CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 12-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6914 |
0.6921 |
0.0008 |
0.1% |
0.6817 |
| High |
0.6943 |
0.7001 |
0.0058 |
0.8% |
0.6906 |
| Low |
0.6890 |
0.6874 |
-0.0016 |
-0.2% |
0.6706 |
| Close |
0.6929 |
0.6988 |
0.0060 |
0.9% |
0.6900 |
| Range |
0.0053 |
0.0127 |
0.0074 |
138.7% |
0.0200 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.2% |
0.0000 |
| Volume |
60,568 |
101,602 |
41,034 |
67.7% |
433,311 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7334 |
0.7287 |
0.7058 |
|
| R3 |
0.7207 |
0.7161 |
0.7023 |
|
| R2 |
0.7081 |
0.7081 |
0.7011 |
|
| R1 |
0.7034 |
0.7034 |
0.7000 |
0.7058 |
| PP |
0.6954 |
0.6954 |
0.6954 |
0.6966 |
| S1 |
0.6908 |
0.6908 |
0.6976 |
0.6931 |
| S2 |
0.6828 |
0.6828 |
0.6965 |
|
| S3 |
0.6701 |
0.6781 |
0.6953 |
|
| S4 |
0.6575 |
0.6655 |
0.6918 |
|
|
| 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 |
0.7001 |
0.6732 |
0.0269 |
3.8% |
0.0099 |
1.4% |
95% |
True |
False |
85,089 |
| 10 |
0.7001 |
0.6706 |
0.0295 |
4.2% |
0.0107 |
1.5% |
96% |
True |
False |
87,320 |
| 20 |
0.7001 |
0.6650 |
0.0351 |
5.0% |
0.0098 |
1.4% |
96% |
True |
False |
77,735 |
| 40 |
0.7001 |
0.6617 |
0.0384 |
5.5% |
0.0093 |
1.3% |
97% |
True |
False |
42,262 |
| 60 |
0.7001 |
0.6244 |
0.0757 |
10.8% |
0.0093 |
1.3% |
98% |
True |
False |
28,205 |
| 80 |
0.7001 |
0.6225 |
0.0776 |
11.1% |
0.0092 |
1.3% |
98% |
True |
False |
21,168 |
| 100 |
0.7021 |
0.6225 |
0.0796 |
11.4% |
0.0082 |
1.2% |
96% |
False |
False |
16,935 |
| 120 |
0.7140 |
0.6225 |
0.0915 |
13.1% |
0.0071 |
1.0% |
83% |
False |
False |
14,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7538 |
|
2.618 |
0.7332 |
|
1.618 |
0.7205 |
|
1.000 |
0.7127 |
|
0.618 |
0.7079 |
|
HIGH |
0.7001 |
|
0.618 |
0.6952 |
|
0.500 |
0.6937 |
|
0.382 |
0.6922 |
|
LOW |
0.6874 |
|
0.618 |
0.6796 |
|
1.000 |
0.6748 |
|
1.618 |
0.6669 |
|
2.618 |
0.6543 |
|
4.250 |
0.6336 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6971 |
0.6971 |
| PP |
0.6954 |
0.6954 |
| S1 |
0.6937 |
0.6937 |
|