CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 05-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6749 |
0.6854 |
0.0106 |
1.6% |
0.6741 |
| High |
0.6906 |
0.6864 |
-0.0043 |
-0.6% |
0.6841 |
| Low |
0.6735 |
0.6753 |
0.0018 |
0.3% |
0.6729 |
| Close |
0.6859 |
0.6776 |
-0.0083 |
-1.2% |
0.6829 |
| Range |
0.0171 |
0.0111 |
-0.0060 |
-35.1% |
0.0112 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
0.9% |
0.0000 |
| Volume |
128,730 |
92,280 |
-36,450 |
-28.3% |
228,843 |
|
| Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7130 |
0.7064 |
0.6837 |
|
| R3 |
0.7019 |
0.6953 |
0.6806 |
|
| R2 |
0.6908 |
0.6908 |
0.6796 |
|
| R1 |
0.6842 |
0.6842 |
0.6786 |
0.6820 |
| PP |
0.6797 |
0.6797 |
0.6797 |
0.6786 |
| S1 |
0.6731 |
0.6731 |
0.6765 |
0.6709 |
| S2 |
0.6686 |
0.6686 |
0.6755 |
|
| S3 |
0.6575 |
0.6620 |
0.6745 |
|
| S4 |
0.6464 |
0.6509 |
0.6714 |
|
|
| 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 |
3.0% |
0.0115 |
1.7% |
35% |
False |
False |
89,551 |
| 10 |
0.6906 |
0.6669 |
0.0237 |
3.5% |
0.0097 |
1.4% |
45% |
False |
False |
75,285 |
| 20 |
0.6919 |
0.6650 |
0.0269 |
4.0% |
0.0095 |
1.4% |
47% |
False |
False |
62,140 |
| 40 |
0.6919 |
0.6426 |
0.0493 |
7.3% |
0.0096 |
1.4% |
71% |
False |
False |
31,641 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.2% |
0.0092 |
1.4% |
79% |
False |
False |
21,117 |
| 80 |
0.6925 |
0.6225 |
0.0700 |
10.3% |
0.0090 |
1.3% |
79% |
False |
False |
15,850 |
| 100 |
0.7040 |
0.6225 |
0.0815 |
12.0% |
0.0077 |
1.1% |
68% |
False |
False |
12,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7335 |
|
2.618 |
0.7154 |
|
1.618 |
0.7043 |
|
1.000 |
0.6975 |
|
0.618 |
0.6932 |
|
HIGH |
0.6864 |
|
0.618 |
0.6821 |
|
0.500 |
0.6808 |
|
0.382 |
0.6795 |
|
LOW |
0.6753 |
|
0.618 |
0.6684 |
|
1.000 |
0.6642 |
|
1.618 |
0.6573 |
|
2.618 |
0.6462 |
|
4.250 |
0.6281 |
|
|
| Fisher Pivots for day following 05-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6808 |
0.6806 |
| PP |
0.6797 |
0.6796 |
| S1 |
0.6786 |
0.6786 |
|