CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 14-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6640 |
0.6710 |
0.0070 |
1.0% |
0.6455 |
| High |
0.6748 |
0.6752 |
0.0004 |
0.1% |
0.6748 |
| Low |
0.6612 |
0.6698 |
0.0086 |
1.3% |
0.6426 |
| Close |
0.6747 |
0.6752 |
0.0005 |
0.1% |
0.6747 |
| Range |
0.0136 |
0.0054 |
-0.0082 |
-60.3% |
0.0322 |
| ATR |
0.0106 |
0.0102 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
220 |
97 |
-123 |
-55.9% |
573 |
|
| Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6896 |
0.6878 |
0.6781 |
|
| R3 |
0.6842 |
0.6824 |
0.6766 |
|
| R2 |
0.6788 |
0.6788 |
0.6761 |
|
| R1 |
0.6770 |
0.6770 |
0.6756 |
0.6779 |
| PP |
0.6734 |
0.6734 |
0.6734 |
0.6738 |
| S1 |
0.6716 |
0.6716 |
0.6747 |
0.6725 |
| S2 |
0.6680 |
0.6680 |
0.6742 |
|
| S3 |
0.6626 |
0.6662 |
0.6737 |
|
| S4 |
0.6572 |
0.6608 |
0.6722 |
|
|
| 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 |
0.6752 |
0.6426 |
0.0326 |
4.8% |
0.0123 |
1.8% |
100% |
True |
False |
117 |
| 10 |
0.6752 |
0.6310 |
0.0442 |
6.5% |
0.0115 |
1.7% |
100% |
True |
False |
135 |
| 20 |
0.6752 |
0.6244 |
0.0508 |
7.5% |
0.0092 |
1.4% |
100% |
True |
False |
91 |
| 40 |
0.6762 |
0.6225 |
0.0537 |
8.0% |
0.0091 |
1.3% |
98% |
False |
False |
73 |
| 60 |
0.7021 |
0.6225 |
0.0796 |
11.8% |
0.0074 |
1.1% |
66% |
False |
False |
51 |
| 80 |
0.7140 |
0.6225 |
0.0915 |
13.5% |
0.0061 |
0.9% |
58% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6981 |
|
2.618 |
0.6893 |
|
1.618 |
0.6839 |
|
1.000 |
0.6806 |
|
0.618 |
0.6785 |
|
HIGH |
0.6752 |
|
0.618 |
0.6731 |
|
0.500 |
0.6725 |
|
0.382 |
0.6718 |
|
LOW |
0.6698 |
|
0.618 |
0.6664 |
|
1.000 |
0.6644 |
|
1.618 |
0.6610 |
|
2.618 |
0.6556 |
|
4.250 |
0.6468 |
|
|
| Fisher Pivots for day following 14-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6743 |
0.6697 |
| PP |
0.6734 |
0.6643 |
| S1 |
0.6725 |
0.6589 |
|