CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6727 |
0.6720 |
-0.0007 |
-0.1% |
0.6823 |
| High |
0.6759 |
0.6756 |
-0.0003 |
0.0% |
0.6919 |
| Low |
0.6698 |
0.6705 |
0.0007 |
0.1% |
0.6698 |
| Close |
0.6716 |
0.6717 |
0.0001 |
0.0% |
0.6716 |
| Range |
0.0061 |
0.0051 |
-0.0010 |
-16.5% |
0.0221 |
| ATR |
0.0098 |
0.0094 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
75,487 |
60,763 |
-14,724 |
-19.5% |
313,640 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6877 |
0.6848 |
0.6745 |
|
| R3 |
0.6827 |
0.6797 |
0.6731 |
|
| R2 |
0.6776 |
0.6776 |
0.6726 |
|
| R1 |
0.6747 |
0.6747 |
0.6722 |
0.6736 |
| PP |
0.6726 |
0.6726 |
0.6726 |
0.6721 |
| S1 |
0.6696 |
0.6696 |
0.6712 |
0.6686 |
| S2 |
0.6675 |
0.6675 |
0.6708 |
|
| S3 |
0.6625 |
0.6646 |
0.6703 |
|
| S4 |
0.6574 |
0.6595 |
0.6689 |
|
|
| 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% |
0.0106 |
1.6% |
9% |
False |
False |
71,862 |
| 10 |
0.6919 |
0.6698 |
0.0221 |
3.3% |
0.0088 |
1.3% |
9% |
False |
False |
39,253 |
| 20 |
0.6919 |
0.6617 |
0.0302 |
4.5% |
0.0091 |
1.4% |
33% |
False |
False |
20,462 |
| 40 |
0.6919 |
0.6310 |
0.0609 |
9.1% |
0.0092 |
1.4% |
67% |
False |
False |
10,360 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.3% |
0.0091 |
1.4% |
71% |
False |
False |
6,922 |
| 80 |
0.7021 |
0.6225 |
0.0796 |
11.9% |
0.0082 |
1.2% |
62% |
False |
False |
5,197 |
| 100 |
0.7140 |
0.6225 |
0.0915 |
13.6% |
0.0069 |
1.0% |
54% |
False |
False |
4,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6970 |
|
2.618 |
0.6888 |
|
1.618 |
0.6837 |
|
1.000 |
0.6806 |
|
0.618 |
0.6787 |
|
HIGH |
0.6756 |
|
0.618 |
0.6736 |
|
0.500 |
0.6730 |
|
0.382 |
0.6724 |
|
LOW |
0.6705 |
|
0.618 |
0.6674 |
|
1.000 |
0.6655 |
|
1.618 |
0.6623 |
|
2.618 |
0.6573 |
|
4.250 |
0.6490 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6730 |
0.6796 |
| PP |
0.6726 |
0.6770 |
| S1 |
0.6721 |
0.6743 |
|