CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 29-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2022 |
29-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6746 |
0.6680 |
-0.0067 |
-1.0% |
0.6709 |
| High |
0.6748 |
0.6777 |
0.0030 |
0.4% |
0.6809 |
| Low |
0.6672 |
0.6675 |
0.0003 |
0.0% |
0.6617 |
| Close |
0.6676 |
0.6716 |
0.0040 |
0.6% |
0.6772 |
| Range |
0.0076 |
0.0102 |
0.0027 |
35.1% |
0.0192 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
0.8% |
0.0000 |
| Volume |
4,946 |
1,970 |
-2,976 |
-60.2% |
632 |
|
| Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7029 |
0.6974 |
0.6772 |
|
| R3 |
0.6927 |
0.6872 |
0.6744 |
|
| R2 |
0.6825 |
0.6825 |
0.6735 |
|
| R1 |
0.6770 |
0.6770 |
0.6725 |
0.6798 |
| PP |
0.6723 |
0.6723 |
0.6723 |
0.6736 |
| S1 |
0.6668 |
0.6668 |
0.6707 |
0.6696 |
| S2 |
0.6621 |
0.6621 |
0.6697 |
|
| S3 |
0.6519 |
0.6566 |
0.6688 |
|
| S4 |
0.6417 |
0.6464 |
0.6660 |
|
|
| 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 |
0.6635 |
0.0174 |
2.6% |
0.0076 |
1.1% |
47% |
False |
False |
1,496 |
| 10 |
0.6819 |
0.6617 |
0.0202 |
3.0% |
0.0081 |
1.2% |
49% |
False |
False |
1,100 |
| 20 |
0.6819 |
0.6310 |
0.0509 |
7.6% |
0.0098 |
1.5% |
80% |
False |
False |
618 |
| 40 |
0.6819 |
0.6225 |
0.0594 |
8.8% |
0.0089 |
1.3% |
83% |
False |
False |
332 |
| 60 |
0.6925 |
0.6225 |
0.0700 |
10.4% |
0.0083 |
1.2% |
70% |
False |
False |
233 |
| 80 |
0.7140 |
0.6225 |
0.0915 |
13.6% |
0.0067 |
1.0% |
54% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7211 |
|
2.618 |
0.7044 |
|
1.618 |
0.6942 |
|
1.000 |
0.6879 |
|
0.618 |
0.6840 |
|
HIGH |
0.6777 |
|
0.618 |
0.6738 |
|
0.500 |
0.6726 |
|
0.382 |
0.6714 |
|
LOW |
0.6675 |
|
0.618 |
0.6612 |
|
1.000 |
0.6573 |
|
1.618 |
0.6510 |
|
2.618 |
0.6408 |
|
4.250 |
0.6242 |
|
|
| Fisher Pivots for day following 29-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6726 |
0.6740 |
| PP |
0.6723 |
0.6732 |
| S1 |
0.6719 |
0.6724 |
|