CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6303 |
0.6399 |
0.0097 |
1.5% |
0.6258 |
| High |
0.6420 |
0.6399 |
-0.0021 |
-0.3% |
0.6420 |
| Low |
0.6244 |
0.6325 |
0.0082 |
1.3% |
0.6244 |
| Close |
0.6396 |
0.6341 |
-0.0055 |
-0.9% |
0.6396 |
| Range |
0.0177 |
0.0074 |
-0.0103 |
-58.1% |
0.0177 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
102 |
101 |
-1 |
-1.0% |
136 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6577 |
0.6533 |
0.6382 |
|
| R3 |
0.6503 |
0.6459 |
0.6361 |
|
| R2 |
0.6429 |
0.6429 |
0.6355 |
|
| R1 |
0.6385 |
0.6385 |
0.6348 |
0.6370 |
| PP |
0.6355 |
0.6355 |
0.6355 |
0.6348 |
| S1 |
0.6311 |
0.6311 |
0.6334 |
0.6296 |
| S2 |
0.6281 |
0.6281 |
0.6327 |
|
| S3 |
0.6207 |
0.6237 |
0.6321 |
|
| S4 |
0.6133 |
0.6163 |
0.6300 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6883 |
0.6816 |
0.6493 |
|
| R3 |
0.6706 |
0.6639 |
0.6445 |
|
| R2 |
0.6530 |
0.6530 |
0.6428 |
|
| R1 |
0.6463 |
0.6463 |
0.6412 |
0.6496 |
| PP |
0.6353 |
0.6353 |
0.6353 |
0.6370 |
| S1 |
0.6286 |
0.6286 |
0.6380 |
0.6320 |
| S2 |
0.6177 |
0.6177 |
0.6364 |
|
| S3 |
0.6000 |
0.6110 |
0.6347 |
|
| S4 |
0.5824 |
0.5933 |
0.6299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6420 |
0.6244 |
0.0177 |
2.8% |
0.0078 |
1.2% |
55% |
False |
False |
47 |
| 10 |
0.6420 |
0.6225 |
0.0195 |
3.1% |
0.0082 |
1.3% |
59% |
False |
False |
36 |
| 20 |
0.6574 |
0.6225 |
0.0349 |
5.5% |
0.0089 |
1.4% |
33% |
False |
False |
51 |
| 40 |
0.6925 |
0.6225 |
0.0700 |
11.0% |
0.0071 |
1.1% |
17% |
False |
False |
36 |
| 60 |
0.7140 |
0.6225 |
0.0915 |
14.4% |
0.0054 |
0.9% |
13% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6714 |
|
2.618 |
0.6593 |
|
1.618 |
0.6519 |
|
1.000 |
0.6473 |
|
0.618 |
0.6445 |
|
HIGH |
0.6399 |
|
0.618 |
0.6371 |
|
0.500 |
0.6362 |
|
0.382 |
0.6353 |
|
LOW |
0.6325 |
|
0.618 |
0.6279 |
|
1.000 |
0.6251 |
|
1.618 |
0.6205 |
|
2.618 |
0.6131 |
|
4.250 |
0.6011 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6362 |
0.6338 |
| PP |
0.6355 |
0.6335 |
| S1 |
0.6348 |
0.6332 |
|