CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6727 |
0.6718 |
-0.0009 |
-0.1% |
0.6671 |
| High |
0.6763 |
0.6728 |
-0.0035 |
-0.5% |
0.6784 |
| Low |
0.6717 |
0.6711 |
-0.0006 |
-0.1% |
0.6640 |
| Close |
0.6760 |
0.6711 |
-0.0049 |
-0.7% |
0.6754 |
| Range |
0.0046 |
0.0017 |
-0.0029 |
-63.0% |
0.0144 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
249 |
172 |
-77 |
-30.9% |
1,464 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6768 |
0.6756 |
0.6720 |
|
| R3 |
0.6751 |
0.6739 |
0.6716 |
|
| R2 |
0.6734 |
0.6734 |
0.6714 |
|
| R1 |
0.6722 |
0.6722 |
0.6713 |
0.6720 |
| PP |
0.6717 |
0.6717 |
0.6717 |
0.6715 |
| S1 |
0.6705 |
0.6705 |
0.6709 |
0.6703 |
| S2 |
0.6700 |
0.6700 |
0.6708 |
|
| S3 |
0.6683 |
0.6688 |
0.6706 |
|
| S4 |
0.6666 |
0.6671 |
0.6702 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7156 |
0.7098 |
0.6832 |
|
| R3 |
0.7013 |
0.6955 |
0.6793 |
|
| R2 |
0.6869 |
0.6869 |
0.6780 |
|
| R1 |
0.6811 |
0.6811 |
0.6767 |
0.6840 |
| PP |
0.6726 |
0.6726 |
0.6726 |
0.6740 |
| S1 |
0.6668 |
0.6668 |
0.6740 |
0.6697 |
| S2 |
0.6582 |
0.6582 |
0.6727 |
|
| S3 |
0.6439 |
0.6524 |
0.6714 |
|
| S4 |
0.6295 |
0.6381 |
0.6675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6763 |
0.6640 |
0.0123 |
1.8% |
0.0043 |
0.6% |
58% |
False |
False |
313 |
| 10 |
0.6784 |
0.6604 |
0.0180 |
2.7% |
0.0054 |
0.8% |
60% |
False |
False |
244 |
| 20 |
0.6889 |
0.6604 |
0.0285 |
4.2% |
0.0045 |
0.7% |
38% |
False |
False |
131 |
| 40 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0049 |
0.7% |
18% |
False |
False |
69 |
| 60 |
0.7205 |
0.6604 |
0.0601 |
9.0% |
0.0043 |
0.6% |
18% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6800 |
|
2.618 |
0.6773 |
|
1.618 |
0.6756 |
|
1.000 |
0.6745 |
|
0.618 |
0.6739 |
|
HIGH |
0.6728 |
|
0.618 |
0.6722 |
|
0.500 |
0.6720 |
|
0.382 |
0.6717 |
|
LOW |
0.6711 |
|
0.618 |
0.6700 |
|
1.000 |
0.6694 |
|
1.618 |
0.6683 |
|
2.618 |
0.6666 |
|
4.250 |
0.6639 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6720 |
0.6737 |
| PP |
0.6717 |
0.6728 |
| S1 |
0.6714 |
0.6720 |
|