CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 18-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6258 |
0.6343 |
0.0085 |
1.4% |
0.6381 |
| High |
0.6331 |
0.6363 |
0.0032 |
0.5% |
0.6390 |
| Low |
0.6258 |
0.6318 |
0.0060 |
1.0% |
0.6225 |
| Close |
0.6331 |
0.6330 |
-0.0002 |
0.0% |
0.6238 |
| Range |
0.0073 |
0.0045 |
-0.0028 |
-38.4% |
0.0165 |
| ATR |
0.0088 |
0.0084 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
2 |
16 |
14 |
700.0% |
145 |
|
| Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6472 |
0.6446 |
0.6354 |
|
| R3 |
0.6427 |
0.6401 |
0.6342 |
|
| R2 |
0.6382 |
0.6382 |
0.6338 |
|
| R1 |
0.6356 |
0.6356 |
0.6334 |
0.6346 |
| PP |
0.6337 |
0.6337 |
0.6337 |
0.6332 |
| S1 |
0.6311 |
0.6311 |
0.6325 |
0.6301 |
| S2 |
0.6292 |
0.6292 |
0.6321 |
|
| S3 |
0.6247 |
0.6266 |
0.6317 |
|
| S4 |
0.6202 |
0.6221 |
0.6305 |
|
|
| 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% |
0.0083 |
1.3% |
67% |
False |
False |
24 |
| 10 |
0.6566 |
0.6225 |
0.0341 |
5.4% |
0.0085 |
1.3% |
31% |
False |
False |
19 |
| 20 |
0.6722 |
0.6225 |
0.0497 |
7.9% |
0.0090 |
1.4% |
21% |
False |
False |
56 |
| 40 |
0.7021 |
0.6225 |
0.0796 |
12.6% |
0.0066 |
1.0% |
13% |
False |
False |
31 |
| 60 |
0.7140 |
0.6225 |
0.0915 |
14.4% |
0.0051 |
0.8% |
11% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6554 |
|
2.618 |
0.6481 |
|
1.618 |
0.6436 |
|
1.000 |
0.6408 |
|
0.618 |
0.6391 |
|
HIGH |
0.6363 |
|
0.618 |
0.6346 |
|
0.500 |
0.6341 |
|
0.382 |
0.6335 |
|
LOW |
0.6318 |
|
0.618 |
0.6290 |
|
1.000 |
0.6273 |
|
1.618 |
0.6245 |
|
2.618 |
0.6200 |
|
4.250 |
0.6127 |
|
|
| Fisher Pivots for day following 18-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6341 |
0.6322 |
| PP |
0.6337 |
0.6314 |
| S1 |
0.6333 |
0.6306 |
|