CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 04-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6817 |
0.6749 |
-0.0069 |
-1.0% |
0.6741 |
| High |
0.6854 |
0.6906 |
0.0052 |
0.8% |
0.6841 |
| Low |
0.6706 |
0.6735 |
0.0029 |
0.4% |
0.6729 |
| Close |
0.6754 |
0.6859 |
0.0105 |
1.5% |
0.6829 |
| Range |
0.0148 |
0.0171 |
0.0023 |
15.5% |
0.0112 |
| ATR |
0.0093 |
0.0098 |
0.0006 |
6.0% |
0.0000 |
| Volume |
110,981 |
128,730 |
17,749 |
16.0% |
228,843 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7346 |
0.7273 |
0.6953 |
|
| R3 |
0.7175 |
0.7102 |
0.6906 |
|
| R2 |
0.7004 |
0.7004 |
0.6890 |
|
| R1 |
0.6931 |
0.6931 |
0.6874 |
0.6968 |
| PP |
0.6833 |
0.6833 |
0.6833 |
0.6851 |
| S1 |
0.6760 |
0.6760 |
0.6843 |
0.6797 |
| S2 |
0.6662 |
0.6662 |
0.6827 |
|
| S3 |
0.6491 |
0.6589 |
0.6811 |
|
| S4 |
0.6320 |
0.6418 |
0.6764 |
|
|
| 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 |
0.6906 |
0.6706 |
0.0200 |
2.9% |
0.0109 |
1.6% |
76% |
True |
False |
83,526 |
| 10 |
0.6906 |
0.6650 |
0.0256 |
3.7% |
0.0097 |
1.4% |
81% |
True |
False |
76,007 |
| 20 |
0.6919 |
0.6650 |
0.0269 |
3.9% |
0.0093 |
1.4% |
78% |
False |
False |
57,630 |
| 40 |
0.6919 |
0.6426 |
0.0493 |
7.2% |
0.0095 |
1.4% |
88% |
False |
False |
29,336 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.1% |
0.0091 |
1.3% |
91% |
False |
False |
19,579 |
| 80 |
0.6925 |
0.6225 |
0.0700 |
10.2% |
0.0089 |
1.3% |
91% |
False |
False |
14,697 |
| 100 |
0.7140 |
0.6225 |
0.0915 |
13.3% |
0.0076 |
1.1% |
69% |
False |
False |
11,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7633 |
|
2.618 |
0.7354 |
|
1.618 |
0.7183 |
|
1.000 |
0.7077 |
|
0.618 |
0.7012 |
|
HIGH |
0.6906 |
|
0.618 |
0.6841 |
|
0.500 |
0.6821 |
|
0.382 |
0.6800 |
|
LOW |
0.6735 |
|
0.618 |
0.6629 |
|
1.000 |
0.6564 |
|
1.618 |
0.6458 |
|
2.618 |
0.6287 |
|
4.250 |
0.6008 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6846 |
0.6841 |
| PP |
0.6833 |
0.6824 |
| S1 |
0.6821 |
0.6806 |
|