CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 09-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2022 |
09-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6750 |
0.6800 |
0.0050 |
0.7% |
0.6822 |
| High |
0.6807 |
0.6840 |
0.0033 |
0.5% |
0.6881 |
| Low |
0.6731 |
0.6770 |
0.0039 |
0.6% |
0.6698 |
| Close |
0.6797 |
0.6829 |
0.0032 |
0.5% |
0.6829 |
| Range |
0.0076 |
0.0070 |
-0.0006 |
-7.9% |
0.0183 |
| ATR |
0.0093 |
0.0092 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
3,371 |
11,035 |
7,664 |
227.4% |
20,357 |
|
| Daily Pivots for day following 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7023 |
0.6996 |
0.6868 |
|
| R3 |
0.6953 |
0.6926 |
0.6848 |
|
| R2 |
0.6883 |
0.6883 |
0.6842 |
|
| R1 |
0.6856 |
0.6856 |
0.6835 |
0.6869 |
| PP |
0.6813 |
0.6813 |
0.6813 |
0.6819 |
| S1 |
0.6786 |
0.6786 |
0.6823 |
0.6799 |
| S2 |
0.6743 |
0.6743 |
0.6816 |
|
| S3 |
0.6673 |
0.6716 |
0.6810 |
|
| S4 |
0.6603 |
0.6646 |
0.6791 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7352 |
0.7273 |
0.6930 |
|
| R3 |
0.7169 |
0.7090 |
0.6879 |
|
| R2 |
0.6986 |
0.6986 |
0.6863 |
|
| R1 |
0.6907 |
0.6907 |
0.6846 |
0.6947 |
| PP |
0.6803 |
0.6803 |
0.6803 |
0.6822 |
| S1 |
0.6724 |
0.6724 |
0.6812 |
0.6764 |
| S2 |
0.6620 |
0.6620 |
0.6795 |
|
| S3 |
0.6437 |
0.6541 |
0.6779 |
|
| S4 |
0.6254 |
0.6358 |
0.6728 |
|
|
| 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% |
0.0089 |
1.3% |
72% |
False |
False |
4,071 |
| 10 |
0.6892 |
0.6672 |
0.0220 |
3.2% |
0.0092 |
1.4% |
72% |
False |
False |
3,420 |
| 20 |
0.6892 |
0.6612 |
0.0280 |
4.1% |
0.0087 |
1.3% |
78% |
False |
False |
1,930 |
| 40 |
0.6892 |
0.6232 |
0.0660 |
9.7% |
0.0090 |
1.3% |
91% |
False |
False |
1,004 |
| 60 |
0.6892 |
0.6225 |
0.0667 |
9.8% |
0.0088 |
1.3% |
91% |
False |
False |
688 |
| 80 |
0.7021 |
0.6225 |
0.0796 |
11.7% |
0.0075 |
1.1% |
76% |
False |
False |
517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7137 |
|
2.618 |
0.7023 |
|
1.618 |
0.6953 |
|
1.000 |
0.6910 |
|
0.618 |
0.6883 |
|
HIGH |
0.6840 |
|
0.618 |
0.6813 |
|
0.500 |
0.6805 |
|
0.382 |
0.6796 |
|
LOW |
0.6770 |
|
0.618 |
0.6726 |
|
1.000 |
0.6700 |
|
1.618 |
0.6656 |
|
2.618 |
0.6586 |
|
4.250 |
0.6472 |
|
|
| Fisher Pivots for day following 09-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6821 |
0.6809 |
| PP |
0.6813 |
0.6789 |
| S1 |
0.6805 |
0.6769 |
|