CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 22-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2022 |
22-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6709 |
0.6648 |
-0.0061 |
-0.9% |
0.6710 |
| High |
0.6712 |
0.6681 |
-0.0031 |
-0.5% |
0.6819 |
| Low |
0.6617 |
0.6635 |
0.0018 |
0.3% |
0.6665 |
| Close |
0.6629 |
0.6673 |
0.0044 |
0.7% |
0.6705 |
| Range |
0.0095 |
0.0046 |
-0.0049 |
-51.6% |
0.0154 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
67 |
67 |
0 |
0.0% |
3,557 |
|
| Daily Pivots for day following 22-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6801 |
0.6783 |
0.6698 |
|
| R3 |
0.6755 |
0.6737 |
0.6685 |
|
| R2 |
0.6709 |
0.6709 |
0.6681 |
|
| R1 |
0.6691 |
0.6691 |
0.6677 |
0.6700 |
| PP |
0.6663 |
0.6663 |
0.6663 |
0.6667 |
| S1 |
0.6645 |
0.6645 |
0.6668 |
0.6654 |
| S2 |
0.6617 |
0.6617 |
0.6664 |
|
| S3 |
0.6571 |
0.6599 |
0.6660 |
|
| S4 |
0.6525 |
0.6553 |
0.6647 |
|
|
| 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 |
0.6817 |
0.6617 |
0.0200 |
3.0% |
0.0074 |
1.1% |
28% |
False |
False |
682 |
| 10 |
0.6819 |
0.6426 |
0.0393 |
5.9% |
0.0099 |
1.5% |
63% |
False |
False |
413 |
| 20 |
0.6819 |
0.6310 |
0.0509 |
7.6% |
0.0092 |
1.4% |
71% |
False |
False |
259 |
| 40 |
0.6819 |
0.6225 |
0.0594 |
8.9% |
0.0091 |
1.4% |
75% |
False |
False |
154 |
| 60 |
0.6925 |
0.6225 |
0.0700 |
10.5% |
0.0079 |
1.2% |
64% |
False |
False |
110 |
| 80 |
0.7140 |
0.6225 |
0.0915 |
13.7% |
0.0064 |
1.0% |
49% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6877 |
|
2.618 |
0.6801 |
|
1.618 |
0.6755 |
|
1.000 |
0.6727 |
|
0.618 |
0.6709 |
|
HIGH |
0.6681 |
|
0.618 |
0.6663 |
|
0.500 |
0.6658 |
|
0.382 |
0.6653 |
|
LOW |
0.6635 |
|
0.618 |
0.6607 |
|
1.000 |
0.6589 |
|
1.618 |
0.6561 |
|
2.618 |
0.6515 |
|
4.250 |
0.6440 |
|
|
| Fisher Pivots for day following 22-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6668 |
0.6688 |
| PP |
0.6663 |
0.6683 |
| S1 |
0.6658 |
0.6678 |
|