CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 22-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2023 |
22-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6879 |
0.6863 |
-0.0016 |
-0.2% |
0.6924 |
| High |
0.6926 |
0.6870 |
-0.0057 |
-0.8% |
0.7038 |
| Low |
0.6852 |
0.6799 |
-0.0054 |
-0.8% |
0.6817 |
| Close |
0.6859 |
0.6801 |
-0.0058 |
-0.8% |
0.6885 |
| Range |
0.0074 |
0.0071 |
-0.0003 |
-4.1% |
0.0221 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
108,457 |
80,479 |
-27,978 |
-25.8% |
459,880 |
|
| Daily Pivots for day following 22-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7036 |
0.6990 |
0.6840 |
|
| R3 |
0.6965 |
0.6919 |
0.6821 |
|
| R2 |
0.6894 |
0.6894 |
0.6814 |
|
| R1 |
0.6848 |
0.6848 |
0.6808 |
0.6835 |
| PP |
0.6823 |
0.6823 |
0.6823 |
0.6817 |
| S1 |
0.6777 |
0.6777 |
0.6794 |
0.6764 |
| S2 |
0.6752 |
0.6752 |
0.6788 |
|
| S3 |
0.6681 |
0.6706 |
0.6781 |
|
| S4 |
0.6610 |
0.6635 |
0.6762 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7575 |
0.7450 |
0.7006 |
|
| R3 |
0.7354 |
0.7230 |
0.6945 |
|
| R2 |
0.7134 |
0.7134 |
0.6925 |
|
| R1 |
0.7009 |
0.7009 |
0.6905 |
0.6961 |
| PP |
0.6913 |
0.6913 |
0.6913 |
0.6889 |
| S1 |
0.6789 |
0.6789 |
0.6864 |
0.6741 |
| S2 |
0.6693 |
0.6693 |
0.6844 |
|
| S3 |
0.6472 |
0.6568 |
0.6824 |
|
| S4 |
0.6252 |
0.6348 |
0.6763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6995 |
0.6799 |
0.0197 |
2.9% |
0.0088 |
1.3% |
1% |
False |
True |
94,648 |
| 10 |
0.7038 |
0.6799 |
0.0239 |
3.5% |
0.0085 |
1.2% |
1% |
False |
True |
87,118 |
| 20 |
0.7169 |
0.6799 |
0.0370 |
5.4% |
0.0088 |
1.3% |
1% |
False |
True |
90,263 |
| 40 |
0.7169 |
0.6681 |
0.0488 |
7.2% |
0.0090 |
1.3% |
25% |
False |
False |
86,103 |
| 60 |
0.7169 |
0.6650 |
0.0519 |
7.6% |
0.0092 |
1.3% |
29% |
False |
False |
68,087 |
| 80 |
0.7169 |
0.6310 |
0.0859 |
12.6% |
0.0092 |
1.4% |
57% |
False |
False |
51,134 |
| 100 |
0.7169 |
0.6225 |
0.0944 |
13.9% |
0.0091 |
1.3% |
61% |
False |
False |
40,915 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
13.9% |
0.0086 |
1.3% |
61% |
False |
False |
34,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7171 |
|
2.618 |
0.7055 |
|
1.618 |
0.6984 |
|
1.000 |
0.6941 |
|
0.618 |
0.6913 |
|
HIGH |
0.6870 |
|
0.618 |
0.6842 |
|
0.500 |
0.6834 |
|
0.382 |
0.6826 |
|
LOW |
0.6799 |
|
0.618 |
0.6755 |
|
1.000 |
0.6728 |
|
1.618 |
0.6684 |
|
2.618 |
0.6613 |
|
4.250 |
0.6497 |
|
|
| Fisher Pivots for day following 22-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6834 |
0.6862 |
| PP |
0.6823 |
0.6842 |
| S1 |
0.6812 |
0.6821 |
|