CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 23-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6648 |
0.6686 |
0.0038 |
0.6% |
0.6710 |
| High |
0.6681 |
0.6766 |
0.0085 |
1.3% |
0.6819 |
| Low |
0.6635 |
0.6668 |
0.0033 |
0.5% |
0.6665 |
| Close |
0.6673 |
0.6763 |
0.0090 |
1.3% |
0.6705 |
| Range |
0.0046 |
0.0098 |
0.0052 |
113.0% |
0.0154 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.3% |
0.0000 |
| Volume |
67 |
308 |
241 |
359.7% |
3,557 |
|
| Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7026 |
0.6992 |
0.6816 |
|
| R3 |
0.6928 |
0.6894 |
0.6789 |
|
| R2 |
0.6830 |
0.6830 |
0.6780 |
|
| R1 |
0.6796 |
0.6796 |
0.6771 |
0.6813 |
| PP |
0.6732 |
0.6732 |
0.6732 |
0.6741 |
| S1 |
0.6698 |
0.6698 |
0.6754 |
0.6715 |
| S2 |
0.6634 |
0.6634 |
0.6745 |
|
| S3 |
0.6536 |
0.6600 |
0.6736 |
|
| S4 |
0.6438 |
0.6502 |
0.6709 |
|
|
| 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 |
0.6774 |
0.6617 |
0.0157 |
2.3% |
0.0083 |
1.2% |
93% |
False |
False |
130 |
| 10 |
0.6819 |
0.6426 |
0.0393 |
5.8% |
0.0099 |
1.5% |
86% |
False |
False |
441 |
| 20 |
0.6819 |
0.6310 |
0.0509 |
7.5% |
0.0093 |
1.4% |
89% |
False |
False |
274 |
| 40 |
0.6819 |
0.6225 |
0.0594 |
8.8% |
0.0089 |
1.3% |
91% |
False |
False |
157 |
| 60 |
0.6925 |
0.6225 |
0.0700 |
10.4% |
0.0081 |
1.2% |
77% |
False |
False |
115 |
| 80 |
0.7140 |
0.6225 |
0.0915 |
13.5% |
0.0065 |
1.0% |
59% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7183 |
|
2.618 |
0.7023 |
|
1.618 |
0.6925 |
|
1.000 |
0.6864 |
|
0.618 |
0.6827 |
|
HIGH |
0.6766 |
|
0.618 |
0.6729 |
|
0.500 |
0.6717 |
|
0.382 |
0.6705 |
|
LOW |
0.6668 |
|
0.618 |
0.6607 |
|
1.000 |
0.6570 |
|
1.618 |
0.6509 |
|
2.618 |
0.6411 |
|
4.250 |
0.6252 |
|
|
| Fisher Pivots for day following 23-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6747 |
0.6739 |
| PP |
0.6732 |
0.6715 |
| S1 |
0.6717 |
0.6692 |
|