CME Australian Dollar Future March 2023
Trading Metrics calculated at close of trading on 17-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.6341 |
0.6258 |
-0.0083 |
-1.3% |
0.6381 |
High |
0.6381 |
0.6331 |
-0.0050 |
-0.8% |
0.6390 |
Low |
0.6232 |
0.6258 |
0.0027 |
0.4% |
0.6225 |
Close |
0.6238 |
0.6331 |
0.0094 |
1.5% |
0.6238 |
Range |
0.0150 |
0.0073 |
-0.0077 |
-51.2% |
0.0165 |
ATR |
0.0087 |
0.0088 |
0.0000 |
0.5% |
0.0000 |
Volume |
31 |
2 |
-29 |
-93.5% |
145 |
|
Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6526 |
0.6501 |
0.6371 |
|
R3 |
0.6453 |
0.6428 |
0.6351 |
|
R2 |
0.6380 |
0.6380 |
0.6344 |
|
R1 |
0.6355 |
0.6355 |
0.6338 |
0.6368 |
PP |
0.6307 |
0.6307 |
0.6307 |
0.6313 |
S1 |
0.6282 |
0.6282 |
0.6324 |
0.6295 |
S2 |
0.6234 |
0.6234 |
0.6318 |
|
S3 |
0.6161 |
0.6209 |
0.6311 |
|
S4 |
0.6088 |
0.6136 |
0.6291 |
|
|
Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6779 |
0.6673 |
0.6328 |
|
R3 |
0.6614 |
0.6508 |
0.6283 |
|
R2 |
0.6449 |
0.6449 |
0.6268 |
|
R1 |
0.6343 |
0.6343 |
0.6253 |
0.6314 |
PP |
0.6284 |
0.6284 |
0.6284 |
0.6269 |
S1 |
0.6178 |
0.6178 |
0.6222 |
0.6149 |
S2 |
0.6119 |
0.6119 |
0.6207 |
|
S3 |
0.5954 |
0.6013 |
0.6192 |
|
S4 |
0.5789 |
0.5848 |
0.6147 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6381 |
0.6225 |
0.0156 |
2.5% |
0.0086 |
1.4% |
68% |
False |
False |
26 |
10 |
0.6574 |
0.6225 |
0.0349 |
5.5% |
0.0090 |
1.4% |
30% |
False |
False |
43 |
20 |
0.6762 |
0.6225 |
0.0537 |
8.5% |
0.0090 |
1.4% |
20% |
False |
False |
56 |
40 |
0.7021 |
0.6225 |
0.0796 |
12.6% |
0.0066 |
1.0% |
13% |
False |
False |
30 |
60 |
0.7140 |
0.6225 |
0.0915 |
14.4% |
0.0050 |
0.8% |
12% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6641 |
2.618 |
0.6522 |
1.618 |
0.6449 |
1.000 |
0.6404 |
0.618 |
0.6376 |
HIGH |
0.6331 |
0.618 |
0.6303 |
0.500 |
0.6295 |
0.382 |
0.6286 |
LOW |
0.6258 |
0.618 |
0.6213 |
1.000 |
0.6185 |
1.618 |
0.6140 |
2.618 |
0.6067 |
4.250 |
0.5948 |
|
|
Fisher Pivots for day following 17-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6319 |
0.6322 |
PP |
0.6307 |
0.6312 |
S1 |
0.6295 |
0.6303 |
|