |
|
| R2 |
0.6681 |
0.6681 |
0.6626 |
|
| R1 |
0.6648 |
0.6648 |
0.6621 |
0.6664 |
| PP |
0.6622 |
0.6622 |
0.6622 |
0.6630 |
| S1 |
0.6589 |
0.6589 |
0.6610 |
0.6605 |
| S2 |
0.6563 |
0.6563 |
0.6605 |
|
| S3 |
0.6504 |
0.6530 |
0.6599 |
|
| S4 |
0.6445 |
0.6471 |
0.6583 |
|
|
| 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 |
0.6800 |
0.6595 |
0.0205 |
3.1% |
0.0076 |
1.1% |
10% |
False |
True |
46,620 |
| 10 |
0.6865 |
0.6595 |
0.0270 |
4.1% |
0.0072 |
1.1% |
8% |
False |
True |
23,875 |
| 20 |
0.7050 |
0.6595 |
0.0455 |
6.9% |
0.0076 |
1.2% |
5% |
False |
True |
12,046 |
| 40 |
0.7193 |
0.6595 |
0.0598 |
9.0% |
0.0073 |
1.1% |
3% |
False |
True |
6,070 |
| 60 |
0.7193 |
0.6595 |
0.0598 |
9.0% |
0.0074 |
1.1% |
3% |
False |
True |
4,054 |
| 80 |
0.7193 |
0.6455 |
0.0738 |
11.2% |
0.0070 |
1.1% |
22% |
False |
False |
3,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6905 |
|
2.618 |
0.6808 |
|
1.618 |
0.6749 |
|
1.000 |
0.6713 |
|
0.618 |
0.6690 |
|
HIGH |
0.6654 |
|
0.618 |
0.6631 |
|
0.500 |
0.6625 |
|
0.382 |
0.6618 |
|
LOW |
0.6595 |
|
0.618 |
0.6559 |
|
1.000 |
0.6536 |
|
1.618 |
0.6500 |
|
2.618 |
0.6441 |
|
4.250 |
0.6344 |
|
|
| Fisher Pivots for day following 08-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6625 |
0.6695 |
| PP |
0.6622 |
0.6669 |
| S1 |
0.6619 |
0.6642 |
|