CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 25-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2022 |
25-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6686 |
0.6775 |
0.0090 |
1.3% |
0.6709 |
| High |
0.6766 |
0.6809 |
0.0043 |
0.6% |
0.6809 |
| Low |
0.6668 |
0.6750 |
0.0082 |
1.2% |
0.6617 |
| Close |
0.6763 |
0.6772 |
0.0010 |
0.1% |
0.6772 |
| Range |
0.0098 |
0.0059 |
-0.0039 |
-39.8% |
0.0192 |
| ATR |
0.0094 |
0.0092 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
308 |
190 |
-118 |
-38.3% |
632 |
|
| Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6954 |
0.6922 |
0.6804 |
|
| R3 |
0.6895 |
0.6863 |
0.6788 |
|
| R2 |
0.6836 |
0.6836 |
0.6783 |
|
| R1 |
0.6804 |
0.6804 |
0.6777 |
0.6790 |
| PP |
0.6777 |
0.6777 |
0.6777 |
0.6770 |
| S1 |
0.6745 |
0.6745 |
0.6767 |
0.6731 |
| S2 |
0.6718 |
0.6718 |
0.6761 |
|
| S3 |
0.6659 |
0.6686 |
0.6756 |
|
| S4 |
0.6600 |
0.6627 |
0.6740 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7307 |
0.7231 |
0.6877 |
|
| R3 |
0.7116 |
0.7040 |
0.6825 |
|
| R2 |
0.6924 |
0.6924 |
0.6807 |
|
| R1 |
0.6848 |
0.6848 |
0.6790 |
0.6886 |
| PP |
0.6733 |
0.6733 |
0.6733 |
0.6752 |
| S1 |
0.6657 |
0.6657 |
0.6754 |
0.6695 |
| S2 |
0.6541 |
0.6541 |
0.6737 |
|
| S3 |
0.6350 |
0.6465 |
0.6719 |
|
| S4 |
0.6158 |
0.6274 |
0.6667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6809 |
0.6617 |
0.0192 |
2.8% |
0.0073 |
1.1% |
81% |
True |
False |
146 |
| 10 |
0.6819 |
0.6612 |
0.0207 |
3.1% |
0.0082 |
1.2% |
78% |
False |
False |
440 |
| 20 |
0.6819 |
0.6310 |
0.0509 |
7.5% |
0.0095 |
1.4% |
91% |
False |
False |
278 |
| 40 |
0.6819 |
0.6225 |
0.0594 |
8.8% |
0.0089 |
1.3% |
92% |
False |
False |
161 |
| 60 |
0.6925 |
0.6225 |
0.0700 |
10.3% |
0.0081 |
1.2% |
78% |
False |
False |
118 |
| 80 |
0.7140 |
0.6225 |
0.0915 |
13.5% |
0.0066 |
1.0% |
60% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7059 |
|
2.618 |
0.6963 |
|
1.618 |
0.6904 |
|
1.000 |
0.6868 |
|
0.618 |
0.6845 |
|
HIGH |
0.6809 |
|
0.618 |
0.6786 |
|
0.500 |
0.6779 |
|
0.382 |
0.6772 |
|
LOW |
0.6750 |
|
0.618 |
0.6713 |
|
1.000 |
0.6691 |
|
1.618 |
0.6654 |
|
2.618 |
0.6595 |
|
4.250 |
0.6499 |
|
|
| Fisher Pivots for day following 25-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6779 |
0.6755 |
| PP |
0.6777 |
0.6739 |
| S1 |
0.6774 |
0.6722 |
|