CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 20-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6720 |
0.6722 |
0.0003 |
0.0% |
0.6823 |
| High |
0.6756 |
0.6766 |
0.0011 |
0.2% |
0.6919 |
| Low |
0.6705 |
0.6650 |
-0.0055 |
-0.8% |
0.6698 |
| Close |
0.6717 |
0.6700 |
-0.0017 |
-0.3% |
0.6716 |
| Range |
0.0051 |
0.0116 |
0.0066 |
129.7% |
0.0221 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
1.6% |
0.0000 |
| Volume |
60,763 |
99,507 |
38,744 |
63.8% |
313,640 |
|
| Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7053 |
0.6993 |
0.6764 |
|
| R3 |
0.6937 |
0.6877 |
0.6732 |
|
| R2 |
0.6821 |
0.6821 |
0.6721 |
|
| R1 |
0.6761 |
0.6761 |
0.6711 |
0.6733 |
| PP |
0.6705 |
0.6705 |
0.6705 |
0.6692 |
| S1 |
0.6645 |
0.6645 |
0.6689 |
0.6617 |
| S2 |
0.6589 |
0.6589 |
0.6679 |
|
| S3 |
0.6473 |
0.6529 |
0.6668 |
|
| S4 |
0.6357 |
0.6413 |
0.6636 |
|
|
| 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 |
0.6907 |
0.6650 |
0.0257 |
3.8% |
0.0099 |
1.5% |
19% |
False |
True |
75,282 |
| 10 |
0.6919 |
0.6650 |
0.0269 |
4.0% |
0.0093 |
1.4% |
19% |
False |
True |
48,995 |
| 20 |
0.6919 |
0.6635 |
0.0284 |
4.2% |
0.0092 |
1.4% |
23% |
False |
False |
25,434 |
| 40 |
0.6919 |
0.6310 |
0.0609 |
9.1% |
0.0093 |
1.4% |
64% |
False |
False |
12,845 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.4% |
0.0092 |
1.4% |
68% |
False |
False |
8,580 |
| 80 |
0.6925 |
0.6225 |
0.0700 |
10.4% |
0.0082 |
1.2% |
68% |
False |
False |
6,440 |
| 100 |
0.7140 |
0.6225 |
0.0915 |
13.6% |
0.0070 |
1.0% |
52% |
False |
False |
5,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7259 |
|
2.618 |
0.7070 |
|
1.618 |
0.6954 |
|
1.000 |
0.6882 |
|
0.618 |
0.6838 |
|
HIGH |
0.6766 |
|
0.618 |
0.6722 |
|
0.500 |
0.6708 |
|
0.382 |
0.6694 |
|
LOW |
0.6650 |
|
0.618 |
0.6578 |
|
1.000 |
0.6534 |
|
1.618 |
0.6462 |
|
2.618 |
0.6346 |
|
4.250 |
0.6157 |
|
|
| Fisher Pivots for day following 20-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6708 |
0.6708 |
| PP |
0.6705 |
0.6705 |
| S1 |
0.6703 |
0.6703 |
|