CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 16-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6885 |
0.6727 |
-0.0158 |
-2.3% |
0.6823 |
| High |
0.6894 |
0.6759 |
-0.0135 |
-2.0% |
0.6919 |
| Low |
0.6701 |
0.6698 |
-0.0003 |
0.0% |
0.6698 |
| Close |
0.6727 |
0.6716 |
-0.0011 |
-0.2% |
0.6716 |
| Range |
0.0193 |
0.0061 |
-0.0133 |
-68.7% |
0.0221 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
70,633 |
75,487 |
4,854 |
6.9% |
313,640 |
|
| Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6906 |
0.6871 |
0.6749 |
|
| R3 |
0.6845 |
0.6811 |
0.6733 |
|
| R2 |
0.6785 |
0.6785 |
0.6727 |
|
| R1 |
0.6750 |
0.6750 |
0.6722 |
0.6737 |
| PP |
0.6724 |
0.6724 |
0.6724 |
0.6718 |
| S1 |
0.6690 |
0.6690 |
0.6710 |
0.6677 |
| S2 |
0.6664 |
0.6664 |
0.6705 |
|
| S3 |
0.6603 |
0.6629 |
0.6699 |
|
| S4 |
0.6543 |
0.6569 |
0.6683 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7439 |
0.7298 |
0.6837 |
|
| R3 |
0.7219 |
0.7078 |
0.6777 |
|
| R2 |
0.6998 |
0.6998 |
0.6756 |
|
| R1 |
0.6857 |
0.6857 |
0.6736 |
0.6817 |
| PP |
0.6778 |
0.6778 |
0.6778 |
0.6758 |
| S1 |
0.6637 |
0.6637 |
0.6696 |
0.6597 |
| S2 |
0.6557 |
0.6557 |
0.6676 |
|
| S3 |
0.6337 |
0.6416 |
0.6655 |
|
| S4 |
0.6116 |
0.6196 |
0.6595 |
|
|
| 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 |
3.3% |
0.0110 |
1.6% |
8% |
False |
True |
62,728 |
| 10 |
0.6919 |
0.6698 |
0.0221 |
3.3% |
0.0099 |
1.5% |
8% |
False |
True |
33,399 |
| 20 |
0.6919 |
0.6617 |
0.0302 |
4.5% |
0.0092 |
1.4% |
33% |
False |
False |
17,429 |
| 40 |
0.6919 |
0.6244 |
0.0675 |
10.1% |
0.0095 |
1.4% |
70% |
False |
False |
8,843 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.3% |
0.0092 |
1.4% |
71% |
False |
False |
5,910 |
| 80 |
0.7021 |
0.6225 |
0.0796 |
11.9% |
0.0081 |
1.2% |
62% |
False |
False |
4,437 |
| 100 |
0.7140 |
0.6225 |
0.0915 |
13.6% |
0.0069 |
1.0% |
54% |
False |
False |
3,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7016 |
|
2.618 |
0.6917 |
|
1.618 |
0.6856 |
|
1.000 |
0.6819 |
|
0.618 |
0.6796 |
|
HIGH |
0.6759 |
|
0.618 |
0.6735 |
|
0.500 |
0.6728 |
|
0.382 |
0.6721 |
|
LOW |
0.6698 |
|
0.618 |
0.6661 |
|
1.000 |
0.6638 |
|
1.618 |
0.6600 |
|
2.618 |
0.6540 |
|
4.250 |
0.6441 |
|
|
| Fisher Pivots for day following 16-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6728 |
0.6802 |
| PP |
0.6724 |
0.6774 |
| S1 |
0.6720 |
0.6745 |
|