CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6471 |
0.6640 |
0.0170 |
2.6% |
0.6455 |
| High |
0.6660 |
0.6748 |
0.0088 |
1.3% |
0.6748 |
| Low |
0.6426 |
0.6612 |
0.0186 |
2.9% |
0.6426 |
| Close |
0.6625 |
0.6747 |
0.0122 |
1.8% |
0.6747 |
| Range |
0.0234 |
0.0136 |
-0.0098 |
-41.9% |
0.0322 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
2.2% |
0.0000 |
| Volume |
192 |
220 |
28 |
14.6% |
573 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7110 |
0.7064 |
0.6821 |
|
| R3 |
0.6974 |
0.6928 |
0.6784 |
|
| R2 |
0.6838 |
0.6838 |
0.6771 |
|
| R1 |
0.6792 |
0.6792 |
0.6759 |
0.6815 |
| PP |
0.6702 |
0.6702 |
0.6702 |
0.6713 |
| S1 |
0.6656 |
0.6656 |
0.6734 |
0.6679 |
| S2 |
0.6566 |
0.6566 |
0.6722 |
|
| S3 |
0.6430 |
0.6520 |
0.6709 |
|
| S4 |
0.6294 |
0.6384 |
0.6672 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7606 |
0.7498 |
0.6924 |
|
| R3 |
0.7284 |
0.7176 |
0.6835 |
|
| R2 |
0.6962 |
0.6962 |
0.6806 |
|
| R1 |
0.6854 |
0.6854 |
0.6776 |
0.6908 |
| PP |
0.6640 |
0.6640 |
0.6640 |
0.6667 |
| S1 |
0.6532 |
0.6532 |
0.6717 |
0.6586 |
| S2 |
0.6318 |
0.6318 |
0.6687 |
|
| S3 |
0.5996 |
0.6210 |
0.6658 |
|
| S4 |
0.5674 |
0.5888 |
0.6569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6748 |
0.6426 |
0.0322 |
4.8% |
0.0127 |
1.9% |
100% |
True |
False |
114 |
| 10 |
0.6748 |
0.6310 |
0.0438 |
6.5% |
0.0112 |
1.7% |
100% |
True |
False |
136 |
| 20 |
0.6748 |
0.6244 |
0.0504 |
7.5% |
0.0093 |
1.4% |
100% |
True |
False |
87 |
| 40 |
0.6762 |
0.6225 |
0.0537 |
8.0% |
0.0091 |
1.3% |
97% |
False |
False |
71 |
| 60 |
0.7021 |
0.6225 |
0.0796 |
11.8% |
0.0074 |
1.1% |
66% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7326 |
|
2.618 |
0.7104 |
|
1.618 |
0.6968 |
|
1.000 |
0.6884 |
|
0.618 |
0.6832 |
|
HIGH |
0.6748 |
|
0.618 |
0.6696 |
|
0.500 |
0.6680 |
|
0.382 |
0.6663 |
|
LOW |
0.6612 |
|
0.618 |
0.6527 |
|
1.000 |
0.6476 |
|
1.618 |
0.6391 |
|
2.618 |
0.6255 |
|
4.250 |
0.6034 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6724 |
0.6693 |
| PP |
0.6702 |
0.6640 |
| S1 |
0.6680 |
0.6587 |
|