CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 22-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6711 |
0.6726 |
0.0015 |
0.2% |
0.6823 |
| High |
0.6750 |
0.6788 |
0.0038 |
0.6% |
0.6919 |
| Low |
0.6679 |
0.6669 |
-0.0010 |
-0.1% |
0.6698 |
| Close |
0.6726 |
0.6678 |
-0.0048 |
-0.7% |
0.6716 |
| Range |
0.0072 |
0.0119 |
0.0047 |
65.7% |
0.0221 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
1.8% |
0.0000 |
| Volume |
56,375 |
76,461 |
20,086 |
35.6% |
313,640 |
|
| Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7067 |
0.6991 |
0.6743 |
|
| R3 |
0.6949 |
0.6873 |
0.6711 |
|
| R2 |
0.6830 |
0.6830 |
0.6700 |
|
| R1 |
0.6754 |
0.6754 |
0.6689 |
0.6733 |
| PP |
0.6712 |
0.6712 |
0.6712 |
0.6701 |
| S1 |
0.6636 |
0.6636 |
0.6667 |
0.6614 |
| S2 |
0.6593 |
0.6593 |
0.6656 |
|
| S3 |
0.6475 |
0.6517 |
0.6645 |
|
| S4 |
0.6356 |
0.6399 |
0.6613 |
|
|
| 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 |
0.6788 |
0.6650 |
0.0138 |
2.1% |
0.0083 |
1.2% |
20% |
True |
False |
73,718 |
| 10 |
0.6919 |
0.6650 |
0.0269 |
4.0% |
0.0098 |
1.5% |
10% |
False |
False |
61,778 |
| 20 |
0.6919 |
0.6650 |
0.0269 |
4.0% |
0.0094 |
1.4% |
10% |
False |
False |
32,057 |
| 40 |
0.6919 |
0.6310 |
0.0609 |
9.1% |
0.0094 |
1.4% |
60% |
False |
False |
16,165 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.4% |
0.0091 |
1.4% |
65% |
False |
False |
10,790 |
| 80 |
0.6925 |
0.6225 |
0.0700 |
10.5% |
0.0084 |
1.3% |
65% |
False |
False |
8,101 |
| 100 |
0.7140 |
0.6225 |
0.0915 |
13.7% |
0.0071 |
1.1% |
50% |
False |
False |
6,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7291 |
|
2.618 |
0.7098 |
|
1.618 |
0.6979 |
|
1.000 |
0.6906 |
|
0.618 |
0.6861 |
|
HIGH |
0.6788 |
|
0.618 |
0.6742 |
|
0.500 |
0.6728 |
|
0.382 |
0.6714 |
|
LOW |
0.6669 |
|
0.618 |
0.6596 |
|
1.000 |
0.6551 |
|
1.618 |
0.6477 |
|
2.618 |
0.6359 |
|
4.250 |
0.6165 |
|
|
| Fisher Pivots for day following 22-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6728 |
0.6719 |
| PP |
0.6712 |
0.6705 |
| S1 |
0.6695 |
0.6692 |
|