CME Australian Dollar Future March 2023
Trading Metrics calculated at close of trading on 16-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.6728 |
0.6793 |
0.0065 |
1.0% |
0.6455 |
High |
0.6819 |
0.6817 |
-0.0002 |
0.0% |
0.6748 |
Low |
0.6719 |
0.6762 |
0.0043 |
0.6% |
0.6426 |
Close |
0.6803 |
0.6772 |
-0.0032 |
-0.5% |
0.6747 |
Range |
0.0100 |
0.0055 |
-0.0045 |
-44.7% |
0.0322 |
ATR |
0.0102 |
0.0099 |
-0.0003 |
-3.3% |
0.0000 |
Volume |
181 |
3,070 |
2,889 |
1,596.1% |
573 |
|
Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6949 |
0.6915 |
0.6802 |
|
R3 |
0.6894 |
0.6860 |
0.6787 |
|
R2 |
0.6839 |
0.6839 |
0.6782 |
|
R1 |
0.6805 |
0.6805 |
0.6777 |
0.6794 |
PP |
0.6784 |
0.6784 |
0.6784 |
0.6778 |
S1 |
0.6750 |
0.6750 |
0.6766 |
0.6739 |
S2 |
0.6729 |
0.6729 |
0.6761 |
|
S3 |
0.6674 |
0.6695 |
0.6756 |
|
S4 |
0.6619 |
0.6640 |
0.6741 |
|
|
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% |
0.0116 |
1.7% |
88% |
False |
False |
752 |
10 |
0.6819 |
0.6310 |
0.0509 |
7.5% |
0.0112 |
1.7% |
91% |
False |
False |
441 |
20 |
0.6819 |
0.6244 |
0.0575 |
8.5% |
0.0095 |
1.4% |
92% |
False |
False |
253 |
40 |
0.6819 |
0.6225 |
0.0594 |
8.8% |
0.0092 |
1.4% |
92% |
False |
False |
154 |
60 |
0.7021 |
0.6225 |
0.0796 |
11.8% |
0.0076 |
1.1% |
69% |
False |
False |
105 |
80 |
0.7140 |
0.6225 |
0.0915 |
13.5% |
0.0062 |
0.9% |
60% |
False |
False |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7051 |
2.618 |
0.6961 |
1.618 |
0.6906 |
1.000 |
0.6872 |
0.618 |
0.6851 |
HIGH |
0.6817 |
0.618 |
0.6796 |
0.500 |
0.6790 |
0.382 |
0.6783 |
LOW |
0.6762 |
0.618 |
0.6728 |
1.000 |
0.6707 |
1.618 |
0.6673 |
2.618 |
0.6618 |
4.250 |
0.6528 |
|
|
Fisher Pivots for day following 16-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6790 |
0.6767 |
PP |
0.6784 |
0.6763 |
S1 |
0.6778 |
0.6758 |
|