CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 23-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2022 |
23-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6726 |
0.6691 |
-0.0036 |
-0.5% |
0.6720 |
| High |
0.6788 |
0.6746 |
-0.0042 |
-0.6% |
0.6788 |
| Low |
0.6669 |
0.6681 |
0.0012 |
0.2% |
0.6650 |
| Close |
0.6678 |
0.6732 |
0.0054 |
0.8% |
0.6732 |
| Range |
0.0119 |
0.0065 |
-0.0054 |
-45.1% |
0.0138 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
76,461 |
59,182 |
-17,279 |
-22.6% |
352,288 |
|
| Daily Pivots for day following 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6914 |
0.6888 |
0.6767 |
|
| R3 |
0.6849 |
0.6823 |
0.6749 |
|
| R2 |
0.6784 |
0.6784 |
0.6743 |
|
| R1 |
0.6758 |
0.6758 |
0.6737 |
0.6771 |
| PP |
0.6719 |
0.6719 |
0.6719 |
0.6726 |
| S1 |
0.6693 |
0.6693 |
0.6726 |
0.6706 |
| S2 |
0.6654 |
0.6654 |
0.6720 |
|
| S3 |
0.6589 |
0.6628 |
0.6714 |
|
| S4 |
0.6524 |
0.6563 |
0.6696 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7136 |
0.7071 |
0.6807 |
|
| R3 |
0.6998 |
0.6934 |
0.6769 |
|
| R2 |
0.6861 |
0.6861 |
0.6757 |
|
| R1 |
0.6796 |
0.6796 |
0.6744 |
0.6828 |
| PP |
0.6723 |
0.6723 |
0.6723 |
0.6739 |
| S1 |
0.6659 |
0.6659 |
0.6719 |
0.6691 |
| S2 |
0.6586 |
0.6586 |
0.6706 |
|
| S3 |
0.6448 |
0.6521 |
0.6694 |
|
| S4 |
0.6311 |
0.6384 |
0.6656 |
|
|
| 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 |
2.0% |
0.0084 |
1.3% |
59% |
False |
False |
70,457 |
| 10 |
0.6919 |
0.6650 |
0.0269 |
4.0% |
0.0097 |
1.4% |
30% |
False |
False |
66,592 |
| 20 |
0.6919 |
0.6650 |
0.0269 |
4.0% |
0.0095 |
1.4% |
30% |
False |
False |
35,006 |
| 40 |
0.6919 |
0.6310 |
0.0609 |
9.0% |
0.0095 |
1.4% |
69% |
False |
False |
17,642 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.3% |
0.0091 |
1.4% |
73% |
False |
False |
11,776 |
| 80 |
0.6925 |
0.6225 |
0.0700 |
10.4% |
0.0085 |
1.3% |
72% |
False |
False |
8,840 |
| 100 |
0.7140 |
0.6225 |
0.0915 |
13.6% |
0.0072 |
1.1% |
55% |
False |
False |
7,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7022 |
|
2.618 |
0.6916 |
|
1.618 |
0.6851 |
|
1.000 |
0.6811 |
|
0.618 |
0.6786 |
|
HIGH |
0.6746 |
|
0.618 |
0.6721 |
|
0.500 |
0.6713 |
|
0.382 |
0.6705 |
|
LOW |
0.6681 |
|
0.618 |
0.6640 |
|
1.000 |
0.6616 |
|
1.618 |
0.6575 |
|
2.618 |
0.6510 |
|
4.250 |
0.6404 |
|
|
| Fisher Pivots for day following 23-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6725 |
0.6730 |
| PP |
0.6719 |
0.6729 |
| S1 |
0.6713 |
0.6728 |
|