CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 17-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2023 |
17-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6982 |
0.6990 |
0.0008 |
0.1% |
0.6894 |
| High |
0.7010 |
0.7035 |
0.0025 |
0.3% |
0.7010 |
| Low |
0.6931 |
0.6946 |
0.0015 |
0.2% |
0.6874 |
| Close |
0.6993 |
0.7004 |
0.0011 |
0.2% |
0.6993 |
| Range |
0.0079 |
0.0089 |
0.0010 |
12.7% |
0.0136 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
73,884 |
110,563 |
36,679 |
49.6% |
398,012 |
|
| Daily Pivots for day following 17-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7262 |
0.7222 |
0.7053 |
|
| R3 |
0.7173 |
0.7133 |
0.7028 |
|
| R2 |
0.7084 |
0.7084 |
0.7020 |
|
| R1 |
0.7044 |
0.7044 |
0.7012 |
0.7064 |
| PP |
0.6995 |
0.6995 |
0.6995 |
0.7005 |
| S1 |
0.6955 |
0.6955 |
0.6996 |
0.6975 |
| S2 |
0.6906 |
0.6906 |
0.6988 |
|
| S3 |
0.6817 |
0.6866 |
0.6980 |
|
| S4 |
0.6728 |
0.6777 |
0.6955 |
|
|
| 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 |
0.7035 |
0.6874 |
0.0161 |
2.3% |
0.0083 |
1.2% |
81% |
True |
False |
84,596 |
| 10 |
0.7035 |
0.6706 |
0.0329 |
4.7% |
0.0109 |
1.6% |
91% |
True |
False |
94,188 |
| 20 |
0.7035 |
0.6650 |
0.0385 |
5.5% |
0.0093 |
1.3% |
92% |
True |
False |
79,925 |
| 40 |
0.7035 |
0.6617 |
0.0418 |
6.0% |
0.0094 |
1.3% |
93% |
True |
False |
46,792 |
| 60 |
0.7035 |
0.6244 |
0.0791 |
11.3% |
0.0094 |
1.3% |
96% |
True |
False |
31,279 |
| 80 |
0.7035 |
0.6225 |
0.0810 |
11.6% |
0.0093 |
1.3% |
96% |
True |
False |
23,473 |
| 100 |
0.7035 |
0.6225 |
0.0810 |
11.6% |
0.0083 |
1.2% |
96% |
True |
False |
18,780 |
| 120 |
0.7140 |
0.6225 |
0.0915 |
13.1% |
0.0073 |
1.0% |
85% |
False |
False |
15,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7413 |
|
2.618 |
0.7268 |
|
1.618 |
0.7179 |
|
1.000 |
0.7124 |
|
0.618 |
0.7090 |
|
HIGH |
0.7035 |
|
0.618 |
0.7001 |
|
0.500 |
0.6990 |
|
0.382 |
0.6979 |
|
LOW |
0.6946 |
|
0.618 |
0.6890 |
|
1.000 |
0.6857 |
|
1.618 |
0.6801 |
|
2.618 |
0.6712 |
|
4.250 |
0.6567 |
|
|
| Fisher Pivots for day following 17-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6999 |
0.6987 |
| PP |
0.6995 |
0.6971 |
| S1 |
0.6990 |
0.6954 |
|