CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 23-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2023 |
23-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6925 |
0.6986 |
0.0061 |
0.9% |
0.6990 |
| High |
0.6988 |
0.7054 |
0.0066 |
0.9% |
0.7079 |
| Low |
0.6921 |
0.6976 |
0.0055 |
0.8% |
0.6886 |
| Close |
0.6984 |
0.7034 |
0.0050 |
0.7% |
0.6984 |
| Range |
0.0067 |
0.0078 |
0.0011 |
16.4% |
0.0193 |
| ATR |
0.0096 |
0.0094 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
57,149 |
80,791 |
23,642 |
41.4% |
370,114 |
|
| Daily Pivots for day following 23-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7255 |
0.7222 |
0.7076 |
|
| R3 |
0.7177 |
0.7144 |
0.7055 |
|
| R2 |
0.7099 |
0.7099 |
0.7048 |
|
| R1 |
0.7066 |
0.7066 |
0.7041 |
0.7083 |
| PP |
0.7021 |
0.7021 |
0.7021 |
0.7029 |
| S1 |
0.6988 |
0.6988 |
0.7026 |
0.7005 |
| S2 |
0.6943 |
0.6943 |
0.7019 |
|
| S3 |
0.6865 |
0.6910 |
0.7012 |
|
| S4 |
0.6787 |
0.6832 |
0.6991 |
|
|
| 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 |
2.7% |
0.0088 |
1.2% |
77% |
False |
False |
90,181 |
| 10 |
0.7079 |
0.6874 |
0.0205 |
2.9% |
0.0084 |
1.2% |
78% |
False |
False |
84,891 |
| 20 |
0.7079 |
0.6669 |
0.0410 |
5.8% |
0.0096 |
1.4% |
89% |
False |
False |
82,335 |
| 40 |
0.7079 |
0.6650 |
0.0429 |
6.1% |
0.0094 |
1.3% |
89% |
False |
False |
55,292 |
| 60 |
0.7079 |
0.6310 |
0.0769 |
10.9% |
0.0093 |
1.3% |
94% |
False |
False |
36,948 |
| 80 |
0.7079 |
0.6225 |
0.0854 |
12.1% |
0.0093 |
1.3% |
95% |
False |
False |
27,723 |
| 100 |
0.7079 |
0.6225 |
0.0854 |
12.1% |
0.0085 |
1.2% |
95% |
False |
False |
22,183 |
| 120 |
0.7140 |
0.6225 |
0.0915 |
13.0% |
0.0074 |
1.1% |
88% |
False |
False |
18,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7385 |
|
2.618 |
0.7258 |
|
1.618 |
0.7180 |
|
1.000 |
0.7132 |
|
0.618 |
0.7102 |
|
HIGH |
0.7054 |
|
0.618 |
0.7024 |
|
0.500 |
0.7015 |
|
0.382 |
0.7005 |
|
LOW |
0.6976 |
|
0.618 |
0.6927 |
|
1.000 |
0.6898 |
|
1.618 |
0.6849 |
|
2.618 |
0.6771 |
|
4.250 |
0.6644 |
|
|
| Fisher Pivots for day following 23-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7027 |
0.7012 |
| PP |
0.7021 |
0.6991 |
| S1 |
0.7015 |
0.6970 |
|