CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 17-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6793 |
0.6768 |
-0.0025 |
-0.4% |
0.6455 |
| High |
0.6817 |
0.6774 |
-0.0044 |
-0.6% |
0.6748 |
| Low |
0.6762 |
0.6665 |
-0.0097 |
-1.4% |
0.6426 |
| Close |
0.6772 |
0.6715 |
-0.0057 |
-0.8% |
0.6747 |
| Range |
0.0055 |
0.0109 |
0.0054 |
97.3% |
0.0322 |
| ATR |
0.0099 |
0.0099 |
0.0001 |
0.7% |
0.0000 |
| Volume |
3,070 |
110 |
-2,960 |
-96.4% |
573 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7043 |
0.6988 |
0.6775 |
|
| R3 |
0.6935 |
0.6879 |
0.6745 |
|
| R2 |
0.6826 |
0.6826 |
0.6735 |
|
| R1 |
0.6771 |
0.6771 |
0.6725 |
0.6744 |
| PP |
0.6718 |
0.6718 |
0.6718 |
0.6705 |
| S1 |
0.6662 |
0.6662 |
0.6705 |
0.6636 |
| S2 |
0.6609 |
0.6609 |
0.6695 |
|
| S3 |
0.6501 |
0.6554 |
0.6685 |
|
| S4 |
0.6392 |
0.6445 |
0.6655 |
|
|
| 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 |
0.6612 |
0.0207 |
3.1% |
0.0091 |
1.3% |
50% |
False |
False |
735 |
| 10 |
0.6819 |
0.6319 |
0.0500 |
7.4% |
0.0115 |
1.7% |
79% |
False |
False |
442 |
| 20 |
0.6819 |
0.6244 |
0.0575 |
8.6% |
0.0098 |
1.5% |
82% |
False |
False |
258 |
| 40 |
0.6819 |
0.6225 |
0.0594 |
8.8% |
0.0093 |
1.4% |
83% |
False |
False |
150 |
| 60 |
0.7021 |
0.6225 |
0.0796 |
11.9% |
0.0078 |
1.2% |
62% |
False |
False |
107 |
| 80 |
0.7140 |
0.6225 |
0.0915 |
13.6% |
0.0063 |
0.9% |
54% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7235 |
|
2.618 |
0.7058 |
|
1.618 |
0.6949 |
|
1.000 |
0.6882 |
|
0.618 |
0.6841 |
|
HIGH |
0.6774 |
|
0.618 |
0.6732 |
|
0.500 |
0.6719 |
|
0.382 |
0.6706 |
|
LOW |
0.6665 |
|
0.618 |
0.6598 |
|
1.000 |
0.6557 |
|
1.618 |
0.6489 |
|
2.618 |
0.6381 |
|
4.250 |
0.6204 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6719 |
0.6742 |
| PP |
0.6718 |
0.6733 |
| S1 |
0.6716 |
0.6724 |
|