CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 25-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2023 |
25-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7042 |
0.7059 |
0.0017 |
0.2% |
0.6990 |
| High |
0.7072 |
0.7135 |
0.0064 |
0.9% |
0.7079 |
| Low |
0.7007 |
0.7045 |
0.0039 |
0.5% |
0.6886 |
| Close |
0.7064 |
0.7116 |
0.0052 |
0.7% |
0.6984 |
| Range |
0.0065 |
0.0090 |
0.0025 |
38.5% |
0.0193 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
68,613 |
88,547 |
19,934 |
29.1% |
370,114 |
|
| Daily Pivots for day following 25-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7369 |
0.7332 |
0.7165 |
|
| R3 |
0.7279 |
0.7242 |
0.7140 |
|
| R2 |
0.7189 |
0.7189 |
0.7132 |
|
| R1 |
0.7152 |
0.7152 |
0.7124 |
0.7170 |
| PP |
0.7099 |
0.7099 |
0.7099 |
0.7108 |
| S1 |
0.7062 |
0.7062 |
0.7107 |
0.7080 |
| S2 |
0.7009 |
0.7009 |
0.7099 |
|
| S3 |
0.6919 |
0.6972 |
0.7091 |
|
| S4 |
0.6829 |
0.6882 |
0.7066 |
|
|
| 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 |
0.7135 |
0.6886 |
0.0249 |
3.5% |
0.0075 |
1.1% |
92% |
True |
False |
76,404 |
| 10 |
0.7135 |
0.6874 |
0.0261 |
3.7% |
0.0085 |
1.2% |
93% |
True |
False |
84,411 |
| 20 |
0.7135 |
0.6706 |
0.0429 |
6.0% |
0.0094 |
1.3% |
95% |
True |
False |
83,411 |
| 40 |
0.7135 |
0.6650 |
0.0485 |
6.8% |
0.0094 |
1.3% |
96% |
True |
False |
59,209 |
| 60 |
0.7135 |
0.6310 |
0.0825 |
11.6% |
0.0094 |
1.3% |
98% |
True |
False |
39,565 |
| 80 |
0.7135 |
0.6225 |
0.0910 |
12.8% |
0.0092 |
1.3% |
98% |
True |
False |
29,685 |
| 100 |
0.7135 |
0.6225 |
0.0910 |
12.8% |
0.0087 |
1.2% |
98% |
True |
False |
23,754 |
| 120 |
0.7140 |
0.6225 |
0.0915 |
12.9% |
0.0075 |
1.1% |
97% |
False |
False |
19,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7518 |
|
2.618 |
0.7371 |
|
1.618 |
0.7281 |
|
1.000 |
0.7225 |
|
0.618 |
0.7191 |
|
HIGH |
0.7135 |
|
0.618 |
0.7101 |
|
0.500 |
0.7090 |
|
0.382 |
0.7079 |
|
LOW |
0.7045 |
|
0.618 |
0.6989 |
|
1.000 |
0.6955 |
|
1.618 |
0.6899 |
|
2.618 |
0.6809 |
|
4.250 |
0.6663 |
|
|
| Fisher Pivots for day following 25-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7107 |
0.7095 |
| PP |
0.7099 |
0.7075 |
| S1 |
0.7090 |
0.7055 |
|