CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6712 |
0.6821 |
0.0110 |
1.6% |
0.6709 |
| High |
0.6830 |
0.6892 |
0.0062 |
0.9% |
0.6809 |
| Low |
0.6701 |
0.6813 |
0.0112 |
1.7% |
0.6617 |
| Close |
0.6820 |
0.6848 |
0.0028 |
0.4% |
0.6772 |
| Range |
0.0129 |
0.0079 |
-0.0050 |
-38.8% |
0.0192 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
571 |
3,288 |
2,717 |
475.8% |
632 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7088 |
0.7047 |
0.6891 |
|
| R3 |
0.7009 |
0.6968 |
0.6870 |
|
| R2 |
0.6930 |
0.6930 |
0.6862 |
|
| R1 |
0.6889 |
0.6889 |
0.6855 |
0.6909 |
| PP |
0.6851 |
0.6851 |
0.6851 |
0.6861 |
| S1 |
0.6810 |
0.6810 |
0.6841 |
0.6830 |
| S2 |
0.6772 |
0.6772 |
0.6834 |
|
| S3 |
0.6693 |
0.6731 |
0.6826 |
|
| S4 |
0.6614 |
0.6652 |
0.6805 |
|
|
| 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 |
0.6892 |
0.6672 |
0.0220 |
3.2% |
0.0089 |
1.3% |
80% |
True |
False |
2,193 |
| 10 |
0.6892 |
0.6617 |
0.0275 |
4.0% |
0.0086 |
1.3% |
84% |
True |
False |
1,161 |
| 20 |
0.6892 |
0.6310 |
0.0582 |
8.5% |
0.0099 |
1.4% |
93% |
True |
False |
801 |
| 40 |
0.6892 |
0.6225 |
0.0667 |
9.7% |
0.0089 |
1.3% |
93% |
True |
False |
421 |
| 60 |
0.6925 |
0.6225 |
0.0700 |
10.2% |
0.0085 |
1.2% |
89% |
False |
False |
298 |
| 80 |
0.7140 |
0.6225 |
0.0915 |
13.4% |
0.0070 |
1.0% |
68% |
False |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7227 |
|
2.618 |
0.7098 |
|
1.618 |
0.7019 |
|
1.000 |
0.6971 |
|
0.618 |
0.6940 |
|
HIGH |
0.6892 |
|
0.618 |
0.6861 |
|
0.500 |
0.6852 |
|
0.382 |
0.6843 |
|
LOW |
0.6813 |
|
0.618 |
0.6764 |
|
1.000 |
0.6734 |
|
1.618 |
0.6685 |
|
2.618 |
0.6606 |
|
4.250 |
0.6477 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6852 |
0.6826 |
| PP |
0.6851 |
0.6805 |
| S1 |
0.6849 |
0.6783 |
|