CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 09-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2023 |
09-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6973 |
0.6934 |
-0.0039 |
-0.6% |
0.7113 |
| High |
0.7005 |
0.7019 |
0.0015 |
0.2% |
0.7169 |
| Low |
0.6927 |
0.6930 |
0.0003 |
0.0% |
0.6929 |
| Close |
0.6934 |
0.6948 |
0.0014 |
0.2% |
0.6936 |
| Range |
0.0078 |
0.0090 |
0.0012 |
15.5% |
0.0240 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
69,514 |
78,940 |
9,426 |
13.6% |
472,488 |
|
| Daily Pivots for day following 09-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7234 |
0.7180 |
0.6997 |
|
| R3 |
0.7144 |
0.7091 |
0.6972 |
|
| R2 |
0.7055 |
0.7055 |
0.6964 |
|
| R1 |
0.7001 |
0.7001 |
0.6956 |
0.7028 |
| PP |
0.6965 |
0.6965 |
0.6965 |
0.6979 |
| S1 |
0.6912 |
0.6912 |
0.6939 |
0.6939 |
| S2 |
0.6876 |
0.6876 |
0.6931 |
|
| S3 |
0.6786 |
0.6822 |
0.6923 |
|
| S4 |
0.6697 |
0.6733 |
0.6898 |
|
|
| 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 |
0.7090 |
0.6865 |
0.0225 |
3.2% |
0.0106 |
1.5% |
37% |
False |
False |
104,138 |
| 10 |
0.7169 |
0.6865 |
0.0304 |
4.4% |
0.0092 |
1.3% |
27% |
False |
False |
92,403 |
| 20 |
0.7169 |
0.6865 |
0.0304 |
4.4% |
0.0089 |
1.3% |
27% |
False |
False |
88,877 |
| 40 |
0.7169 |
0.6650 |
0.0519 |
7.5% |
0.0094 |
1.4% |
57% |
False |
False |
82,826 |
| 60 |
0.7169 |
0.6617 |
0.0552 |
7.9% |
0.0091 |
1.3% |
60% |
False |
False |
56,109 |
| 80 |
0.7169 |
0.6244 |
0.0925 |
13.3% |
0.0091 |
1.3% |
76% |
False |
False |
42,103 |
| 100 |
0.7169 |
0.6225 |
0.0944 |
13.6% |
0.0091 |
1.3% |
77% |
False |
False |
33,694 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
13.6% |
0.0082 |
1.2% |
77% |
False |
False |
28,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7399 |
|
2.618 |
0.7253 |
|
1.618 |
0.7164 |
|
1.000 |
0.7109 |
|
0.618 |
0.7074 |
|
HIGH |
0.7019 |
|
0.618 |
0.6985 |
|
0.500 |
0.6974 |
|
0.382 |
0.6964 |
|
LOW |
0.6930 |
|
0.618 |
0.6874 |
|
1.000 |
0.6840 |
|
1.618 |
0.6785 |
|
2.618 |
0.6695 |
|
4.250 |
0.6549 |
|
|
| Fisher Pivots for day following 09-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6974 |
0.6955 |
| PP |
0.6965 |
0.6953 |
| S1 |
0.6956 |
0.6950 |
|