CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 06-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2022 |
06-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6822 |
0.6730 |
-0.0093 |
-1.4% |
0.6746 |
| High |
0.6881 |
0.6772 |
-0.0109 |
-1.6% |
0.6892 |
| Low |
0.6717 |
0.6709 |
-0.0009 |
-0.1% |
0.6672 |
| Close |
0.6727 |
0.6716 |
-0.0011 |
-0.2% |
0.6839 |
| Range |
0.0164 |
0.0064 |
-0.0101 |
-61.3% |
0.0220 |
| ATR |
0.0099 |
0.0097 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
2,222 |
2,095 |
-127 |
-5.7% |
13,852 |
|
| Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6923 |
0.6883 |
0.6750 |
|
| R3 |
0.6859 |
0.6819 |
0.6733 |
|
| R2 |
0.6796 |
0.6796 |
0.6727 |
|
| R1 |
0.6756 |
0.6756 |
0.6721 |
0.6744 |
| PP |
0.6732 |
0.6732 |
0.6732 |
0.6726 |
| S1 |
0.6692 |
0.6692 |
0.6710 |
0.6680 |
| S2 |
0.6669 |
0.6669 |
0.6704 |
|
| S3 |
0.6605 |
0.6629 |
0.6698 |
|
| S4 |
0.6542 |
0.6565 |
0.6681 |
|
|
| 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 |
0.6701 |
0.0191 |
2.8% |
0.0106 |
1.6% |
8% |
False |
False |
2,250 |
| 10 |
0.6892 |
0.6635 |
0.0257 |
3.8% |
0.0091 |
1.4% |
31% |
False |
False |
1,873 |
| 20 |
0.6892 |
0.6426 |
0.0466 |
6.9% |
0.0098 |
1.5% |
62% |
False |
False |
1,142 |
| 40 |
0.6892 |
0.6225 |
0.0667 |
9.9% |
0.0090 |
1.3% |
74% |
False |
False |
605 |
| 60 |
0.6925 |
0.6225 |
0.0700 |
10.4% |
0.0088 |
1.3% |
70% |
False |
False |
421 |
| 80 |
0.7040 |
0.6225 |
0.0815 |
12.1% |
0.0073 |
1.1% |
60% |
False |
False |
316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7042 |
|
2.618 |
0.6938 |
|
1.618 |
0.6875 |
|
1.000 |
0.6836 |
|
0.618 |
0.6811 |
|
HIGH |
0.6772 |
|
0.618 |
0.6748 |
|
0.500 |
0.6740 |
|
0.382 |
0.6733 |
|
LOW |
0.6709 |
|
0.618 |
0.6669 |
|
1.000 |
0.6645 |
|
1.618 |
0.6606 |
|
2.618 |
0.6542 |
|
4.250 |
0.6439 |
|
|
| Fisher Pivots for day following 06-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6740 |
0.6795 |
| PP |
0.6732 |
0.6768 |
| S1 |
0.6724 |
0.6742 |
|