CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 20-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2023 |
20-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6956 |
0.6925 |
-0.0031 |
-0.4% |
0.6990 |
| High |
0.6962 |
0.6988 |
0.0026 |
0.4% |
0.7079 |
| Low |
0.6886 |
0.6921 |
0.0035 |
0.5% |
0.6886 |
| Close |
0.6932 |
0.6984 |
0.0052 |
0.8% |
0.6984 |
| Range |
0.0076 |
0.0067 |
-0.0009 |
-11.8% |
0.0193 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
86,923 |
57,149 |
-29,774 |
-34.3% |
370,114 |
|
| Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7165 |
0.7142 |
0.7021 |
|
| R3 |
0.7098 |
0.7075 |
0.7002 |
|
| R2 |
0.7031 |
0.7031 |
0.6996 |
|
| R1 |
0.7008 |
0.7008 |
0.6990 |
0.7019 |
| PP |
0.6964 |
0.6964 |
0.6964 |
0.6970 |
| S1 |
0.6941 |
0.6941 |
0.6978 |
0.6952 |
| S2 |
0.6897 |
0.6897 |
0.6972 |
|
| S3 |
0.6830 |
0.6874 |
0.6966 |
|
| S4 |
0.6763 |
0.6807 |
0.6947 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7560 |
0.7465 |
0.7090 |
|
| R3 |
0.7368 |
0.7272 |
0.7037 |
|
| R2 |
0.7175 |
0.7175 |
0.7019 |
|
| R1 |
0.7080 |
0.7080 |
0.7002 |
0.7031 |
| PP |
0.6983 |
0.6983 |
0.6983 |
0.6959 |
| S1 |
0.6887 |
0.6887 |
0.6966 |
0.6839 |
| S2 |
0.6790 |
0.6790 |
0.6949 |
|
| S3 |
0.6598 |
0.6695 |
0.6931 |
|
| S4 |
0.6405 |
0.6502 |
0.6878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7079 |
0.6886 |
0.0193 |
2.8% |
0.0088 |
1.3% |
51% |
False |
False |
88,799 |
| 10 |
0.7079 |
0.6732 |
0.0347 |
5.0% |
0.0094 |
1.3% |
73% |
False |
False |
86,944 |
| 20 |
0.7079 |
0.6669 |
0.0410 |
5.9% |
0.0095 |
1.4% |
77% |
False |
False |
81,114 |
| 40 |
0.7079 |
0.6635 |
0.0444 |
6.4% |
0.0094 |
1.3% |
79% |
False |
False |
53,274 |
| 60 |
0.7079 |
0.6310 |
0.0769 |
11.0% |
0.0094 |
1.3% |
88% |
False |
False |
35,601 |
| 80 |
0.7079 |
0.6225 |
0.0854 |
12.2% |
0.0092 |
1.3% |
89% |
False |
False |
26,714 |
| 100 |
0.7079 |
0.6225 |
0.0854 |
12.2% |
0.0085 |
1.2% |
89% |
False |
False |
21,375 |
| 120 |
0.7140 |
0.6225 |
0.0915 |
13.1% |
0.0074 |
1.1% |
83% |
False |
False |
17,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7272 |
|
2.618 |
0.7163 |
|
1.618 |
0.7096 |
|
1.000 |
0.7055 |
|
0.618 |
0.7029 |
|
HIGH |
0.6988 |
|
0.618 |
0.6962 |
|
0.500 |
0.6954 |
|
0.382 |
0.6946 |
|
LOW |
0.6921 |
|
0.618 |
0.6879 |
|
1.000 |
0.6854 |
|
1.618 |
0.6812 |
|
2.618 |
0.6745 |
|
4.250 |
0.6636 |
|
|
| Fisher Pivots for day following 20-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6974 |
0.6983 |
| PP |
0.6964 |
0.6983 |
| S1 |
0.6954 |
0.6982 |
|