CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6823 |
0.6772 |
-0.0051 |
-0.7% |
0.6822 |
| High |
0.6824 |
0.6919 |
0.0095 |
1.4% |
0.6881 |
| Low |
0.6755 |
0.6766 |
0.0011 |
0.2% |
0.6698 |
| Close |
0.6768 |
0.6883 |
0.0116 |
1.7% |
0.6829 |
| Range |
0.0069 |
0.0153 |
0.0084 |
121.7% |
0.0183 |
| ATR |
0.0090 |
0.0095 |
0.0004 |
4.9% |
0.0000 |
| Volume |
15,090 |
82,407 |
67,317 |
446.1% |
20,357 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7315 |
0.7252 |
0.6967 |
|
| R3 |
0.7162 |
0.7099 |
0.6925 |
|
| R2 |
0.7009 |
0.7009 |
0.6911 |
|
| R1 |
0.6946 |
0.6946 |
0.6897 |
0.6977 |
| PP |
0.6856 |
0.6856 |
0.6856 |
0.6871 |
| S1 |
0.6793 |
0.6793 |
0.6869 |
0.6824 |
| S2 |
0.6703 |
0.6703 |
0.6855 |
|
| S3 |
0.6550 |
0.6640 |
0.6841 |
|
| S4 |
0.6397 |
0.6487 |
0.6799 |
|
|
| 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 |
0.6919 |
0.6698 |
0.0221 |
3.2% |
0.0088 |
1.3% |
84% |
True |
False |
22,707 |
| 10 |
0.6919 |
0.6698 |
0.0221 |
3.2% |
0.0097 |
1.4% |
84% |
True |
False |
12,479 |
| 20 |
0.6919 |
0.6617 |
0.0302 |
4.4% |
0.0089 |
1.3% |
88% |
True |
False |
6,789 |
| 40 |
0.6919 |
0.6244 |
0.0675 |
9.8% |
0.0090 |
1.3% |
95% |
True |
False |
3,440 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.1% |
0.0090 |
1.3% |
95% |
True |
False |
2,312 |
| 80 |
0.7021 |
0.6225 |
0.0796 |
11.6% |
0.0078 |
1.1% |
83% |
False |
False |
1,735 |
| 100 |
0.7140 |
0.6225 |
0.0915 |
13.3% |
0.0066 |
1.0% |
72% |
False |
False |
1,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7569 |
|
2.618 |
0.7319 |
|
1.618 |
0.7166 |
|
1.000 |
0.7072 |
|
0.618 |
0.7013 |
|
HIGH |
0.6919 |
|
0.618 |
0.6860 |
|
0.500 |
0.6842 |
|
0.382 |
0.6824 |
|
LOW |
0.6766 |
|
0.618 |
0.6671 |
|
1.000 |
0.6613 |
|
1.618 |
0.6518 |
|
2.618 |
0.6365 |
|
4.250 |
0.6115 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6869 |
0.6868 |
| PP |
0.6856 |
0.6852 |
| S1 |
0.6842 |
0.6837 |
|