CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 18-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2023 |
18-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6990 |
0.7004 |
0.0014 |
0.2% |
0.6894 |
| High |
0.7035 |
0.7079 |
0.0044 |
0.6% |
0.7010 |
| Low |
0.6946 |
0.6950 |
0.0005 |
0.1% |
0.6874 |
| Close |
0.7004 |
0.6960 |
-0.0045 |
-0.6% |
0.6993 |
| Range |
0.0089 |
0.0129 |
0.0040 |
44.4% |
0.0136 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.3% |
0.0000 |
| Volume |
110,563 |
115,479 |
4,916 |
4.4% |
398,012 |
|
| Daily Pivots for day following 18-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7382 |
0.7299 |
0.7030 |
|
| R3 |
0.7253 |
0.7171 |
0.6995 |
|
| R2 |
0.7125 |
0.7125 |
0.6983 |
|
| R1 |
0.7042 |
0.7042 |
0.6971 |
0.7019 |
| PP |
0.6996 |
0.6996 |
0.6996 |
0.6985 |
| S1 |
0.6914 |
0.6914 |
0.6948 |
0.6891 |
| S2 |
0.6868 |
0.6868 |
0.6936 |
|
| S3 |
0.6739 |
0.6785 |
0.6924 |
|
| S4 |
0.6611 |
0.6657 |
0.6889 |
|
|
| 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 |
0.7079 |
0.6874 |
0.0205 |
2.9% |
0.0095 |
1.4% |
42% |
True |
False |
92,419 |
| 10 |
0.7079 |
0.6732 |
0.0347 |
5.0% |
0.0107 |
1.5% |
66% |
True |
False |
94,638 |
| 20 |
0.7079 |
0.6650 |
0.0429 |
6.2% |
0.0096 |
1.4% |
72% |
True |
False |
81,924 |
| 40 |
0.7079 |
0.6617 |
0.0462 |
6.6% |
0.0094 |
1.4% |
74% |
True |
False |
49,676 |
| 60 |
0.7079 |
0.6244 |
0.0835 |
12.0% |
0.0095 |
1.4% |
86% |
True |
False |
33,204 |
| 80 |
0.7079 |
0.6225 |
0.0854 |
12.3% |
0.0093 |
1.3% |
86% |
True |
False |
24,913 |
| 100 |
0.7079 |
0.6225 |
0.0854 |
12.3% |
0.0084 |
1.2% |
86% |
True |
False |
19,935 |
| 120 |
0.7140 |
0.6225 |
0.0915 |
13.1% |
0.0074 |
1.1% |
80% |
False |
False |
16,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7625 |
|
2.618 |
0.7415 |
|
1.618 |
0.7286 |
|
1.000 |
0.7207 |
|
0.618 |
0.7158 |
|
HIGH |
0.7079 |
|
0.618 |
0.7029 |
|
0.500 |
0.7014 |
|
0.382 |
0.6999 |
|
LOW |
0.6950 |
|
0.618 |
0.6871 |
|
1.000 |
0.6822 |
|
1.618 |
0.6742 |
|
2.618 |
0.6614 |
|
4.250 |
0.6404 |
|
|
| Fisher Pivots for day following 18-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7014 |
0.7005 |
| PP |
0.6996 |
0.6990 |
| S1 |
0.6978 |
0.6975 |
|