CME Australian Dollar Future June 2023

Trading Metrics calculated at close of trading on 08-Mar-2023

Day Change Summary
	Previous	Current
	07-Mar-2023	08-Mar-2023	Change	Change %	Previous Week
Open	0.6755	0.6615	-0.0141	-2.1%	0.6762
High	0.6774	0.6654	-0.0120	-1.8%	0.6810
Low	0.6607	0.6595	-0.0012	-0.2%	0.6711
Close	0.6613	0.6616	0.0003	0.0%	0.6796
Range	0.0167	0.0059	-0.0108	-64.6%	0.0099
ATR	0.0079	0.0078	-0.0001	-1.8%	0.0000
Volume	70,477	133,481	63,004	89.4%	13,797

Daily Pivots for day following 08-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6799	0.6766	0.6648
R3	0.6740	0.6707	0.6632
R2	0.6681	0.6681	0.6626
R1	0.6648	0.6648	0.6621	0.6664
PP	0.6622	0.6622	0.6622	0.6630
S1	0.6589	0.6589	0.6610	0.6605
S2	0.6563	0.6563	0.6605
S3	0.6504	0.6530	0.6599
S4	0.6445	0.6471	0.6583

Weekly Pivots for week ending 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7068	0.7030	0.6850
R3	0.6969	0.6932	0.6823
R2	0.6871	0.6871	0.6814
R1	0.6833	0.6833	0.6805	0.6852
PP	0.6772	0.6772	0.6772	0.6781
S1	0.6735	0.6735	0.6786	0.6753
S2	0.6674	0.6674	0.6777
S3	0.6575	0.6636	0.6768
S4	0.6477	0.6538	0.6741

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6800	0.6595	0.0205	3.1%	0.0076	1.1%	10%	False	True	46,620
10	0.6865	0.6595	0.0270	4.1%	0.0072	1.1%	8%	False	True	23,875
20	0.7050	0.6595	0.0455	6.9%	0.0076	1.2%	5%	False	True	12,046
40	0.7193	0.6595	0.0598	9.0%	0.0073	1.1%	3%	False	True	6,070
60	0.7193	0.6595	0.0598	9.0%	0.0074	1.1%	3%	False	True	4,054
80	0.7193	0.6455	0.0738	11.2%	0.0070	1.1%	22%	False	False	3,042

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6905
2.618	0.6808
1.618	0.6749
1.000	0.6713
0.618	0.6690
HIGH	0.6654
0.618	0.6631
0.500	0.6625
0.382	0.6618
LOW	0.6595
0.618	0.6559
1.000	0.6536
1.618	0.6500
2.618	0.6441
4.250	0.6344

Fisher Pivots for day following 08-Mar-2023
Pivot	1 day	3 day
R1	0.6625	0.6695
PP	0.6622	0.6669
S1	0.6619	0.6642

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols