CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6680 |
0.6712 |
0.0032 |
0.5% |
0.6709 |
| High |
0.6777 |
0.6830 |
0.0053 |
0.8% |
0.6809 |
| Low |
0.6675 |
0.6701 |
0.0026 |
0.4% |
0.6617 |
| Close |
0.6716 |
0.6820 |
0.0104 |
1.5% |
0.6772 |
| Range |
0.0102 |
0.0129 |
0.0027 |
26.5% |
0.0192 |
| ATR |
0.0093 |
0.0095 |
0.0003 |
2.8% |
0.0000 |
| Volume |
1,970 |
571 |
-1,399 |
-71.0% |
632 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7171 |
0.7124 |
0.6891 |
|
| R3 |
0.7042 |
0.6995 |
0.6855 |
|
| R2 |
0.6913 |
0.6913 |
0.6844 |
|
| R1 |
0.6866 |
0.6866 |
0.6832 |
0.6890 |
| PP |
0.6784 |
0.6784 |
0.6784 |
0.6795 |
| S1 |
0.6737 |
0.6737 |
0.6808 |
0.6761 |
| S2 |
0.6655 |
0.6655 |
0.6796 |
|
| S3 |
0.6526 |
0.6608 |
0.6785 |
|
| S4 |
0.6397 |
0.6479 |
0.6749 |
|
|
| 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 |
0.6830 |
0.6668 |
0.0162 |
2.4% |
0.0093 |
1.4% |
94% |
True |
False |
1,597 |
| 10 |
0.6830 |
0.6617 |
0.0213 |
3.1% |
0.0084 |
1.2% |
95% |
True |
False |
1,139 |
| 20 |
0.6830 |
0.6310 |
0.0520 |
7.6% |
0.0101 |
1.5% |
98% |
True |
False |
639 |
| 40 |
0.6830 |
0.6225 |
0.0605 |
8.9% |
0.0090 |
1.3% |
98% |
True |
False |
339 |
| 60 |
0.6925 |
0.6225 |
0.0700 |
10.3% |
0.0084 |
1.2% |
85% |
False |
False |
243 |
| 80 |
0.7140 |
0.6225 |
0.0915 |
13.4% |
0.0069 |
1.0% |
65% |
False |
False |
183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7378 |
|
2.618 |
0.7168 |
|
1.618 |
0.7039 |
|
1.000 |
0.6959 |
|
0.618 |
0.6910 |
|
HIGH |
0.6830 |
|
0.618 |
0.6781 |
|
0.500 |
0.6766 |
|
0.382 |
0.6750 |
|
LOW |
0.6701 |
|
0.618 |
0.6621 |
|
1.000 |
0.6572 |
|
1.618 |
0.6492 |
|
2.618 |
0.6363 |
|
4.250 |
0.6153 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6802 |
0.6797 |
| PP |
0.6784 |
0.6774 |
| S1 |
0.6766 |
0.6751 |
|