CME Australian Dollar Future September 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 |
0.6629 |
0.6646 |
0.0017 |
0.3% |
0.6782 |
High |
0.6668 |
0.6675 |
0.0008 |
0.1% |
0.6822 |
Low |
0.6629 |
0.6635 |
0.0007 |
0.1% |
0.6762 |
Close |
0.6644 |
0.6640 |
-0.0004 |
-0.1% |
0.6817 |
Range |
0.0039 |
0.0040 |
0.0001 |
2.6% |
0.0060 |
ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
281 |
197 |
-84 |
-29.9% |
70 |
|
Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6770 |
0.6745 |
0.6662 |
|
R3 |
0.6730 |
0.6705 |
0.6651 |
|
R2 |
0.6690 |
0.6690 |
0.6647 |
|
R1 |
0.6665 |
0.6665 |
0.6643 |
0.6657 |
PP |
0.6650 |
0.6650 |
0.6650 |
0.6646 |
S1 |
0.6625 |
0.6625 |
0.6636 |
0.6617 |
S2 |
0.6610 |
0.6610 |
0.6632 |
|
S3 |
0.6570 |
0.6585 |
0.6629 |
|
S4 |
0.6530 |
0.6545 |
0.6618 |
|
|
Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6980 |
0.6959 |
0.6850 |
|
R3 |
0.6920 |
0.6899 |
0.6834 |
|
R2 |
0.6860 |
0.6860 |
0.6828 |
|
R1 |
0.6839 |
0.6839 |
0.6823 |
0.6850 |
PP |
0.6800 |
0.6800 |
0.6800 |
0.6806 |
S1 |
0.6779 |
0.6779 |
0.6812 |
0.6790 |
S2 |
0.6740 |
0.6740 |
0.6806 |
|
S3 |
0.6680 |
0.6719 |
0.6801 |
|
S4 |
0.6620 |
0.6659 |
0.6784 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6822 |
0.6629 |
0.0194 |
2.9% |
0.0054 |
0.8% |
6% |
False |
False |
117 |
10 |
0.6869 |
0.6629 |
0.0241 |
3.6% |
0.0040 |
0.6% |
5% |
False |
False |
66 |
20 |
0.7054 |
0.6629 |
0.0426 |
6.4% |
0.0048 |
0.7% |
3% |
False |
False |
36 |
40 |
0.7205 |
0.6629 |
0.0577 |
8.7% |
0.0043 |
0.6% |
2% |
False |
False |
21 |
60 |
0.7205 |
0.6629 |
0.0577 |
8.7% |
0.0038 |
0.6% |
2% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6845 |
2.618 |
0.6780 |
1.618 |
0.6740 |
1.000 |
0.6715 |
0.618 |
0.6700 |
HIGH |
0.6675 |
0.618 |
0.6660 |
0.500 |
0.6655 |
0.382 |
0.6650 |
LOW |
0.6635 |
0.618 |
0.6610 |
1.000 |
0.6595 |
1.618 |
0.6570 |
2.618 |
0.6530 |
4.250 |
0.6465 |
|
|
Fisher Pivots for day following 09-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6655 |
0.6710 |
PP |
0.6650 |
0.6687 |
S1 |
0.6645 |
0.6663 |
|