CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 19-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2023 |
19-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7004 |
0.6956 |
-0.0048 |
-0.7% |
0.6894 |
| High |
0.7079 |
0.6962 |
-0.0117 |
-1.6% |
0.7010 |
| Low |
0.6950 |
0.6886 |
-0.0064 |
-0.9% |
0.6874 |
| Close |
0.6960 |
0.6932 |
-0.0028 |
-0.4% |
0.6993 |
| Range |
0.0129 |
0.0076 |
-0.0053 |
-40.9% |
0.0136 |
| ATR |
0.0099 |
0.0098 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
115,479 |
86,923 |
-28,556 |
-24.7% |
398,012 |
|
| Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7155 |
0.7119 |
0.6974 |
|
| R3 |
0.7079 |
0.7043 |
0.6953 |
|
| R2 |
0.7003 |
0.7003 |
0.6946 |
|
| R1 |
0.6967 |
0.6967 |
0.6939 |
0.6947 |
| PP |
0.6927 |
0.6927 |
0.6927 |
0.6917 |
| S1 |
0.6891 |
0.6891 |
0.6925 |
0.6871 |
| S2 |
0.6851 |
0.6851 |
0.6918 |
|
| S3 |
0.6775 |
0.6815 |
0.6911 |
|
| S4 |
0.6699 |
0.6739 |
0.6890 |
|
|
| 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 |
3.0% |
0.0100 |
1.4% |
28% |
False |
False |
97,690 |
| 10 |
0.7079 |
0.6732 |
0.0347 |
5.0% |
0.0098 |
1.4% |
58% |
False |
False |
90,457 |
| 20 |
0.7079 |
0.6650 |
0.0429 |
6.2% |
0.0098 |
1.4% |
66% |
False |
False |
83,232 |
| 40 |
0.7079 |
0.6617 |
0.0462 |
6.7% |
0.0094 |
1.4% |
68% |
False |
False |
51,847 |
| 60 |
0.7079 |
0.6310 |
0.0769 |
11.1% |
0.0094 |
1.4% |
81% |
False |
False |
34,651 |
| 80 |
0.7079 |
0.6225 |
0.0854 |
12.3% |
0.0093 |
1.3% |
83% |
False |
False |
26,000 |
| 100 |
0.7079 |
0.6225 |
0.0854 |
12.3% |
0.0085 |
1.2% |
83% |
False |
False |
20,804 |
| 120 |
0.7140 |
0.6225 |
0.0915 |
13.2% |
0.0074 |
1.1% |
77% |
False |
False |
17,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7285 |
|
2.618 |
0.7161 |
|
1.618 |
0.7085 |
|
1.000 |
0.7038 |
|
0.618 |
0.7009 |
|
HIGH |
0.6962 |
|
0.618 |
0.6933 |
|
0.500 |
0.6924 |
|
0.382 |
0.6915 |
|
LOW |
0.6886 |
|
0.618 |
0.6839 |
|
1.000 |
0.6810 |
|
1.618 |
0.6763 |
|
2.618 |
0.6687 |
|
4.250 |
0.6563 |
|
|
| Fisher Pivots for day following 19-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6929 |
0.6982 |
| PP |
0.6927 |
0.6966 |
| S1 |
0.6924 |
0.6949 |
|