CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 08-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2023 |
08-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6893 |
0.6973 |
0.0080 |
1.2% |
0.7113 |
| High |
0.6999 |
0.7005 |
0.0006 |
0.1% |
0.7169 |
| Low |
0.6892 |
0.6927 |
0.0036 |
0.5% |
0.6929 |
| Close |
0.6951 |
0.6934 |
-0.0017 |
-0.2% |
0.6936 |
| Range |
0.0107 |
0.0078 |
-0.0030 |
-27.6% |
0.0240 |
| ATR |
0.0094 |
0.0092 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
140,171 |
69,514 |
-70,657 |
-50.4% |
472,488 |
|
| Daily Pivots for day following 08-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7188 |
0.7138 |
0.6976 |
|
| R3 |
0.7110 |
0.7061 |
0.6955 |
|
| R2 |
0.7033 |
0.7033 |
0.6948 |
|
| R1 |
0.6983 |
0.6983 |
0.6941 |
0.6969 |
| PP |
0.6955 |
0.6955 |
0.6955 |
0.6948 |
| S1 |
0.6906 |
0.6906 |
0.6926 |
0.6892 |
| S2 |
0.6878 |
0.6878 |
0.6919 |
|
| S3 |
0.6800 |
0.6828 |
0.6912 |
|
| S4 |
0.6723 |
0.6751 |
0.6891 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7731 |
0.7574 |
0.7068 |
|
| R3 |
0.7491 |
0.7334 |
0.7002 |
|
| R2 |
0.7251 |
0.7251 |
0.6980 |
|
| R1 |
0.7094 |
0.7094 |
0.6958 |
0.7052 |
| PP |
0.7011 |
0.7011 |
0.7011 |
0.6990 |
| S1 |
0.6854 |
0.6854 |
0.6914 |
0.6812 |
| S2 |
0.6771 |
0.6771 |
0.6892 |
|
| S3 |
0.6531 |
0.6614 |
0.6870 |
|
| S4 |
0.6291 |
0.6374 |
0.6804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7169 |
0.6865 |
0.0304 |
4.4% |
0.0106 |
1.5% |
23% |
False |
False |
109,063 |
| 10 |
0.7169 |
0.6865 |
0.0304 |
4.4% |
0.0090 |
1.3% |
23% |
False |
False |
91,505 |
| 20 |
0.7169 |
0.6865 |
0.0304 |
4.4% |
0.0087 |
1.3% |
23% |
False |
False |
87,958 |
| 40 |
0.7169 |
0.6650 |
0.0519 |
7.5% |
0.0094 |
1.4% |
55% |
False |
False |
81,230 |
| 60 |
0.7169 |
0.6612 |
0.0557 |
8.0% |
0.0092 |
1.3% |
58% |
False |
False |
54,797 |
| 80 |
0.7169 |
0.6232 |
0.0937 |
13.5% |
0.0092 |
1.3% |
75% |
False |
False |
41,117 |
| 100 |
0.7169 |
0.6225 |
0.0944 |
13.6% |
0.0090 |
1.3% |
75% |
False |
False |
32,905 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
13.6% |
0.0081 |
1.2% |
75% |
False |
False |
27,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7334 |
|
2.618 |
0.7207 |
|
1.618 |
0.7130 |
|
1.000 |
0.7082 |
|
0.618 |
0.7052 |
|
HIGH |
0.7005 |
|
0.618 |
0.6975 |
|
0.500 |
0.6966 |
|
0.382 |
0.6957 |
|
LOW |
0.6927 |
|
0.618 |
0.6879 |
|
1.000 |
0.6850 |
|
1.618 |
0.6802 |
|
2.618 |
0.6724 |
|
4.250 |
0.6598 |
|
|
| Fisher Pivots for day following 08-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6966 |
0.6935 |
| PP |
0.6955 |
0.6934 |
| S1 |
0.6944 |
0.6934 |
|