CME Australian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6731 |
0.6730 |
-0.0002 |
0.0% |
0.6671 |
| High |
0.6797 |
0.6763 |
-0.0034 |
-0.5% |
0.6784 |
| Low |
0.6719 |
0.6719 |
-0.0001 |
0.0% |
0.6640 |
| Close |
0.6773 |
0.6719 |
-0.0055 |
-0.8% |
0.6754 |
| Range |
0.0078 |
0.0045 |
-0.0034 |
-42.9% |
0.0144 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
153 |
307 |
154 |
100.7% |
1,464 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6867 |
0.6837 |
0.6743 |
|
| R3 |
0.6822 |
0.6793 |
0.6731 |
|
| R2 |
0.6778 |
0.6778 |
0.6727 |
|
| R1 |
0.6748 |
0.6748 |
0.6723 |
0.6741 |
| PP |
0.6733 |
0.6733 |
0.6733 |
0.6730 |
| S1 |
0.6704 |
0.6704 |
0.6714 |
0.6696 |
| S2 |
0.6689 |
0.6689 |
0.6710 |
|
| S3 |
0.6644 |
0.6659 |
0.6706 |
|
| S4 |
0.6600 |
0.6615 |
0.6694 |
|
|
| 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 |
0.6797 |
0.6711 |
0.0086 |
1.3% |
0.0043 |
0.6% |
9% |
False |
False |
239 |
| 10 |
0.6797 |
0.6604 |
0.0193 |
2.9% |
0.0058 |
0.9% |
59% |
False |
False |
242 |
| 20 |
0.6869 |
0.6604 |
0.0265 |
3.9% |
0.0049 |
0.7% |
43% |
False |
False |
154 |
| 40 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0051 |
0.8% |
19% |
False |
False |
80 |
| 60 |
0.7205 |
0.6604 |
0.0601 |
8.9% |
0.0045 |
0.7% |
19% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6952 |
|
2.618 |
0.6880 |
|
1.618 |
0.6835 |
|
1.000 |
0.6808 |
|
0.618 |
0.6791 |
|
HIGH |
0.6763 |
|
0.618 |
0.6746 |
|
0.500 |
0.6741 |
|
0.382 |
0.6735 |
|
LOW |
0.6719 |
|
0.618 |
0.6691 |
|
1.000 |
0.6674 |
|
1.618 |
0.6646 |
|
2.618 |
0.6602 |
|
4.250 |
0.6529 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6741 |
0.6754 |
| PP |
0.6733 |
0.6742 |
| S1 |
0.6726 |
0.6730 |
|