CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 02-Mar-2023

Day Change Summary
	Previous	Current
	01-Mar-2023	02-Mar-2023	Change	Change %	Previous Week
Open	0.6735	0.6759	0.0024	0.4%	0.6879
High	0.6786	0.6768	-0.0019	-0.3%	0.6926
Low	0.6698	0.6708	0.0011	0.2%	0.6722
Close	0.6754	0.6731	-0.0024	-0.3%	0.6729
Range	0.0089	0.0060	-0.0029	-32.8%	0.0205
ATR	0.0084	0.0082	-0.0002	-2.1%	0.0000
Volume	93,790	77,034	-16,756	-17.9%	343,118

Daily Pivots for day following 02-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6914	0.6882	0.6763
R3	0.6854	0.6822	0.6747
R2	0.6795	0.6795	0.6741
R1	0.6763	0.6763	0.6736	0.6749
PP	0.6735	0.6735	0.6735	0.6729
S1	0.6703	0.6703	0.6725	0.6690
S2	0.6676	0.6676	0.6720
S3	0.6616	0.6644	0.6714
S4	0.6557	0.6584	0.6698

Weekly Pivots for week ending 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7406	0.7272	0.6841
R3	0.7201	0.7067	0.6785
R2	0.6997	0.6997	0.6766
R1	0.6863	0.6863	0.6748	0.6828
PP	0.6792	0.6792	0.6792	0.6775
S1	0.6658	0.6658	0.6710	0.6623
S2	0.6588	0.6588	0.6692
S3	0.6383	0.6454	0.6673
S4	0.6179	0.6249	0.6617

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6828	0.6698	0.0130	1.9%	0.0071	1.1%	25%	False	False	81,136
10	0.6942	0.6698	0.0245	3.6%	0.0073	1.1%	13%	False	False	84,498
20	0.7169	0.6698	0.0471	7.0%	0.0086	1.3%	7%	False	False	91,064
40	0.7169	0.6698	0.0471	7.0%	0.0088	1.3%	7%	False	False	87,985
60	0.7169	0.6650	0.0519	7.7%	0.0090	1.3%	16%	False	False	75,759
80	0.7169	0.6319	0.0850	12.6%	0.0092	1.4%	48%	False	False	57,056
100	0.7169	0.6225	0.0944	14.0%	0.0089	1.3%	54%	False	False	45,654
120	0.7169	0.6225	0.0944	14.0%	0.0088	1.3%	54%	False	False	38,054

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7020
2.618	0.6923
1.618	0.6864
1.000	0.6827
0.618	0.6804
HIGH	0.6768
0.618	0.6745
0.500	0.6738
0.382	0.6731
LOW	0.6708
0.618	0.6671
1.000	0.6649
1.618	0.6612
2.618	0.6552
4.250	0.6455

Fisher Pivots for day following 02-Mar-2023
Pivot	1 day	3 day
R1	0.6738	0.6742
PP	0.6735	0.6738
S1	0.6733	0.6734

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols