CME Australian Dollar Future June 2023
Trading Metrics calculated at close of trading on 10-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.6615 |
0.6612 |
-0.0003 |
0.0% |
0.6785 |
High |
0.6662 |
0.6666 |
0.0004 |
0.1% |
0.6795 |
Low |
0.6602 |
0.6590 |
-0.0012 |
-0.2% |
0.6590 |
Close |
0.6613 |
0.6609 |
-0.0004 |
-0.1% |
0.6609 |
Range |
0.0061 |
0.0076 |
0.0016 |
25.6% |
0.0206 |
ATR |
0.0076 |
0.0076 |
0.0000 |
0.0% |
0.0000 |
Volume |
80,620 |
154,895 |
74,275 |
92.1% |
458,837 |
|
Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6849 |
0.6805 |
0.6650 |
|
R3 |
0.6773 |
0.6729 |
0.6629 |
|
R2 |
0.6697 |
0.6697 |
0.6622 |
|
R1 |
0.6653 |
0.6653 |
0.6615 |
0.6637 |
PP |
0.6621 |
0.6621 |
0.6621 |
0.6613 |
S1 |
0.6577 |
0.6577 |
0.6602 |
0.6561 |
S2 |
0.6545 |
0.6545 |
0.6595 |
|
S3 |
0.6469 |
0.6501 |
0.6588 |
|
S4 |
0.6393 |
0.6425 |
0.6567 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7281 |
0.7150 |
0.6722 |
|
R3 |
0.7075 |
0.6945 |
0.6665 |
|
R2 |
0.6870 |
0.6870 |
0.6646 |
|
R1 |
0.6739 |
0.6739 |
0.6627 |
0.6702 |
PP |
0.6664 |
0.6664 |
0.6664 |
0.6646 |
S1 |
0.6534 |
0.6534 |
0.6590 |
0.6496 |
S2 |
0.6459 |
0.6459 |
0.6571 |
|
S3 |
0.6253 |
0.6328 |
0.6552 |
|
S4 |
0.6048 |
0.6123 |
0.6495 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6795 |
0.6590 |
0.0206 |
3.1% |
0.0083 |
1.3% |
9% |
False |
True |
91,767 |
10 |
0.6810 |
0.6590 |
0.0220 |
3.3% |
0.0070 |
1.1% |
9% |
False |
True |
47,263 |
20 |
0.7050 |
0.6590 |
0.0461 |
7.0% |
0.0075 |
1.1% |
4% |
False |
True |
23,809 |
40 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0074 |
1.1% |
3% |
False |
True |
11,955 |
60 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0075 |
1.1% |
3% |
False |
True |
7,979 |
80 |
0.7193 |
0.6590 |
0.0604 |
9.1% |
0.0067 |
1.0% |
3% |
False |
True |
5,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6989 |
2.618 |
0.6864 |
1.618 |
0.6788 |
1.000 |
0.6742 |
0.618 |
0.6712 |
HIGH |
0.6666 |
0.618 |
0.6636 |
0.500 |
0.6628 |
0.382 |
0.6619 |
LOW |
0.6590 |
0.618 |
0.6543 |
1.000 |
0.6514 |
1.618 |
0.6467 |
2.618 |
0.6391 |
4.250 |
0.6267 |
|
|
Fisher Pivots for day following 10-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6628 |
0.6628 |
PP |
0.6621 |
0.6621 |
S1 |
0.6615 |
0.6615 |
|