CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6710 |
0.6728 |
0.0019 |
0.3% |
0.6455 |
| High |
0.6752 |
0.6819 |
0.0067 |
1.0% |
0.6748 |
| Low |
0.6698 |
0.6719 |
0.0022 |
0.3% |
0.6426 |
| Close |
0.6752 |
0.6803 |
0.0052 |
0.8% |
0.6747 |
| Range |
0.0054 |
0.0100 |
0.0046 |
84.3% |
0.0322 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
97 |
181 |
84 |
86.6% |
573 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7079 |
0.7040 |
0.6858 |
|
| R3 |
0.6979 |
0.6941 |
0.6830 |
|
| R2 |
0.6880 |
0.6880 |
0.6821 |
|
| R1 |
0.6841 |
0.6841 |
0.6812 |
0.6861 |
| PP |
0.6780 |
0.6780 |
0.6780 |
0.6790 |
| S1 |
0.6742 |
0.6742 |
0.6794 |
0.6761 |
| S2 |
0.6681 |
0.6681 |
0.6785 |
|
| S3 |
0.6581 |
0.6642 |
0.6776 |
|
| S4 |
0.6482 |
0.6543 |
0.6748 |
|
|
| 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 |
0.6819 |
0.6426 |
0.0393 |
5.8% |
0.0123 |
1.8% |
96% |
True |
False |
144 |
| 10 |
0.6819 |
0.6310 |
0.0509 |
7.5% |
0.0118 |
1.7% |
97% |
True |
False |
138 |
| 20 |
0.6819 |
0.6244 |
0.0575 |
8.5% |
0.0095 |
1.4% |
97% |
True |
False |
100 |
| 40 |
0.6819 |
0.6225 |
0.0594 |
8.7% |
0.0092 |
1.4% |
97% |
True |
False |
78 |
| 60 |
0.7021 |
0.6225 |
0.0796 |
11.7% |
0.0076 |
1.1% |
73% |
False |
False |
54 |
| 80 |
0.7140 |
0.6225 |
0.0915 |
13.4% |
0.0062 |
0.9% |
63% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7241 |
|
2.618 |
0.7079 |
|
1.618 |
0.6979 |
|
1.000 |
0.6918 |
|
0.618 |
0.6880 |
|
HIGH |
0.6819 |
|
0.618 |
0.6780 |
|
0.500 |
0.6769 |
|
0.382 |
0.6757 |
|
LOW |
0.6719 |
|
0.618 |
0.6658 |
|
1.000 |
0.6620 |
|
1.618 |
0.6558 |
|
2.618 |
0.6459 |
|
4.250 |
0.6296 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6792 |
0.6774 |
| PP |
0.6780 |
0.6744 |
| S1 |
0.6769 |
0.6715 |
|