CME Australian Dollar Future March 2023
Trading Metrics calculated at close of trading on 08-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2022 |
08-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
0.6722 |
0.6750 |
0.0029 |
0.4% |
0.6746 |
High |
0.6769 |
0.6807 |
0.0039 |
0.6% |
0.6892 |
Low |
0.6698 |
0.6731 |
0.0033 |
0.5% |
0.6672 |
Close |
0.6758 |
0.6797 |
0.0040 |
0.6% |
0.6839 |
Range |
0.0071 |
0.0076 |
0.0006 |
7.8% |
0.0220 |
ATR |
0.0095 |
0.0093 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
1,634 |
3,371 |
1,737 |
106.3% |
13,852 |
|
Daily Pivots for day following 08-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7006 |
0.6978 |
0.6839 |
|
R3 |
0.6930 |
0.6902 |
0.6818 |
|
R2 |
0.6854 |
0.6854 |
0.6811 |
|
R1 |
0.6826 |
0.6826 |
0.6804 |
0.6840 |
PP |
0.6778 |
0.6778 |
0.6778 |
0.6786 |
S1 |
0.6750 |
0.6750 |
0.6790 |
0.6764 |
S2 |
0.6702 |
0.6702 |
0.6783 |
|
S3 |
0.6626 |
0.6674 |
0.6776 |
|
S4 |
0.6550 |
0.6598 |
0.6755 |
|
|
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 |
0.6881 |
0.6698 |
0.0183 |
2.7% |
0.0093 |
1.4% |
54% |
False |
False |
2,479 |
10 |
0.6892 |
0.6672 |
0.0220 |
3.2% |
0.0091 |
1.3% |
57% |
False |
False |
2,336 |
20 |
0.6892 |
0.6426 |
0.0466 |
6.9% |
0.0095 |
1.4% |
80% |
False |
False |
1,388 |
40 |
0.6892 |
0.6225 |
0.0667 |
9.8% |
0.0092 |
1.3% |
86% |
False |
False |
729 |
60 |
0.6892 |
0.6225 |
0.0667 |
9.8% |
0.0087 |
1.3% |
86% |
False |
False |
504 |
80 |
0.7021 |
0.6225 |
0.0796 |
11.7% |
0.0074 |
1.1% |
72% |
False |
False |
379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7130 |
2.618 |
0.7006 |
1.618 |
0.6930 |
1.000 |
0.6883 |
0.618 |
0.6854 |
HIGH |
0.6807 |
0.618 |
0.6778 |
0.500 |
0.6769 |
0.382 |
0.6760 |
LOW |
0.6731 |
0.618 |
0.6684 |
1.000 |
0.6655 |
1.618 |
0.6608 |
2.618 |
0.6532 |
4.250 |
0.6408 |
|
|
Fisher Pivots for day following 08-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6788 |
0.6782 |
PP |
0.6778 |
0.6767 |
S1 |
0.6769 |
0.6753 |
|