CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 27-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6812 |
0.6731 |
-0.0082 |
-1.2% |
0.6879 |
| High |
0.6828 |
0.6748 |
-0.0080 |
-1.2% |
0.6926 |
| Low |
0.6722 |
0.6702 |
-0.0020 |
-0.3% |
0.6722 |
| Close |
0.6729 |
0.6739 |
0.0010 |
0.1% |
0.6729 |
| Range |
0.0106 |
0.0047 |
-0.0060 |
-56.1% |
0.0205 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
85,560 |
70,606 |
-14,954 |
-17.5% |
343,118 |
|
| Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6869 |
0.6850 |
0.6764 |
|
| R3 |
0.6822 |
0.6804 |
0.6751 |
|
| R2 |
0.6776 |
0.6776 |
0.6747 |
|
| R1 |
0.6757 |
0.6757 |
0.6743 |
0.6767 |
| PP |
0.6729 |
0.6729 |
0.6729 |
0.6734 |
| S1 |
0.6711 |
0.6711 |
0.6734 |
0.6720 |
| S2 |
0.6683 |
0.6683 |
0.6730 |
|
| S3 |
0.6636 |
0.6664 |
0.6726 |
|
| S4 |
0.6590 |
0.6618 |
0.6713 |
|
|
| 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 |
0.6926 |
0.6702 |
0.0225 |
3.3% |
0.0072 |
1.1% |
16% |
False |
True |
82,744 |
| 10 |
0.7038 |
0.6702 |
0.0336 |
5.0% |
0.0084 |
1.3% |
11% |
False |
True |
87,360 |
| 20 |
0.7169 |
0.6702 |
0.0467 |
6.9% |
0.0089 |
1.3% |
8% |
False |
True |
90,443 |
| 40 |
0.7169 |
0.6702 |
0.0467 |
6.9% |
0.0091 |
1.3% |
8% |
False |
True |
87,416 |
| 60 |
0.7169 |
0.6650 |
0.0519 |
7.7% |
0.0091 |
1.4% |
17% |
False |
False |
71,715 |
| 80 |
0.7169 |
0.6310 |
0.0859 |
12.7% |
0.0093 |
1.4% |
50% |
False |
False |
53,941 |
| 100 |
0.7169 |
0.6225 |
0.0944 |
14.0% |
0.0090 |
1.3% |
54% |
False |
False |
43,162 |
| 120 |
0.7169 |
0.6225 |
0.0944 |
14.0% |
0.0087 |
1.3% |
54% |
False |
False |
35,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6946 |
|
2.618 |
0.6870 |
|
1.618 |
0.6823 |
|
1.000 |
0.6795 |
|
0.618 |
0.6777 |
|
HIGH |
0.6748 |
|
0.618 |
0.6730 |
|
0.500 |
0.6725 |
|
0.382 |
0.6719 |
|
LOW |
0.6702 |
|
0.618 |
0.6673 |
|
1.000 |
0.6655 |
|
1.618 |
0.6626 |
|
2.618 |
0.6580 |
|
4.250 |
0.6504 |
|
|
| Fisher Pivots for day following 27-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6734 |
0.6774 |
| PP |
0.6729 |
0.6762 |
| S1 |
0.6725 |
0.6750 |
|