CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 10-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2023 |
10-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6894 |
0.6930 |
0.0037 |
0.5% |
0.6817 |
| High |
0.6968 |
0.6945 |
-0.0023 |
-0.3% |
0.6906 |
| Low |
0.6892 |
0.6876 |
-0.0016 |
-0.2% |
0.6706 |
| Close |
0.6952 |
0.6911 |
-0.0041 |
-0.6% |
0.6900 |
| Range |
0.0076 |
0.0069 |
-0.0007 |
-9.3% |
0.0200 |
| ATR |
0.0102 |
0.0101 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
85,592 |
76,366 |
-9,226 |
-10.8% |
433,311 |
|
| Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7116 |
0.7082 |
0.6949 |
|
| R3 |
0.7048 |
0.7014 |
0.6930 |
|
| R2 |
0.6979 |
0.6979 |
0.6924 |
|
| R1 |
0.6945 |
0.6945 |
0.6917 |
0.6928 |
| PP |
0.6911 |
0.6911 |
0.6911 |
0.6902 |
| S1 |
0.6877 |
0.6877 |
0.6905 |
0.6859 |
| S2 |
0.6842 |
0.6842 |
0.6898 |
|
| S3 |
0.6774 |
0.6808 |
0.6892 |
|
| S4 |
0.6705 |
0.6740 |
0.6873 |
|
|
| 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 |
0.6732 |
0.0236 |
3.4% |
0.0120 |
1.7% |
76% |
False |
False |
96,857 |
| 10 |
0.6968 |
0.6706 |
0.0262 |
3.8% |
0.0103 |
1.5% |
78% |
False |
False |
82,411 |
| 20 |
0.6968 |
0.6650 |
0.0318 |
4.6% |
0.0100 |
1.4% |
82% |
False |
False |
74,502 |
| 40 |
0.6968 |
0.6612 |
0.0356 |
5.2% |
0.0094 |
1.4% |
84% |
False |
False |
38,216 |
| 60 |
0.6968 |
0.6232 |
0.0736 |
10.6% |
0.0094 |
1.4% |
92% |
False |
False |
25,503 |
| 80 |
0.6968 |
0.6225 |
0.0743 |
10.7% |
0.0091 |
1.3% |
92% |
False |
False |
19,141 |
| 100 |
0.7021 |
0.6225 |
0.0796 |
11.5% |
0.0080 |
1.2% |
86% |
False |
False |
15,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7236 |
|
2.618 |
0.7124 |
|
1.618 |
0.7055 |
|
1.000 |
0.7013 |
|
0.618 |
0.6987 |
|
HIGH |
0.6945 |
|
0.618 |
0.6918 |
|
0.500 |
0.6910 |
|
0.382 |
0.6902 |
|
LOW |
0.6876 |
|
0.618 |
0.6834 |
|
1.000 |
0.6808 |
|
1.618 |
0.6765 |
|
2.618 |
0.6697 |
|
4.250 |
0.6585 |
|
|
| Fisher Pivots for day following 10-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6911 |
0.6891 |
| PP |
0.6911 |
0.6870 |
| S1 |
0.6910 |
0.6850 |
|