CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 09-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2023 |
09-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6771 |
0.6894 |
0.0123 |
1.8% |
0.6817 |
| High |
0.6905 |
0.6968 |
0.0063 |
0.9% |
0.6906 |
| Low |
0.6732 |
0.6892 |
0.0160 |
2.4% |
0.6706 |
| Close |
0.6900 |
0.6952 |
0.0052 |
0.8% |
0.6900 |
| Range |
0.0173 |
0.0076 |
-0.0097 |
-56.2% |
0.0200 |
| ATR |
0.0105 |
0.0102 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
101,320 |
85,592 |
-15,728 |
-15.5% |
433,311 |
|
| Daily Pivots for day following 09-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7164 |
0.7133 |
0.6994 |
|
| R3 |
0.7088 |
0.7058 |
0.6973 |
|
| R2 |
0.7013 |
0.7013 |
0.6966 |
|
| R1 |
0.6982 |
0.6982 |
0.6959 |
0.6998 |
| PP |
0.6937 |
0.6937 |
0.6937 |
0.6945 |
| S1 |
0.6907 |
0.6907 |
0.6945 |
0.6922 |
| S2 |
0.6862 |
0.6862 |
0.6938 |
|
| S3 |
0.6786 |
0.6831 |
0.6931 |
|
| S4 |
0.6711 |
0.6756 |
0.6910 |
|
|
| 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 |
0.6968 |
0.6706 |
0.0262 |
3.8% |
0.0136 |
2.0% |
94% |
True |
False |
103,780 |
| 10 |
0.6968 |
0.6681 |
0.0287 |
4.1% |
0.0103 |
1.5% |
95% |
True |
False |
80,692 |
| 20 |
0.6968 |
0.6650 |
0.0318 |
4.6% |
0.0100 |
1.4% |
95% |
True |
False |
71,235 |
| 40 |
0.6968 |
0.6426 |
0.0542 |
7.8% |
0.0098 |
1.4% |
97% |
True |
False |
36,312 |
| 60 |
0.6968 |
0.6225 |
0.0743 |
10.7% |
0.0094 |
1.4% |
98% |
True |
False |
24,231 |
| 80 |
0.6968 |
0.6225 |
0.0743 |
10.7% |
0.0090 |
1.3% |
98% |
True |
False |
18,187 |
| 100 |
0.7021 |
0.6225 |
0.0796 |
11.4% |
0.0080 |
1.1% |
91% |
False |
False |
14,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7288 |
|
2.618 |
0.7165 |
|
1.618 |
0.7090 |
|
1.000 |
0.7043 |
|
0.618 |
0.7014 |
|
HIGH |
0.6968 |
|
0.618 |
0.6939 |
|
0.500 |
0.6930 |
|
0.382 |
0.6921 |
|
LOW |
0.6892 |
|
0.618 |
0.6845 |
|
1.000 |
0.6817 |
|
1.618 |
0.6770 |
|
2.618 |
0.6694 |
|
4.250 |
0.6571 |
|
|
| Fisher Pivots for day following 09-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6945 |
0.6918 |
| PP |
0.6937 |
0.6884 |
| S1 |
0.6930 |
0.6850 |
|