CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6356 |
0.6294 |
-0.0062 |
-1.0% |
0.6381 |
| High |
0.6356 |
0.6326 |
-0.0030 |
-0.5% |
0.6390 |
| Low |
0.6298 |
0.6288 |
-0.0010 |
-0.2% |
0.6225 |
| Close |
0.6298 |
0.6313 |
0.0015 |
0.2% |
0.6238 |
| Range |
0.0059 |
0.0038 |
-0.0021 |
-35.0% |
0.0165 |
| ATR |
0.0083 |
0.0079 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
11 |
5 |
-6 |
-54.5% |
145 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6423 |
0.6406 |
0.6333 |
|
| R3 |
0.6385 |
0.6368 |
0.6323 |
|
| R2 |
0.6347 |
0.6347 |
0.6319 |
|
| R1 |
0.6330 |
0.6330 |
0.6316 |
0.6338 |
| PP |
0.6309 |
0.6309 |
0.6309 |
0.6313 |
| S1 |
0.6292 |
0.6292 |
0.6309 |
0.6300 |
| S2 |
0.6271 |
0.6271 |
0.6306 |
|
| S3 |
0.6233 |
0.6254 |
0.6302 |
|
| S4 |
0.6195 |
0.6216 |
0.6292 |
|
|
| 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 |
0.6232 |
0.0150 |
2.4% |
0.0073 |
1.2% |
54% |
False |
False |
13 |
| 10 |
0.6462 |
0.6225 |
0.0237 |
3.8% |
0.0071 |
1.1% |
37% |
False |
False |
18 |
| 20 |
0.6679 |
0.6225 |
0.0454 |
7.2% |
0.0087 |
1.4% |
19% |
False |
False |
42 |
| 40 |
0.7021 |
0.6225 |
0.0796 |
12.6% |
0.0068 |
1.1% |
11% |
False |
False |
31 |
| 60 |
0.7140 |
0.6225 |
0.0915 |
14.5% |
0.0052 |
0.8% |
10% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6488 |
|
2.618 |
0.6425 |
|
1.618 |
0.6387 |
|
1.000 |
0.6364 |
|
0.618 |
0.6349 |
|
HIGH |
0.6326 |
|
0.618 |
0.6311 |
|
0.500 |
0.6307 |
|
0.382 |
0.6303 |
|
LOW |
0.6288 |
|
0.618 |
0.6265 |
|
1.000 |
0.6250 |
|
1.618 |
0.6227 |
|
2.618 |
0.6189 |
|
4.250 |
0.6127 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6311 |
0.6326 |
| PP |
0.6309 |
0.6321 |
| S1 |
0.6307 |
0.6317 |
|