CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 03-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2022 |
03-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6790 |
0.6817 |
0.0027 |
0.4% |
0.6741 |
| High |
0.6841 |
0.6854 |
0.0014 |
0.2% |
0.6841 |
| Low |
0.6773 |
0.6706 |
-0.0067 |
-1.0% |
0.6729 |
| Close |
0.6829 |
0.6754 |
-0.0075 |
-1.1% |
0.6829 |
| Range |
0.0068 |
0.0148 |
0.0080 |
117.6% |
0.0112 |
| ATR |
0.0089 |
0.0093 |
0.0004 |
4.8% |
0.0000 |
| Volume |
62,239 |
110,981 |
48,742 |
78.3% |
228,843 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7215 |
0.7133 |
0.6835 |
|
| R3 |
0.7067 |
0.6985 |
0.6795 |
|
| R2 |
0.6919 |
0.6919 |
0.6781 |
|
| R1 |
0.6837 |
0.6837 |
0.6768 |
0.6804 |
| PP |
0.6771 |
0.6771 |
0.6771 |
0.6755 |
| S1 |
0.6689 |
0.6689 |
0.6740 |
0.6656 |
| S2 |
0.6623 |
0.6623 |
0.6727 |
|
| S3 |
0.6475 |
0.6541 |
0.6713 |
|
| S4 |
0.6327 |
0.6393 |
0.6673 |
|
|
| 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 |
0.6854 |
0.6706 |
0.0148 |
2.2% |
0.0086 |
1.3% |
32% |
True |
True |
67,964 |
| 10 |
0.6854 |
0.6650 |
0.0204 |
3.0% |
0.0085 |
1.3% |
51% |
True |
False |
69,211 |
| 20 |
0.6919 |
0.6650 |
0.0269 |
4.0% |
0.0092 |
1.4% |
39% |
False |
False |
51,305 |
| 40 |
0.6919 |
0.6319 |
0.0600 |
8.9% |
0.0096 |
1.4% |
73% |
False |
False |
26,128 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.3% |
0.0089 |
1.3% |
76% |
False |
False |
17,434 |
| 80 |
0.6925 |
0.6225 |
0.0700 |
10.4% |
0.0087 |
1.3% |
76% |
False |
False |
13,088 |
| 100 |
0.7140 |
0.6225 |
0.0915 |
13.5% |
0.0075 |
1.1% |
58% |
False |
False |
10,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7483 |
|
2.618 |
0.7241 |
|
1.618 |
0.7093 |
|
1.000 |
0.7002 |
|
0.618 |
0.6945 |
|
HIGH |
0.6854 |
|
0.618 |
0.6797 |
|
0.500 |
0.6780 |
|
0.382 |
0.6763 |
|
LOW |
0.6706 |
|
0.618 |
0.6615 |
|
1.000 |
0.6558 |
|
1.618 |
0.6467 |
|
2.618 |
0.6319 |
|
4.250 |
0.6077 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6780 |
0.6780 |
| PP |
0.6771 |
0.6771 |
| S1 |
0.6763 |
0.6763 |
|