CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 18-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2022 |
18-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6768 |
0.6718 |
-0.0050 |
-0.7% |
0.6710 |
| High |
0.6774 |
0.6760 |
-0.0014 |
-0.2% |
0.6819 |
| Low |
0.6665 |
0.6692 |
0.0027 |
0.4% |
0.6665 |
| Close |
0.6715 |
0.6705 |
-0.0010 |
-0.1% |
0.6705 |
| Range |
0.0109 |
0.0068 |
-0.0041 |
-37.8% |
0.0154 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
110 |
99 |
-11 |
-10.0% |
3,557 |
|
| Daily Pivots for day following 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6921 |
0.6881 |
0.6742 |
|
| R3 |
0.6854 |
0.6813 |
0.6724 |
|
| R2 |
0.6786 |
0.6786 |
0.6717 |
|
| R1 |
0.6746 |
0.6746 |
0.6711 |
0.6732 |
| PP |
0.6719 |
0.6719 |
0.6719 |
0.6712 |
| S1 |
0.6678 |
0.6678 |
0.6699 |
0.6665 |
| S2 |
0.6651 |
0.6651 |
0.6693 |
|
| S3 |
0.6584 |
0.6611 |
0.6686 |
|
| S4 |
0.6516 |
0.6543 |
0.6668 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7190 |
0.7101 |
0.6789 |
|
| R3 |
0.7037 |
0.6948 |
0.6747 |
|
| R2 |
0.6883 |
0.6883 |
0.6733 |
|
| R1 |
0.6794 |
0.6794 |
0.6719 |
0.6762 |
| PP |
0.6730 |
0.6730 |
0.6730 |
0.6713 |
| S1 |
0.6641 |
0.6641 |
0.6691 |
0.6608 |
| S2 |
0.6576 |
0.6576 |
0.6677 |
|
| S3 |
0.6423 |
0.6487 |
0.6663 |
|
| S4 |
0.6269 |
0.6334 |
0.6621 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6819 |
0.6665 |
0.0154 |
2.3% |
0.0077 |
1.1% |
26% |
False |
False |
711 |
| 10 |
0.6819 |
0.6426 |
0.0393 |
5.9% |
0.0102 |
1.5% |
71% |
False |
False |
413 |
| 20 |
0.6819 |
0.6310 |
0.0509 |
7.6% |
0.0093 |
1.4% |
78% |
False |
False |
258 |
| 40 |
0.6819 |
0.6225 |
0.0594 |
8.9% |
0.0091 |
1.4% |
81% |
False |
False |
152 |
| 60 |
0.7021 |
0.6225 |
0.0796 |
11.9% |
0.0079 |
1.2% |
60% |
False |
False |
108 |
| 80 |
0.7140 |
0.6225 |
0.0915 |
13.6% |
0.0064 |
1.0% |
52% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7046 |
|
2.618 |
0.6936 |
|
1.618 |
0.6869 |
|
1.000 |
0.6827 |
|
0.618 |
0.6801 |
|
HIGH |
0.6760 |
|
0.618 |
0.6734 |
|
0.500 |
0.6726 |
|
0.382 |
0.6718 |
|
LOW |
0.6692 |
|
0.618 |
0.6650 |
|
1.000 |
0.6625 |
|
1.618 |
0.6583 |
|
2.618 |
0.6515 |
|
4.250 |
0.6405 |
|
|
| Fisher Pivots for day following 18-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6726 |
0.6741 |
| PP |
0.6719 |
0.6729 |
| S1 |
0.6712 |
0.6717 |
|