CME Australian Dollar Future March 2023
Trading Metrics calculated at close of trading on 08-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2022 |
08-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.6455 |
0.6482 |
0.0028 |
0.4% |
0.6428 |
High |
0.6515 |
0.6579 |
0.0064 |
1.0% |
0.6517 |
Low |
0.6445 |
0.6478 |
0.0033 |
0.5% |
0.6310 |
Close |
0.6510 |
0.6532 |
0.0023 |
0.3% |
0.6510 |
Range |
0.0070 |
0.0101 |
0.0031 |
44.3% |
0.0207 |
ATR |
0.0093 |
0.0094 |
0.0001 |
0.6% |
0.0000 |
Volume |
82 |
46 |
-36 |
-43.9% |
794 |
|
Daily Pivots for day following 08-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6833 |
0.6783 |
0.6588 |
|
R3 |
0.6732 |
0.6682 |
0.6560 |
|
R2 |
0.6631 |
0.6631 |
0.6551 |
|
R1 |
0.6581 |
0.6581 |
0.6541 |
0.6606 |
PP |
0.6530 |
0.6530 |
0.6530 |
0.6542 |
S1 |
0.6480 |
0.6480 |
0.6523 |
0.6505 |
S2 |
0.6429 |
0.6429 |
0.6513 |
|
S3 |
0.6328 |
0.6379 |
0.6504 |
|
S4 |
0.6227 |
0.6278 |
0.6476 |
|
|
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 |
0.6579 |
0.6310 |
0.0269 |
4.1% |
0.0112 |
1.7% |
83% |
True |
False |
133 |
10 |
0.6579 |
0.6310 |
0.0269 |
4.1% |
0.0084 |
1.3% |
83% |
True |
False |
105 |
20 |
0.6579 |
0.6225 |
0.0354 |
5.4% |
0.0085 |
1.3% |
87% |
True |
False |
70 |
40 |
0.6766 |
0.6225 |
0.0541 |
8.3% |
0.0081 |
1.2% |
57% |
False |
False |
61 |
60 |
0.7040 |
0.6225 |
0.0815 |
12.5% |
0.0066 |
1.0% |
38% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7008 |
2.618 |
0.6843 |
1.618 |
0.6742 |
1.000 |
0.6680 |
0.618 |
0.6641 |
HIGH |
0.6579 |
0.618 |
0.6540 |
0.500 |
0.6529 |
0.382 |
0.6517 |
LOW |
0.6478 |
0.618 |
0.6416 |
1.000 |
0.6377 |
1.618 |
0.6315 |
2.618 |
0.6214 |
4.250 |
0.6049 |
|
|
Fisher Pivots for day following 08-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6531 |
0.6504 |
PP |
0.6530 |
0.6477 |
S1 |
0.6529 |
0.6449 |
|