CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 13-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2023 |
13-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6921 |
0.6982 |
0.0061 |
0.9% |
0.6894 |
| High |
0.7001 |
0.7010 |
0.0010 |
0.1% |
0.7010 |
| Low |
0.6874 |
0.6931 |
0.0057 |
0.8% |
0.6874 |
| Close |
0.6988 |
0.6993 |
0.0005 |
0.1% |
0.6993 |
| Range |
0.0127 |
0.0079 |
-0.0048 |
-37.5% |
0.0136 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
101,602 |
73,884 |
-27,718 |
-27.3% |
398,012 |
|
| Daily Pivots for day following 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7215 |
0.7183 |
0.7036 |
|
| R3 |
0.7136 |
0.7104 |
0.7015 |
|
| R2 |
0.7057 |
0.7057 |
0.7007 |
|
| R1 |
0.7025 |
0.7025 |
0.7000 |
0.7041 |
| PP |
0.6978 |
0.6978 |
0.6978 |
0.6986 |
| S1 |
0.6946 |
0.6946 |
0.6986 |
0.6962 |
| S2 |
0.6899 |
0.6899 |
0.6979 |
|
| S3 |
0.6820 |
0.6867 |
0.6971 |
|
| S4 |
0.6741 |
0.6788 |
0.6950 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7367 |
0.7316 |
0.7068 |
|
| R3 |
0.7231 |
0.7180 |
0.7030 |
|
| R2 |
0.7095 |
0.7095 |
0.7018 |
|
| R1 |
0.7044 |
0.7044 |
0.7005 |
0.7070 |
| PP |
0.6959 |
0.6959 |
0.6959 |
0.6972 |
| S1 |
0.6908 |
0.6908 |
0.6981 |
0.6934 |
| S2 |
0.6823 |
0.6823 |
0.6968 |
|
| S3 |
0.6687 |
0.6772 |
0.6956 |
|
| S4 |
0.6551 |
0.6636 |
0.6918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7010 |
0.6874 |
0.0136 |
1.9% |
0.0081 |
1.2% |
88% |
True |
False |
79,602 |
| 10 |
0.7010 |
0.6706 |
0.0304 |
4.3% |
0.0107 |
1.5% |
94% |
True |
False |
89,356 |
| 20 |
0.7010 |
0.6650 |
0.0360 |
5.1% |
0.0098 |
1.4% |
95% |
True |
False |
77,928 |
| 40 |
0.7010 |
0.6617 |
0.0393 |
5.6% |
0.0093 |
1.3% |
96% |
True |
False |
44,105 |
| 60 |
0.7010 |
0.6244 |
0.0767 |
11.0% |
0.0093 |
1.3% |
98% |
True |
False |
29,436 |
| 80 |
0.7010 |
0.6225 |
0.0785 |
11.2% |
0.0093 |
1.3% |
98% |
True |
False |
22,091 |
| 100 |
0.7021 |
0.6225 |
0.0796 |
11.4% |
0.0083 |
1.2% |
96% |
False |
False |
17,674 |
| 120 |
0.7140 |
0.6225 |
0.0915 |
13.1% |
0.0072 |
1.0% |
84% |
False |
False |
14,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7346 |
|
2.618 |
0.7217 |
|
1.618 |
0.7138 |
|
1.000 |
0.7089 |
|
0.618 |
0.7059 |
|
HIGH |
0.7010 |
|
0.618 |
0.6980 |
|
0.500 |
0.6971 |
|
0.382 |
0.6961 |
|
LOW |
0.6931 |
|
0.618 |
0.6882 |
|
1.000 |
0.6852 |
|
1.618 |
0.6803 |
|
2.618 |
0.6724 |
|
4.250 |
0.6595 |
|
|
| Fisher Pivots for day following 13-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6986 |
0.6976 |
| PP |
0.6978 |
0.6959 |
| S1 |
0.6971 |
0.6942 |
|