CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6772 |
0.6882 |
0.0110 |
1.6% |
0.6822 |
| High |
0.6919 |
0.6907 |
-0.0012 |
-0.2% |
0.6881 |
| Low |
0.6766 |
0.6832 |
0.0067 |
1.0% |
0.6698 |
| Close |
0.6883 |
0.6873 |
-0.0010 |
-0.1% |
0.6829 |
| Range |
0.0153 |
0.0075 |
-0.0079 |
-51.3% |
0.0183 |
| ATR |
0.0095 |
0.0093 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
82,407 |
70,023 |
-12,384 |
-15.0% |
20,357 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7094 |
0.7058 |
0.6914 |
|
| R3 |
0.7020 |
0.6984 |
0.6893 |
|
| R2 |
0.6945 |
0.6945 |
0.6887 |
|
| R1 |
0.6909 |
0.6909 |
0.6880 |
0.6890 |
| PP |
0.6871 |
0.6871 |
0.6871 |
0.6861 |
| S1 |
0.6835 |
0.6835 |
0.6866 |
0.6815 |
| S2 |
0.6796 |
0.6796 |
0.6859 |
|
| S3 |
0.6722 |
0.6760 |
0.6853 |
|
| S4 |
0.6647 |
0.6686 |
0.6832 |
|
|
| 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 |
0.6731 |
0.0188 |
2.7% |
0.0089 |
1.3% |
76% |
False |
False |
36,385 |
| 10 |
0.6919 |
0.6698 |
0.0221 |
3.2% |
0.0091 |
1.3% |
79% |
False |
False |
19,424 |
| 20 |
0.6919 |
0.6617 |
0.0302 |
4.4% |
0.0087 |
1.3% |
85% |
False |
False |
10,282 |
| 40 |
0.6919 |
0.6244 |
0.0675 |
9.8% |
0.0091 |
1.3% |
93% |
False |
False |
5,191 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.1% |
0.0091 |
1.3% |
93% |
False |
False |
3,479 |
| 80 |
0.7021 |
0.6225 |
0.0796 |
11.6% |
0.0079 |
1.1% |
81% |
False |
False |
2,611 |
| 100 |
0.7140 |
0.6225 |
0.0915 |
13.3% |
0.0067 |
1.0% |
71% |
False |
False |
2,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7223 |
|
2.618 |
0.7102 |
|
1.618 |
0.7027 |
|
1.000 |
0.6981 |
|
0.618 |
0.6953 |
|
HIGH |
0.6907 |
|
0.618 |
0.6878 |
|
0.500 |
0.6869 |
|
0.382 |
0.6860 |
|
LOW |
0.6832 |
|
0.618 |
0.6786 |
|
1.000 |
0.6758 |
|
1.618 |
0.6711 |
|
2.618 |
0.6637 |
|
4.250 |
0.6515 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6872 |
0.6861 |
| PP |
0.6871 |
0.6849 |
| S1 |
0.6869 |
0.6837 |
|