CME Australian Dollar Future September 2023
Trading Metrics calculated at close of trading on 16-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.6747 |
0.6690 |
-0.0058 |
-0.9% |
0.6798 |
High |
0.6747 |
0.6707 |
-0.0041 |
-0.6% |
0.6798 |
Low |
0.6640 |
0.6690 |
0.0050 |
0.7% |
0.6604 |
Close |
0.6665 |
0.6695 |
0.0030 |
0.4% |
0.6634 |
Range |
0.0107 |
0.0017 |
-0.0090 |
-84.1% |
0.0194 |
ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
518 |
313 |
-205 |
-39.6% |
668 |
|
Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6748 |
0.6738 |
0.6704 |
|
R3 |
0.6731 |
0.6721 |
0.6699 |
|
R2 |
0.6714 |
0.6714 |
0.6698 |
|
R1 |
0.6704 |
0.6704 |
0.6696 |
0.6709 |
PP |
0.6697 |
0.6697 |
0.6697 |
0.6699 |
S1 |
0.6687 |
0.6687 |
0.6693 |
0.6692 |
S2 |
0.6680 |
0.6680 |
0.6691 |
|
S3 |
0.6663 |
0.6670 |
0.6690 |
|
S4 |
0.6646 |
0.6653 |
0.6685 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7261 |
0.7141 |
0.6740 |
|
R3 |
0.7067 |
0.6947 |
0.6687 |
|
R2 |
0.6873 |
0.6873 |
0.6669 |
|
R1 |
0.6753 |
0.6753 |
0.6651 |
0.6716 |
PP |
0.6679 |
0.6679 |
0.6679 |
0.6660 |
S1 |
0.6559 |
0.6559 |
0.6616 |
0.6522 |
S2 |
0.6485 |
0.6485 |
0.6598 |
|
S3 |
0.6291 |
0.6365 |
0.6580 |
|
S4 |
0.6097 |
0.6171 |
0.6527 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6784 |
0.6604 |
0.0180 |
2.7% |
0.0074 |
1.1% |
50% |
False |
False |
245 |
10 |
0.6822 |
0.6604 |
0.0218 |
3.3% |
0.0064 |
1.0% |
42% |
False |
False |
181 |
20 |
0.6972 |
0.6604 |
0.0368 |
5.5% |
0.0050 |
0.8% |
25% |
False |
False |
95 |
40 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0048 |
0.7% |
15% |
False |
False |
50 |
60 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0042 |
0.6% |
15% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6779 |
2.618 |
0.6751 |
1.618 |
0.6734 |
1.000 |
0.6724 |
0.618 |
0.6717 |
HIGH |
0.6707 |
0.618 |
0.6700 |
0.500 |
0.6698 |
0.382 |
0.6696 |
LOW |
0.6690 |
0.618 |
0.6679 |
1.000 |
0.6673 |
1.618 |
0.6662 |
2.618 |
0.6645 |
4.250 |
0.6617 |
|
|
Fisher Pivots for day following 16-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6698 |
0.6694 |
PP |
0.6697 |
0.6694 |
S1 |
0.6696 |
0.6694 |
|