CME Australian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6770 |
0.6758 |
-0.0012 |
-0.2% |
0.6901 |
| High |
0.6781 |
0.6810 |
0.0029 |
0.4% |
0.6948 |
| Low |
0.6734 |
0.6711 |
-0.0023 |
-0.3% |
0.6747 |
| Close |
0.6761 |
0.6778 |
0.0017 |
0.3% |
0.6753 |
| Range |
0.0048 |
0.0099 |
0.0051 |
107.4% |
0.0201 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.1% |
0.0000 |
| Volume |
834 |
2,574 |
1,740 |
208.6% |
2,079 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7062 |
0.7018 |
0.6832 |
|
| R3 |
0.6963 |
0.6920 |
0.6805 |
|
| R2 |
0.6865 |
0.6865 |
0.6796 |
|
| R1 |
0.6821 |
0.6821 |
0.6787 |
0.6843 |
| PP |
0.6766 |
0.6766 |
0.6766 |
0.6777 |
| S1 |
0.6723 |
0.6723 |
0.6768 |
0.6744 |
| S2 |
0.6668 |
0.6668 |
0.6759 |
|
| S3 |
0.6569 |
0.6624 |
0.6750 |
|
| S4 |
0.6471 |
0.6526 |
0.6723 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7419 |
0.7287 |
0.6863 |
|
| R3 |
0.7218 |
0.7086 |
0.6808 |
|
| R2 |
0.7017 |
0.7017 |
0.6789 |
|
| R1 |
0.6885 |
0.6885 |
0.6771 |
0.6850 |
| PP |
0.6816 |
0.6816 |
0.6816 |
0.6798 |
| S1 |
0.6684 |
0.6684 |
0.6734 |
0.6649 |
| S2 |
0.6615 |
0.6615 |
0.6716 |
|
| S3 |
0.6414 |
0.6483 |
0.6697 |
|
| S4 |
0.6213 |
0.6282 |
0.6642 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6865 |
0.6711 |
0.0154 |
2.3% |
0.0069 |
1.0% |
43% |
False |
True |
1,129 |
| 10 |
0.7012 |
0.6711 |
0.0301 |
4.4% |
0.0077 |
1.1% |
22% |
False |
True |
704 |
| 20 |
0.7193 |
0.6711 |
0.0482 |
7.1% |
0.0081 |
1.2% |
14% |
False |
True |
428 |
| 40 |
0.7193 |
0.6711 |
0.0482 |
7.1% |
0.0079 |
1.2% |
14% |
False |
True |
246 |
| 60 |
0.7193 |
0.6700 |
0.0493 |
7.3% |
0.0073 |
1.1% |
16% |
False |
False |
169 |
| 80 |
0.7193 |
0.6344 |
0.0850 |
12.5% |
0.0068 |
1.0% |
51% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7228 |
|
2.618 |
0.7067 |
|
1.618 |
0.6969 |
|
1.000 |
0.6908 |
|
0.618 |
0.6870 |
|
HIGH |
0.6810 |
|
0.618 |
0.6772 |
|
0.500 |
0.6760 |
|
0.382 |
0.6749 |
|
LOW |
0.6711 |
|
0.618 |
0.6650 |
|
1.000 |
0.6613 |
|
1.618 |
0.6552 |
|
2.618 |
0.6453 |
|
4.250 |
0.6292 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6772 |
0.6772 |
| PP |
0.6766 |
0.6766 |
| S1 |
0.6760 |
0.6760 |
|