CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 07-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6346 |
0.6455 |
0.0109 |
1.7% |
0.6428 |
| High |
0.6517 |
0.6515 |
-0.0002 |
0.0% |
0.6517 |
| Low |
0.6319 |
0.6445 |
0.0127 |
2.0% |
0.6310 |
| Close |
0.6510 |
0.6510 |
-0.0001 |
0.0% |
0.6510 |
| Range |
0.0198 |
0.0070 |
-0.0128 |
-64.6% |
0.0207 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
398 |
82 |
-316 |
-79.4% |
794 |
|
| Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6700 |
0.6675 |
0.6548 |
|
| R3 |
0.6630 |
0.6605 |
0.6529 |
|
| R2 |
0.6560 |
0.6560 |
0.6522 |
|
| R1 |
0.6535 |
0.6535 |
0.6516 |
0.6547 |
| PP |
0.6490 |
0.6490 |
0.6490 |
0.6496 |
| S1 |
0.6465 |
0.6465 |
0.6503 |
0.6477 |
| S2 |
0.6420 |
0.6420 |
0.6497 |
|
| S3 |
0.6350 |
0.6395 |
0.6490 |
|
| S4 |
0.6280 |
0.6325 |
0.6471 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7065 |
0.6994 |
0.6624 |
|
| R3 |
0.6859 |
0.6788 |
0.6567 |
|
| R2 |
0.6652 |
0.6652 |
0.6548 |
|
| R1 |
0.6581 |
0.6581 |
0.6529 |
0.6617 |
| PP |
0.6446 |
0.6446 |
0.6446 |
0.6463 |
| S1 |
0.6375 |
0.6375 |
0.6491 |
0.6410 |
| S2 |
0.6239 |
0.6239 |
0.6472 |
|
| S3 |
0.6033 |
0.6168 |
0.6453 |
|
| S4 |
0.5826 |
0.5962 |
0.6396 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6517 |
0.6310 |
0.0207 |
3.2% |
0.0107 |
1.6% |
97% |
False |
False |
153 |
| 10 |
0.6526 |
0.6310 |
0.0216 |
3.3% |
0.0083 |
1.3% |
92% |
False |
False |
101 |
| 20 |
0.6526 |
0.6225 |
0.0301 |
4.6% |
0.0083 |
1.3% |
95% |
False |
False |
69 |
| 40 |
0.6925 |
0.6225 |
0.0700 |
10.8% |
0.0083 |
1.3% |
41% |
False |
False |
60 |
| 60 |
0.7040 |
0.6225 |
0.0815 |
12.5% |
0.0064 |
1.0% |
35% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6813 |
|
2.618 |
0.6698 |
|
1.618 |
0.6628 |
|
1.000 |
0.6585 |
|
0.618 |
0.6558 |
|
HIGH |
0.6515 |
|
0.618 |
0.6488 |
|
0.500 |
0.6480 |
|
0.382 |
0.6472 |
|
LOW |
0.6445 |
|
0.618 |
0.6402 |
|
1.000 |
0.6375 |
|
1.618 |
0.6332 |
|
2.618 |
0.6262 |
|
4.250 |
0.6148 |
|
|
| Fisher Pivots for day following 07-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6500 |
0.6477 |
| PP |
0.6490 |
0.6445 |
| S1 |
0.6480 |
0.6413 |
|