CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 06-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6854 |
0.6771 |
-0.0084 |
-1.2% |
0.6817 |
| High |
0.6864 |
0.6905 |
0.0041 |
0.6% |
0.6906 |
| Low |
0.6753 |
0.6732 |
-0.0021 |
-0.3% |
0.6706 |
| Close |
0.6776 |
0.6900 |
0.0125 |
1.8% |
0.6900 |
| Range |
0.0111 |
0.0173 |
0.0062 |
55.4% |
0.0200 |
| ATR |
0.0099 |
0.0105 |
0.0005 |
5.3% |
0.0000 |
| Volume |
92,280 |
101,320 |
9,040 |
9.8% |
433,311 |
|
| Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7363 |
0.7304 |
0.6995 |
|
| R3 |
0.7191 |
0.7132 |
0.6947 |
|
| R2 |
0.7018 |
0.7018 |
0.6932 |
|
| R1 |
0.6959 |
0.6959 |
0.6916 |
0.6989 |
| PP |
0.6846 |
0.6846 |
0.6846 |
0.6860 |
| S1 |
0.6787 |
0.6787 |
0.6884 |
0.6816 |
| S2 |
0.6673 |
0.6673 |
0.6868 |
|
| S3 |
0.6501 |
0.6614 |
0.6853 |
|
| S4 |
0.6328 |
0.6442 |
0.6805 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7437 |
0.7369 |
0.7010 |
|
| R3 |
0.7237 |
0.7169 |
0.6955 |
|
| R2 |
0.7037 |
0.7037 |
0.6937 |
|
| R1 |
0.6969 |
0.6969 |
0.6918 |
0.7003 |
| PP |
0.6837 |
0.6837 |
0.6837 |
0.6855 |
| S1 |
0.6769 |
0.6769 |
0.6882 |
0.6803 |
| S2 |
0.6637 |
0.6637 |
0.6863 |
|
| S3 |
0.6437 |
0.6569 |
0.6845 |
|
| S4 |
0.6237 |
0.6369 |
0.6790 |
|
|
| 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% |
0.0134 |
1.9% |
97% |
False |
False |
99,110 |
| 10 |
0.6906 |
0.6669 |
0.0237 |
3.4% |
0.0107 |
1.6% |
97% |
False |
False |
79,779 |
| 20 |
0.6919 |
0.6650 |
0.0269 |
3.9% |
0.0100 |
1.5% |
93% |
False |
False |
67,124 |
| 40 |
0.6919 |
0.6426 |
0.0493 |
7.1% |
0.0098 |
1.4% |
96% |
False |
False |
34,173 |
| 60 |
0.6919 |
0.6225 |
0.0694 |
10.1% |
0.0094 |
1.4% |
97% |
False |
False |
22,805 |
| 80 |
0.6919 |
0.6225 |
0.0694 |
10.1% |
0.0090 |
1.3% |
97% |
False |
False |
17,117 |
| 100 |
0.7040 |
0.6225 |
0.0815 |
11.8% |
0.0079 |
1.1% |
83% |
False |
False |
13,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7638 |
|
2.618 |
0.7356 |
|
1.618 |
0.7184 |
|
1.000 |
0.7077 |
|
0.618 |
0.7011 |
|
HIGH |
0.6905 |
|
0.618 |
0.6839 |
|
0.500 |
0.6818 |
|
0.382 |
0.6798 |
|
LOW |
0.6732 |
|
0.618 |
0.6625 |
|
1.000 |
0.6560 |
|
1.618 |
0.6453 |
|
2.618 |
0.6280 |
|
4.250 |
0.5999 |
|
|
| Fisher Pivots for day following 06-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6873 |
0.6873 |
| PP |
0.6846 |
0.6846 |
| S1 |
0.6818 |
0.6819 |
|