CME Australian Dollar Future March 2023
Trading Metrics calculated at close of trading on 31-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.6489 |
0.6428 |
-0.0061 |
-0.9% |
0.6399 |
High |
0.6509 |
0.6429 |
-0.0080 |
-1.2% |
0.6526 |
Low |
0.6422 |
0.6403 |
-0.0020 |
-0.3% |
0.6325 |
Close |
0.6442 |
0.6423 |
-0.0019 |
-0.3% |
0.6442 |
Range |
0.0087 |
0.0026 |
-0.0061 |
-69.9% |
0.0201 |
ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.9% |
0.0000 |
Volume |
15 |
108 |
93 |
620.0% |
241 |
|
Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6496 |
0.6486 |
0.6437 |
|
R3 |
0.6470 |
0.6460 |
0.6430 |
|
R2 |
0.6444 |
0.6444 |
0.6428 |
|
R1 |
0.6434 |
0.6434 |
0.6425 |
0.6426 |
PP |
0.6418 |
0.6418 |
0.6418 |
0.6414 |
S1 |
0.6408 |
0.6408 |
0.6421 |
0.6400 |
S2 |
0.6392 |
0.6392 |
0.6418 |
|
S3 |
0.6366 |
0.6382 |
0.6416 |
|
S4 |
0.6340 |
0.6356 |
0.6409 |
|
|
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 |
0.6346 |
0.0180 |
2.8% |
0.0060 |
0.9% |
43% |
False |
False |
49 |
10 |
0.6526 |
0.6244 |
0.0283 |
4.4% |
0.0069 |
1.1% |
64% |
False |
False |
48 |
20 |
0.6574 |
0.6225 |
0.0349 |
5.4% |
0.0079 |
1.2% |
57% |
False |
False |
45 |
40 |
0.6925 |
0.6225 |
0.0700 |
10.9% |
0.0075 |
1.2% |
28% |
False |
False |
41 |
60 |
0.7140 |
0.6225 |
0.0915 |
14.2% |
0.0057 |
0.9% |
22% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6539 |
2.618 |
0.6497 |
1.618 |
0.6471 |
1.000 |
0.6455 |
0.618 |
0.6445 |
HIGH |
0.6429 |
0.618 |
0.6419 |
0.500 |
0.6416 |
0.382 |
0.6412 |
LOW |
0.6403 |
0.618 |
0.6386 |
1.000 |
0.6377 |
1.618 |
0.6360 |
2.618 |
0.6334 |
4.250 |
0.6292 |
|
|
Fisher Pivots for day following 31-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6421 |
0.6456 |
PP |
0.6418 |
0.6445 |
S1 |
0.6416 |
0.6434 |
|