CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 11-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6930 |
0.6914 |
-0.0017 |
-0.2% |
0.6817 |
| High |
0.6945 |
0.6943 |
-0.0002 |
0.0% |
0.6906 |
| Low |
0.6876 |
0.6890 |
0.0014 |
0.2% |
0.6706 |
| Close |
0.6911 |
0.6929 |
0.0018 |
0.3% |
0.6900 |
| Range |
0.0069 |
0.0053 |
-0.0016 |
-22.6% |
0.0200 |
| ATR |
0.0101 |
0.0097 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
76,366 |
60,568 |
-15,798 |
-20.7% |
433,311 |
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7079 |
0.7057 |
0.6958 |
|
| R3 |
0.7026 |
0.7004 |
0.6943 |
|
| R2 |
0.6973 |
0.6973 |
0.6938 |
|
| R1 |
0.6951 |
0.6951 |
0.6933 |
0.6962 |
| PP |
0.6920 |
0.6920 |
0.6920 |
0.6926 |
| S1 |
0.6898 |
0.6898 |
0.6924 |
0.6909 |
| S2 |
0.6867 |
0.6867 |
0.6919 |
|
| S3 |
0.6814 |
0.6845 |
0.6914 |
|
| S4 |
0.6761 |
0.6792 |
0.6899 |
|
|
| 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% |
0.0096 |
1.4% |
83% |
False |
False |
83,225 |
| 10 |
0.6968 |
0.6706 |
0.0262 |
3.8% |
0.0103 |
1.5% |
85% |
False |
False |
83,376 |
| 20 |
0.6968 |
0.6650 |
0.0318 |
4.6% |
0.0099 |
1.4% |
88% |
False |
False |
76,775 |
| 40 |
0.6968 |
0.6617 |
0.0351 |
5.1% |
0.0091 |
1.3% |
89% |
False |
False |
39,725 |
| 60 |
0.6968 |
0.6244 |
0.0724 |
10.4% |
0.0092 |
1.3% |
95% |
False |
False |
26,512 |
| 80 |
0.6968 |
0.6225 |
0.0743 |
10.7% |
0.0091 |
1.3% |
95% |
False |
False |
19,898 |
| 100 |
0.7021 |
0.6225 |
0.0796 |
11.5% |
0.0081 |
1.2% |
88% |
False |
False |
15,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7168 |
|
2.618 |
0.7081 |
|
1.618 |
0.7028 |
|
1.000 |
0.6996 |
|
0.618 |
0.6975 |
|
HIGH |
0.6943 |
|
0.618 |
0.6922 |
|
0.500 |
0.6916 |
|
0.382 |
0.6910 |
|
LOW |
0.6890 |
|
0.618 |
0.6857 |
|
1.000 |
0.6837 |
|
1.618 |
0.6804 |
|
2.618 |
0.6751 |
|
4.250 |
0.6664 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6924 |
0.6926 |
| PP |
0.6920 |
0.6924 |
| S1 |
0.6916 |
0.6922 |
|