CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6882 |
0.6885 |
0.0003 |
0.0% |
0.6822 |
| High |
0.6907 |
0.6894 |
-0.0013 |
-0.2% |
0.6881 |
| Low |
0.6832 |
0.6701 |
-0.0132 |
-1.9% |
0.6698 |
| Close |
0.6873 |
0.6727 |
-0.0147 |
-2.1% |
0.6829 |
| Range |
0.0075 |
0.0193 |
0.0119 |
159.1% |
0.0183 |
| ATR |
0.0093 |
0.0101 |
0.0007 |
7.6% |
0.0000 |
| Volume |
70,023 |
70,633 |
610 |
0.9% |
20,357 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7353 |
0.7233 |
0.6833 |
|
| R3 |
0.7160 |
0.7040 |
0.6780 |
|
| R2 |
0.6967 |
0.6967 |
0.6762 |
|
| R1 |
0.6847 |
0.6847 |
0.6744 |
0.6810 |
| PP |
0.6774 |
0.6774 |
0.6774 |
0.6755 |
| S1 |
0.6654 |
0.6654 |
0.6709 |
0.6617 |
| S2 |
0.6581 |
0.6581 |
0.6691 |
|
| S3 |
0.6388 |
0.6461 |
0.6673 |
|
| S4 |
0.6195 |
0.6268 |
0.6620 |
|
|
| 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 |
0.6701 |
0.0218 |
3.2% |
0.0112 |
1.7% |
12% |
False |
True |
49,837 |
| 10 |
0.6919 |
0.6698 |
0.0221 |
3.3% |
0.0103 |
1.5% |
13% |
False |
False |
26,158 |
| 20 |
0.6919 |
0.6617 |
0.0302 |
4.5% |
0.0094 |
1.4% |
36% |
False |
False |
13,660 |
| 40 |
0.6919 |
0.6244 |
0.0675 |
10.0% |
0.0094 |
1.4% |
72% |
False |
False |
6,956 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.3% |
0.0093 |
1.4% |
72% |
False |
False |
4,656 |
| 80 |
0.7021 |
0.6225 |
0.0796 |
11.8% |
0.0081 |
1.2% |
63% |
False |
False |
3,494 |
| 100 |
0.7140 |
0.6225 |
0.0915 |
13.6% |
0.0069 |
1.0% |
55% |
False |
False |
2,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7714 |
|
2.618 |
0.7399 |
|
1.618 |
0.7206 |
|
1.000 |
0.7087 |
|
0.618 |
0.7013 |
|
HIGH |
0.6894 |
|
0.618 |
0.6820 |
|
0.500 |
0.6797 |
|
0.382 |
0.6774 |
|
LOW |
0.6701 |
|
0.618 |
0.6581 |
|
1.000 |
0.6508 |
|
1.618 |
0.6388 |
|
2.618 |
0.6195 |
|
4.250 |
0.5880 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6797 |
0.6810 |
| PP |
0.6774 |
0.6782 |
| S1 |
0.6750 |
0.6754 |
|