CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 30-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6758 |
0.6790 |
0.0032 |
0.5% |
0.6741 |
| High |
0.6807 |
0.6841 |
0.0034 |
0.5% |
0.6841 |
| Low |
0.6729 |
0.6773 |
0.0044 |
0.6% |
0.6729 |
| Close |
0.6806 |
0.6829 |
0.0023 |
0.3% |
0.6829 |
| Range |
0.0078 |
0.0068 |
-0.0010 |
-12.3% |
0.0112 |
| ATR |
0.0090 |
0.0089 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
53,525 |
62,239 |
8,714 |
16.3% |
228,843 |
|
| Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7018 |
0.6991 |
0.6866 |
|
| R3 |
0.6950 |
0.6923 |
0.6847 |
|
| R2 |
0.6882 |
0.6882 |
0.6841 |
|
| R1 |
0.6855 |
0.6855 |
0.6835 |
0.6869 |
| PP |
0.6814 |
0.6814 |
0.6814 |
0.6821 |
| S1 |
0.6787 |
0.6787 |
0.6822 |
0.6801 |
| S2 |
0.6746 |
0.6746 |
0.6816 |
|
| S3 |
0.6678 |
0.6719 |
0.6810 |
|
| S4 |
0.6610 |
0.6651 |
0.6791 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7134 |
0.7093 |
0.6890 |
|
| R3 |
0.7022 |
0.6981 |
0.6859 |
|
| R2 |
0.6911 |
0.6911 |
0.6849 |
|
| R1 |
0.6870 |
0.6870 |
0.6839 |
0.6890 |
| PP |
0.6799 |
0.6799 |
0.6799 |
0.6810 |
| S1 |
0.6758 |
0.6758 |
0.6818 |
0.6779 |
| S2 |
0.6688 |
0.6688 |
0.6808 |
|
| S3 |
0.6576 |
0.6647 |
0.6798 |
|
| S4 |
0.6465 |
0.6535 |
0.6767 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6841 |
0.6681 |
0.0160 |
2.3% |
0.0070 |
1.0% |
93% |
True |
False |
57,605 |
| 10 |
0.6841 |
0.6650 |
0.0191 |
2.8% |
0.0077 |
1.1% |
94% |
True |
False |
65,661 |
| 20 |
0.6919 |
0.6650 |
0.0269 |
3.9% |
0.0090 |
1.3% |
66% |
False |
False |
45,910 |
| 40 |
0.6919 |
0.6310 |
0.0609 |
8.9% |
0.0094 |
1.4% |
85% |
False |
False |
23,355 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.2% |
0.0089 |
1.3% |
87% |
False |
False |
15,584 |
| 80 |
0.6925 |
0.6225 |
0.0700 |
10.3% |
0.0086 |
1.3% |
86% |
False |
False |
11,701 |
| 100 |
0.7140 |
0.6225 |
0.0915 |
13.4% |
0.0074 |
1.1% |
66% |
False |
False |
9,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7130 |
|
2.618 |
0.7019 |
|
1.618 |
0.6951 |
|
1.000 |
0.6909 |
|
0.618 |
0.6883 |
|
HIGH |
0.6841 |
|
0.618 |
0.6815 |
|
0.500 |
0.6807 |
|
0.382 |
0.6798 |
|
LOW |
0.6773 |
|
0.618 |
0.6730 |
|
1.000 |
0.6705 |
|
1.618 |
0.6662 |
|
2.618 |
0.6594 |
|
4.250 |
0.6484 |
|
|
| Fisher Pivots for day following 30-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6821 |
0.6814 |
| PP |
0.6814 |
0.6799 |
| S1 |
0.6807 |
0.6785 |
|