CME Australian Dollar Future March 2023
Trading Metrics calculated at close of trading on 28-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.6775 |
0.6746 |
-0.0029 |
-0.4% |
0.6709 |
High |
0.6809 |
0.6748 |
-0.0061 |
-0.9% |
0.6809 |
Low |
0.6750 |
0.6672 |
-0.0078 |
-1.1% |
0.6617 |
Close |
0.6772 |
0.6676 |
-0.0096 |
-1.4% |
0.6772 |
Range |
0.0059 |
0.0076 |
0.0017 |
28.0% |
0.0192 |
ATR |
0.0092 |
0.0092 |
0.0001 |
0.7% |
0.0000 |
Volume |
190 |
4,946 |
4,756 |
2,503.2% |
632 |
|
Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6925 |
0.6876 |
0.6718 |
|
R3 |
0.6850 |
0.6801 |
0.6697 |
|
R2 |
0.6774 |
0.6774 |
0.6690 |
|
R1 |
0.6725 |
0.6725 |
0.6683 |
0.6712 |
PP |
0.6699 |
0.6699 |
0.6699 |
0.6692 |
S1 |
0.6650 |
0.6650 |
0.6669 |
0.6636 |
S2 |
0.6623 |
0.6623 |
0.6662 |
|
S3 |
0.6548 |
0.6574 |
0.6655 |
|
S4 |
0.6472 |
0.6499 |
0.6634 |
|
|
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 |
2.9% |
0.0075 |
1.1% |
31% |
False |
False |
1,115 |
10 |
0.6819 |
0.6617 |
0.0202 |
3.0% |
0.0076 |
1.1% |
29% |
False |
False |
913 |
20 |
0.6819 |
0.6310 |
0.0509 |
7.6% |
0.0094 |
1.4% |
72% |
False |
False |
525 |
40 |
0.6819 |
0.6225 |
0.0594 |
8.9% |
0.0088 |
1.3% |
76% |
False |
False |
283 |
60 |
0.6925 |
0.6225 |
0.0700 |
10.5% |
0.0082 |
1.2% |
64% |
False |
False |
201 |
80 |
0.7140 |
0.6225 |
0.0915 |
13.7% |
0.0067 |
1.0% |
49% |
False |
False |
151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7068 |
2.618 |
0.6945 |
1.618 |
0.6870 |
1.000 |
0.6823 |
0.618 |
0.6794 |
HIGH |
0.6748 |
0.618 |
0.6719 |
0.500 |
0.6710 |
0.382 |
0.6701 |
LOW |
0.6672 |
0.618 |
0.6625 |
1.000 |
0.6597 |
1.618 |
0.6550 |
2.618 |
0.6474 |
4.250 |
0.6351 |
|
|
Fisher Pivots for day following 28-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6710 |
0.6738 |
PP |
0.6699 |
0.6718 |
S1 |
0.6687 |
0.6697 |
|