CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 26-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6353 |
0.6451 |
0.0098 |
1.5% |
0.6258 |
| High |
0.6437 |
0.6526 |
0.0090 |
1.4% |
0.6420 |
| Low |
0.6346 |
0.6451 |
0.0105 |
1.6% |
0.6244 |
| Close |
0.6419 |
0.6526 |
0.0107 |
1.7% |
0.6396 |
| Range |
0.0091 |
0.0076 |
-0.0015 |
-16.6% |
0.0177 |
| ATR |
0.0086 |
0.0088 |
0.0001 |
1.7% |
0.0000 |
| Volume |
8 |
14 |
6 |
75.0% |
136 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6727 |
0.6702 |
0.6568 |
|
| R3 |
0.6652 |
0.6627 |
0.6547 |
|
| R2 |
0.6576 |
0.6576 |
0.6540 |
|
| R1 |
0.6551 |
0.6551 |
0.6533 |
0.6564 |
| PP |
0.6501 |
0.6501 |
0.6501 |
0.6507 |
| S1 |
0.6476 |
0.6476 |
0.6519 |
0.6488 |
| S2 |
0.6425 |
0.6425 |
0.6512 |
|
| S3 |
0.6350 |
0.6400 |
0.6505 |
|
| S4 |
0.6274 |
0.6325 |
0.6484 |
|
|
| 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 |
0.6526 |
0.6244 |
0.0283 |
4.3% |
0.0091 |
1.4% |
100% |
True |
False |
46 |
| 10 |
0.6526 |
0.6225 |
0.0301 |
4.6% |
0.0090 |
1.4% |
100% |
True |
False |
32 |
| 20 |
0.6574 |
0.6225 |
0.0349 |
5.3% |
0.0086 |
1.3% |
86% |
False |
False |
39 |
| 40 |
0.6925 |
0.6225 |
0.0700 |
10.7% |
0.0075 |
1.1% |
43% |
False |
False |
36 |
| 60 |
0.7140 |
0.6225 |
0.0915 |
14.0% |
0.0056 |
0.9% |
33% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6847 |
|
2.618 |
0.6724 |
|
1.618 |
0.6648 |
|
1.000 |
0.6602 |
|
0.618 |
0.6573 |
|
HIGH |
0.6526 |
|
0.618 |
0.6497 |
|
0.500 |
0.6488 |
|
0.382 |
0.6479 |
|
LOW |
0.6451 |
|
0.618 |
0.6404 |
|
1.000 |
0.6375 |
|
1.618 |
0.6328 |
|
2.618 |
0.6253 |
|
4.250 |
0.6130 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6513 |
0.6493 |
| PP |
0.6501 |
0.6459 |
| S1 |
0.6488 |
0.6426 |
|