CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 09-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2023 |
09-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6615 |
0.6615 |
0.0000 |
0.0% |
0.6762 |
| High |
0.6654 |
0.6662 |
0.0008 |
0.1% |
0.6810 |
| Low |
0.6595 |
0.6602 |
0.0007 |
0.1% |
0.6711 |
| Close |
0.6616 |
0.6613 |
-0.0003 |
0.0% |
0.6796 |
| Range |
0.0059 |
0.0061 |
0.0002 |
2.5% |
0.0099 |
| ATR |
0.0078 |
0.0076 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
133,481 |
80,620 |
-52,861 |
-39.6% |
13,797 |
|
| Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6807 |
0.6770 |
0.6646 |
|
| R3 |
0.6746 |
0.6710 |
0.6629 |
|
| R2 |
0.6686 |
0.6686 |
0.6624 |
|
| R1 |
0.6649 |
0.6649 |
0.6618 |
0.6637 |
| PP |
0.6625 |
0.6625 |
0.6625 |
0.6619 |
| S1 |
0.6589 |
0.6589 |
0.6607 |
0.6577 |
| S2 |
0.6565 |
0.6565 |
0.6601 |
|
| S3 |
0.6504 |
0.6528 |
0.6596 |
|
| S4 |
0.6444 |
0.6468 |
0.6579 |
|
|
| 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% |
0.0077 |
1.2% |
9% |
False |
False |
62,044 |
| 10 |
0.6851 |
0.6595 |
0.0256 |
3.9% |
0.0073 |
1.1% |
7% |
False |
False |
31,922 |
| 20 |
0.7050 |
0.6595 |
0.0455 |
6.9% |
0.0076 |
1.1% |
4% |
False |
False |
16,072 |
| 40 |
0.7193 |
0.6595 |
0.0598 |
9.0% |
0.0073 |
1.1% |
3% |
False |
False |
8,085 |
| 60 |
0.7193 |
0.6595 |
0.0598 |
9.0% |
0.0074 |
1.1% |
3% |
False |
False |
5,398 |
| 80 |
0.7193 |
0.6595 |
0.0598 |
9.0% |
0.0068 |
1.0% |
3% |
False |
False |
4,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6919 |
|
2.618 |
0.6820 |
|
1.618 |
0.6760 |
|
1.000 |
0.6723 |
|
0.618 |
0.6699 |
|
HIGH |
0.6662 |
|
0.618 |
0.6639 |
|
0.500 |
0.6632 |
|
0.382 |
0.6625 |
|
LOW |
0.6602 |
|
0.618 |
0.6564 |
|
1.000 |
0.6541 |
|
1.618 |
0.6504 |
|
2.618 |
0.6443 |
|
4.250 |
0.6344 |
|
|
| Fisher Pivots for day following 09-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6632 |
0.6684 |
| PP |
0.6625 |
0.6660 |
| S1 |
0.6619 |
0.6636 |
|