CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 02-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2022 |
02-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6821 |
0.6840 |
0.0019 |
0.3% |
0.6746 |
| High |
0.6892 |
0.6865 |
-0.0027 |
-0.4% |
0.6892 |
| Low |
0.6813 |
0.6773 |
-0.0040 |
-0.6% |
0.6672 |
| Close |
0.6848 |
0.6839 |
-0.0010 |
-0.1% |
0.6839 |
| Range |
0.0079 |
0.0093 |
0.0014 |
17.1% |
0.0220 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
3,288 |
3,077 |
-211 |
-6.4% |
13,852 |
|
| Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7103 |
0.7063 |
0.6889 |
|
| R3 |
0.7010 |
0.6971 |
0.6864 |
|
| R2 |
0.6918 |
0.6918 |
0.6855 |
|
| R1 |
0.6878 |
0.6878 |
0.6847 |
0.6852 |
| PP |
0.6825 |
0.6825 |
0.6825 |
0.6812 |
| S1 |
0.6786 |
0.6786 |
0.6830 |
0.6759 |
| S2 |
0.6733 |
0.6733 |
0.6822 |
|
| S3 |
0.6640 |
0.6693 |
0.6813 |
|
| S4 |
0.6548 |
0.6601 |
0.6788 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7459 |
0.7368 |
0.6959 |
|
| R3 |
0.7240 |
0.7149 |
0.6899 |
|
| R2 |
0.7020 |
0.7020 |
0.6879 |
|
| R1 |
0.6929 |
0.6929 |
0.6859 |
0.6975 |
| PP |
0.6801 |
0.6801 |
0.6801 |
0.6823 |
| S1 |
0.6710 |
0.6710 |
0.6818 |
0.6755 |
| S2 |
0.6581 |
0.6581 |
0.6798 |
|
| S3 |
0.6362 |
0.6490 |
0.6778 |
|
| S4 |
0.6142 |
0.6271 |
0.6718 |
|
|
| 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% |
0.0096 |
1.4% |
76% |
False |
False |
2,770 |
| 10 |
0.6892 |
0.6617 |
0.0275 |
4.0% |
0.0084 |
1.2% |
81% |
False |
False |
1,458 |
| 20 |
0.6892 |
0.6319 |
0.0573 |
8.4% |
0.0100 |
1.5% |
91% |
False |
False |
950 |
| 40 |
0.6892 |
0.6225 |
0.0667 |
9.7% |
0.0088 |
1.3% |
92% |
False |
False |
498 |
| 60 |
0.6925 |
0.6225 |
0.0700 |
10.2% |
0.0086 |
1.3% |
88% |
False |
False |
349 |
| 80 |
0.7140 |
0.6225 |
0.0915 |
13.4% |
0.0071 |
1.0% |
67% |
False |
False |
262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7258 |
|
2.618 |
0.7107 |
|
1.618 |
0.7015 |
|
1.000 |
0.6958 |
|
0.618 |
0.6922 |
|
HIGH |
0.6865 |
|
0.618 |
0.6830 |
|
0.500 |
0.6819 |
|
0.382 |
0.6808 |
|
LOW |
0.6773 |
|
0.618 |
0.6715 |
|
1.000 |
0.6680 |
|
1.618 |
0.6623 |
|
2.618 |
0.6530 |
|
4.250 |
0.6379 |
|
|
| Fisher Pivots for day following 02-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6832 |
0.6824 |
| PP |
0.6825 |
0.6810 |
| S1 |
0.6819 |
0.6796 |
|