CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 26-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2023 |
26-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7059 |
0.7118 |
0.0059 |
0.8% |
0.6990 |
| High |
0.7135 |
0.7155 |
0.0020 |
0.3% |
0.7079 |
| Low |
0.7045 |
0.7092 |
0.0047 |
0.7% |
0.6886 |
| Close |
0.7116 |
0.7126 |
0.0010 |
0.1% |
0.6984 |
| Range |
0.0090 |
0.0064 |
-0.0027 |
-29.4% |
0.0193 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
88,547 |
69,955 |
-18,592 |
-21.0% |
370,114 |
|
| Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7315 |
0.7284 |
0.7160 |
|
| R3 |
0.7251 |
0.7220 |
0.7143 |
|
| R2 |
0.7188 |
0.7188 |
0.7137 |
|
| R1 |
0.7157 |
0.7157 |
0.7131 |
0.7172 |
| PP |
0.7124 |
0.7124 |
0.7124 |
0.7132 |
| S1 |
0.7093 |
0.7093 |
0.7120 |
0.7109 |
| S2 |
0.7061 |
0.7061 |
0.7114 |
|
| S3 |
0.6997 |
0.7030 |
0.7108 |
|
| S4 |
0.6934 |
0.6966 |
0.7091 |
|
|
| 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 |
0.7155 |
0.6921 |
0.0235 |
3.3% |
0.0073 |
1.0% |
87% |
True |
False |
73,011 |
| 10 |
0.7155 |
0.6874 |
0.0281 |
3.9% |
0.0086 |
1.2% |
90% |
True |
False |
85,350 |
| 20 |
0.7155 |
0.6706 |
0.0449 |
6.3% |
0.0094 |
1.3% |
93% |
True |
False |
84,363 |
| 40 |
0.7155 |
0.6650 |
0.0505 |
7.1% |
0.0094 |
1.3% |
94% |
True |
False |
60,834 |
| 60 |
0.7155 |
0.6310 |
0.0845 |
11.9% |
0.0094 |
1.3% |
97% |
True |
False |
40,731 |
| 80 |
0.7155 |
0.6225 |
0.0930 |
13.1% |
0.0091 |
1.3% |
97% |
True |
False |
30,558 |
| 100 |
0.7155 |
0.6225 |
0.0930 |
13.1% |
0.0087 |
1.2% |
97% |
True |
False |
24,454 |
| 120 |
0.7155 |
0.6225 |
0.0930 |
13.1% |
0.0076 |
1.1% |
97% |
True |
False |
20,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7425 |
|
2.618 |
0.7321 |
|
1.618 |
0.7258 |
|
1.000 |
0.7219 |
|
0.618 |
0.7194 |
|
HIGH |
0.7155 |
|
0.618 |
0.7131 |
|
0.500 |
0.7123 |
|
0.382 |
0.7116 |
|
LOW |
0.7092 |
|
0.618 |
0.7052 |
|
1.000 |
0.7028 |
|
1.618 |
0.6989 |
|
2.618 |
0.6925 |
|
4.250 |
0.6822 |
|
|
| Fisher Pivots for day following 26-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7125 |
0.7111 |
| PP |
0.7124 |
0.7096 |
| S1 |
0.7123 |
0.7081 |
|