CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 28-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2022 |
28-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6741 |
0.6754 |
0.0013 |
0.2% |
0.6720 |
| High |
0.6797 |
0.6822 |
0.0025 |
0.4% |
0.6788 |
| Low |
0.6741 |
0.6740 |
-0.0001 |
0.0% |
0.6650 |
| Close |
0.6755 |
0.6764 |
0.0009 |
0.1% |
0.6732 |
| Range |
0.0056 |
0.0082 |
0.0026 |
46.4% |
0.0138 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
50,920 |
62,159 |
11,239 |
22.1% |
352,288 |
|
| Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7021 |
0.6974 |
0.6809 |
|
| R3 |
0.6939 |
0.6892 |
0.6786 |
|
| R2 |
0.6857 |
0.6857 |
0.6779 |
|
| R1 |
0.6810 |
0.6810 |
0.6771 |
0.6834 |
| PP |
0.6775 |
0.6775 |
0.6775 |
0.6787 |
| S1 |
0.6728 |
0.6728 |
0.6756 |
0.6752 |
| S2 |
0.6693 |
0.6693 |
0.6748 |
|
| S3 |
0.6611 |
0.6646 |
0.6741 |
|
| S4 |
0.6529 |
0.6564 |
0.6718 |
|
|
| 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 |
0.6822 |
0.6669 |
0.0153 |
2.3% |
0.0079 |
1.2% |
62% |
True |
False |
61,019 |
| 10 |
0.6907 |
0.6650 |
0.0257 |
3.8% |
0.0089 |
1.3% |
44% |
False |
False |
68,151 |
| 20 |
0.6919 |
0.6650 |
0.0269 |
4.0% |
0.0093 |
1.4% |
42% |
False |
False |
40,315 |
| 40 |
0.6919 |
0.6310 |
0.0609 |
9.0% |
0.0095 |
1.4% |
75% |
False |
False |
20,466 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.3% |
0.0090 |
1.3% |
78% |
False |
False |
13,659 |
| 80 |
0.6925 |
0.6225 |
0.0700 |
10.3% |
0.0085 |
1.3% |
77% |
False |
False |
10,254 |
| 100 |
0.7140 |
0.6225 |
0.0915 |
13.5% |
0.0072 |
1.1% |
59% |
False |
False |
8,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7170 |
|
2.618 |
0.7036 |
|
1.618 |
0.6954 |
|
1.000 |
0.6904 |
|
0.618 |
0.6872 |
|
HIGH |
0.6822 |
|
0.618 |
0.6790 |
|
0.500 |
0.6781 |
|
0.382 |
0.6771 |
|
LOW |
0.6740 |
|
0.618 |
0.6689 |
|
1.000 |
0.6658 |
|
1.618 |
0.6607 |
|
2.618 |
0.6525 |
|
4.250 |
0.6391 |
|
|
| Fisher Pivots for day following 28-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6781 |
0.6759 |
| PP |
0.6775 |
0.6755 |
| S1 |
0.6769 |
0.6751 |
|