CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 07-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2022 |
07-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6730 |
0.6722 |
-0.0008 |
-0.1% |
0.6746 |
| High |
0.6772 |
0.6769 |
-0.0004 |
-0.1% |
0.6892 |
| Low |
0.6709 |
0.6698 |
-0.0011 |
-0.2% |
0.6672 |
| Close |
0.6716 |
0.6758 |
0.0042 |
0.6% |
0.6839 |
| Range |
0.0064 |
0.0071 |
0.0007 |
11.0% |
0.0220 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
2,095 |
1,634 |
-461 |
-22.0% |
13,852 |
|
| Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6953 |
0.6926 |
0.6796 |
|
| R3 |
0.6882 |
0.6855 |
0.6777 |
|
| R2 |
0.6812 |
0.6812 |
0.6770 |
|
| R1 |
0.6785 |
0.6785 |
0.6764 |
0.6798 |
| PP |
0.6741 |
0.6741 |
0.6741 |
0.6748 |
| S1 |
0.6714 |
0.6714 |
0.6751 |
0.6728 |
| S2 |
0.6671 |
0.6671 |
0.6745 |
|
| S3 |
0.6600 |
0.6644 |
0.6738 |
|
| S4 |
0.6530 |
0.6573 |
0.6719 |
|
|
| 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 |
0.6698 |
0.0194 |
2.9% |
0.0094 |
1.4% |
31% |
False |
True |
2,463 |
| 10 |
0.6892 |
0.6668 |
0.0224 |
3.3% |
0.0093 |
1.4% |
40% |
False |
False |
2,030 |
| 20 |
0.6892 |
0.6426 |
0.0466 |
6.9% |
0.0096 |
1.4% |
71% |
False |
False |
1,221 |
| 40 |
0.6892 |
0.6225 |
0.0667 |
9.9% |
0.0090 |
1.3% |
80% |
False |
False |
645 |
| 60 |
0.6892 |
0.6225 |
0.0667 |
9.9% |
0.0086 |
1.3% |
80% |
False |
False |
448 |
| 80 |
0.7040 |
0.6225 |
0.0815 |
12.1% |
0.0073 |
1.1% |
65% |
False |
False |
337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7068 |
|
2.618 |
0.6953 |
|
1.618 |
0.6883 |
|
1.000 |
0.6839 |
|
0.618 |
0.6812 |
|
HIGH |
0.6769 |
|
0.618 |
0.6742 |
|
0.500 |
0.6733 |
|
0.382 |
0.6725 |
|
LOW |
0.6698 |
|
0.618 |
0.6654 |
|
1.000 |
0.6628 |
|
1.618 |
0.6584 |
|
2.618 |
0.6513 |
|
4.250 |
0.6398 |
|
|
| Fisher Pivots for day following 07-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6749 |
0.6790 |
| PP |
0.6741 |
0.6779 |
| S1 |
0.6733 |
0.6768 |
|