CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6722 |
0.6711 |
-0.0011 |
-0.2% |
0.6823 |
| High |
0.6766 |
0.6750 |
-0.0016 |
-0.2% |
0.6919 |
| Low |
0.6650 |
0.6679 |
0.0029 |
0.4% |
0.6698 |
| Close |
0.6700 |
0.6726 |
0.0026 |
0.4% |
0.6716 |
| Range |
0.0116 |
0.0072 |
-0.0045 |
-38.4% |
0.0221 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
99,507 |
56,375 |
-43,132 |
-43.3% |
313,640 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6933 |
0.6901 |
0.6765 |
|
| R3 |
0.6861 |
0.6829 |
0.6745 |
|
| R2 |
0.6790 |
0.6790 |
0.6739 |
|
| R1 |
0.6758 |
0.6758 |
0.6732 |
0.6774 |
| PP |
0.6718 |
0.6718 |
0.6718 |
0.6726 |
| S1 |
0.6686 |
0.6686 |
0.6719 |
0.6702 |
| S2 |
0.6647 |
0.6647 |
0.6712 |
|
| S3 |
0.6575 |
0.6615 |
0.6706 |
|
| S4 |
0.6504 |
0.6543 |
0.6686 |
|
|
| 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 |
0.6894 |
0.6650 |
0.0244 |
3.6% |
0.0098 |
1.5% |
31% |
False |
False |
72,553 |
| 10 |
0.6919 |
0.6650 |
0.0269 |
4.0% |
0.0093 |
1.4% |
28% |
False |
False |
54,469 |
| 20 |
0.6919 |
0.6650 |
0.0269 |
4.0% |
0.0093 |
1.4% |
28% |
False |
False |
28,249 |
| 40 |
0.6919 |
0.6310 |
0.0609 |
9.0% |
0.0092 |
1.4% |
68% |
False |
False |
14,254 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.3% |
0.0092 |
1.4% |
72% |
False |
False |
9,519 |
| 80 |
0.6925 |
0.6225 |
0.0700 |
10.4% |
0.0083 |
1.2% |
72% |
False |
False |
7,145 |
| 100 |
0.7140 |
0.6225 |
0.0915 |
13.6% |
0.0070 |
1.0% |
55% |
False |
False |
5,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7054 |
|
2.618 |
0.6937 |
|
1.618 |
0.6866 |
|
1.000 |
0.6822 |
|
0.618 |
0.6794 |
|
HIGH |
0.6750 |
|
0.618 |
0.6723 |
|
0.500 |
0.6714 |
|
0.382 |
0.6706 |
|
LOW |
0.6679 |
|
0.618 |
0.6634 |
|
1.000 |
0.6607 |
|
1.618 |
0.6563 |
|
2.618 |
0.6491 |
|
4.250 |
0.6375 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6722 |
0.6720 |
| PP |
0.6718 |
0.6714 |
| S1 |
0.6714 |
0.6708 |
|