CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 29-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2022 |
29-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6754 |
0.6758 |
0.0005 |
0.1% |
0.6720 |
| High |
0.6822 |
0.6807 |
-0.0015 |
-0.2% |
0.6788 |
| Low |
0.6740 |
0.6729 |
-0.0011 |
-0.2% |
0.6650 |
| Close |
0.6764 |
0.6806 |
0.0042 |
0.6% |
0.6732 |
| Range |
0.0082 |
0.0078 |
-0.0005 |
-5.5% |
0.0138 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
62,159 |
53,525 |
-8,634 |
-13.9% |
352,288 |
|
| Daily Pivots for day following 29-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7013 |
0.6987 |
0.6848 |
|
| R3 |
0.6935 |
0.6909 |
0.6827 |
|
| R2 |
0.6858 |
0.6858 |
0.6820 |
|
| R1 |
0.6832 |
0.6832 |
0.6813 |
0.6845 |
| PP |
0.6780 |
0.6780 |
0.6780 |
0.6787 |
| S1 |
0.6754 |
0.6754 |
0.6798 |
0.6767 |
| S2 |
0.6703 |
0.6703 |
0.6791 |
|
| S3 |
0.6625 |
0.6677 |
0.6784 |
|
| S4 |
0.6548 |
0.6599 |
0.6763 |
|
|
| 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 |
2.2% |
0.0080 |
1.2% |
90% |
False |
False |
60,449 |
| 10 |
0.6894 |
0.6650 |
0.0244 |
3.6% |
0.0089 |
1.3% |
64% |
False |
False |
66,501 |
| 20 |
0.6919 |
0.6650 |
0.0269 |
3.9% |
0.0090 |
1.3% |
58% |
False |
False |
42,962 |
| 40 |
0.6919 |
0.6310 |
0.0609 |
8.9% |
0.0095 |
1.4% |
81% |
False |
False |
21,801 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.2% |
0.0090 |
1.3% |
84% |
False |
False |
14,547 |
| 80 |
0.6925 |
0.6225 |
0.0700 |
10.3% |
0.0086 |
1.3% |
83% |
False |
False |
10,923 |
| 100 |
0.7140 |
0.6225 |
0.0915 |
13.4% |
0.0073 |
1.1% |
63% |
False |
False |
8,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7136 |
|
2.618 |
0.7009 |
|
1.618 |
0.6932 |
|
1.000 |
0.6884 |
|
0.618 |
0.6854 |
|
HIGH |
0.6807 |
|
0.618 |
0.6777 |
|
0.500 |
0.6768 |
|
0.382 |
0.6759 |
|
LOW |
0.6729 |
|
0.618 |
0.6681 |
|
1.000 |
0.6652 |
|
1.618 |
0.6604 |
|
2.618 |
0.6526 |
|
4.250 |
0.6400 |
|
|
| Fisher Pivots for day following 29-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6793 |
0.6795 |
| PP |
0.6780 |
0.6785 |
| S1 |
0.6768 |
0.6775 |
|