CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 12-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2022 |
12-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6800 |
0.6823 |
0.0024 |
0.3% |
0.6822 |
| High |
0.6840 |
0.6824 |
-0.0016 |
-0.2% |
0.6881 |
| Low |
0.6770 |
0.6755 |
-0.0015 |
-0.2% |
0.6698 |
| Close |
0.6829 |
0.6768 |
-0.0062 |
-0.9% |
0.6829 |
| Range |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0183 |
| ATR |
0.0092 |
0.0090 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
11,035 |
15,090 |
4,055 |
36.7% |
20,357 |
|
| Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6989 |
0.6947 |
0.6805 |
|
| R3 |
0.6920 |
0.6878 |
0.6786 |
|
| R2 |
0.6851 |
0.6851 |
0.6780 |
|
| R1 |
0.6809 |
0.6809 |
0.6774 |
0.6796 |
| PP |
0.6782 |
0.6782 |
0.6782 |
0.6775 |
| S1 |
0.6740 |
0.6740 |
0.6761 |
0.6727 |
| S2 |
0.6713 |
0.6713 |
0.6755 |
|
| S3 |
0.6644 |
0.6671 |
0.6749 |
|
| S4 |
0.6575 |
0.6602 |
0.6730 |
|
|
| 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 |
0.6840 |
0.6698 |
0.0142 |
2.1% |
0.0070 |
1.0% |
49% |
False |
False |
6,645 |
| 10 |
0.6892 |
0.6675 |
0.0217 |
3.2% |
0.0092 |
1.4% |
43% |
False |
False |
4,435 |
| 20 |
0.6892 |
0.6617 |
0.0275 |
4.1% |
0.0084 |
1.2% |
55% |
False |
False |
2,674 |
| 40 |
0.6892 |
0.6244 |
0.0648 |
9.6% |
0.0088 |
1.3% |
81% |
False |
False |
1,380 |
| 60 |
0.6892 |
0.6225 |
0.0667 |
9.8% |
0.0088 |
1.3% |
81% |
False |
False |
939 |
| 80 |
0.7021 |
0.6225 |
0.0796 |
11.8% |
0.0076 |
1.1% |
68% |
False |
False |
705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7117 |
|
2.618 |
0.7004 |
|
1.618 |
0.6935 |
|
1.000 |
0.6893 |
|
0.618 |
0.6866 |
|
HIGH |
0.6824 |
|
0.618 |
0.6797 |
|
0.500 |
0.6789 |
|
0.382 |
0.6781 |
|
LOW |
0.6755 |
|
0.618 |
0.6712 |
|
1.000 |
0.6686 |
|
1.618 |
0.6643 |
|
2.618 |
0.6574 |
|
4.250 |
0.6461 |
|
|
| Fisher Pivots for day following 12-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6789 |
0.6785 |
| PP |
0.6782 |
0.6779 |
| S1 |
0.6775 |
0.6773 |
|