CME Australian Dollar Future March 2023
Trading Metrics calculated at close of trading on 28-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.6500 |
0.6489 |
-0.0012 |
-0.2% |
0.6399 |
High |
0.6500 |
0.6509 |
0.0009 |
0.1% |
0.6526 |
Low |
0.6480 |
0.6422 |
-0.0058 |
-0.9% |
0.6325 |
Close |
0.6491 |
0.6442 |
-0.0049 |
-0.8% |
0.6442 |
Range |
0.0020 |
0.0087 |
0.0067 |
332.5% |
0.0201 |
ATR |
0.0085 |
0.0085 |
0.0000 |
0.2% |
0.0000 |
Volume |
103 |
15 |
-88 |
-85.4% |
241 |
|
Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6717 |
0.6666 |
0.6489 |
|
R3 |
0.6630 |
0.6579 |
0.6465 |
|
R2 |
0.6544 |
0.6544 |
0.6457 |
|
R1 |
0.6493 |
0.6493 |
0.6449 |
0.6475 |
PP |
0.6457 |
0.6457 |
0.6457 |
0.6449 |
S1 |
0.6406 |
0.6406 |
0.6434 |
0.6389 |
S2 |
0.6371 |
0.6371 |
0.6426 |
|
S3 |
0.6284 |
0.6320 |
0.6418 |
|
S4 |
0.6198 |
0.6233 |
0.6394 |
|
|
Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7034 |
0.6939 |
0.6552 |
|
R3 |
0.6833 |
0.6738 |
0.6497 |
|
R2 |
0.6632 |
0.6632 |
0.6478 |
|
R1 |
0.6537 |
0.6537 |
0.6460 |
0.6584 |
PP |
0.6431 |
0.6431 |
0.6431 |
0.6455 |
S1 |
0.6336 |
0.6336 |
0.6423 |
0.6383 |
S2 |
0.6230 |
0.6230 |
0.6405 |
|
S3 |
0.6029 |
0.6135 |
0.6386 |
|
S4 |
0.5828 |
0.5934 |
0.6331 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6526 |
0.6325 |
0.0201 |
3.1% |
0.0069 |
1.1% |
58% |
False |
False |
48 |
10 |
0.6526 |
0.6244 |
0.0283 |
4.4% |
0.0074 |
1.1% |
70% |
False |
False |
37 |
20 |
0.6574 |
0.6225 |
0.0349 |
5.4% |
0.0082 |
1.3% |
62% |
False |
False |
41 |
40 |
0.6925 |
0.6225 |
0.0700 |
10.9% |
0.0077 |
1.2% |
31% |
False |
False |
39 |
60 |
0.7140 |
0.6225 |
0.0915 |
14.2% |
0.0058 |
0.9% |
24% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6876 |
2.618 |
0.6735 |
1.618 |
0.6648 |
1.000 |
0.6595 |
0.618 |
0.6562 |
HIGH |
0.6509 |
0.618 |
0.6475 |
0.500 |
0.6465 |
0.382 |
0.6455 |
LOW |
0.6422 |
0.618 |
0.6369 |
1.000 |
0.6336 |
1.618 |
0.6282 |
2.618 |
0.6196 |
4.250 |
0.6054 |
|
|
Fisher Pivots for day following 28-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6465 |
0.6474 |
PP |
0.6457 |
0.6463 |
S1 |
0.6449 |
0.6452 |
|