CME Australian Dollar Future March 2023
Trading Metrics calculated at close of trading on 27-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7118 |
0.7128 |
0.0010 |
0.1% |
0.6986 |
High |
0.7155 |
0.7142 |
-0.0014 |
-0.2% |
0.7155 |
Low |
0.7092 |
0.7095 |
0.0004 |
0.0% |
0.6976 |
Close |
0.7126 |
0.7124 |
-0.0002 |
0.0% |
0.7124 |
Range |
0.0064 |
0.0047 |
-0.0017 |
-26.8% |
0.0180 |
ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.5% |
0.0000 |
Volume |
69,955 |
62,691 |
-7,264 |
-10.4% |
370,597 |
|
Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7260 |
0.7238 |
0.7149 |
|
R3 |
0.7213 |
0.7192 |
0.7136 |
|
R2 |
0.7167 |
0.7167 |
0.7132 |
|
R1 |
0.7145 |
0.7145 |
0.7128 |
0.7133 |
PP |
0.7120 |
0.7120 |
0.7120 |
0.7114 |
S1 |
0.7099 |
0.7099 |
0.7119 |
0.7086 |
S2 |
0.7074 |
0.7074 |
0.7115 |
|
S3 |
0.7027 |
0.7052 |
0.7111 |
|
S4 |
0.6981 |
0.7006 |
0.7098 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7623 |
0.7553 |
0.7222 |
|
R3 |
0.7444 |
0.7373 |
0.7173 |
|
R2 |
0.7264 |
0.7264 |
0.7156 |
|
R1 |
0.7194 |
0.7194 |
0.7140 |
0.7229 |
PP |
0.7085 |
0.7085 |
0.7085 |
0.7102 |
S1 |
0.7014 |
0.7014 |
0.7107 |
0.7050 |
S2 |
0.6905 |
0.6905 |
0.7091 |
|
S3 |
0.6726 |
0.6835 |
0.7074 |
|
S4 |
0.6546 |
0.6655 |
0.7025 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7155 |
0.6976 |
0.0180 |
2.5% |
0.0069 |
1.0% |
82% |
False |
False |
74,119 |
10 |
0.7155 |
0.6886 |
0.0269 |
3.8% |
0.0078 |
1.1% |
88% |
False |
False |
81,459 |
20 |
0.7155 |
0.6706 |
0.0449 |
6.3% |
0.0093 |
1.3% |
93% |
False |
False |
84,389 |
40 |
0.7155 |
0.6650 |
0.0505 |
7.1% |
0.0093 |
1.3% |
94% |
False |
False |
62,352 |
60 |
0.7155 |
0.6310 |
0.0845 |
11.9% |
0.0094 |
1.3% |
96% |
False |
False |
41,774 |
80 |
0.7155 |
0.6225 |
0.0930 |
13.1% |
0.0091 |
1.3% |
97% |
False |
False |
31,342 |
100 |
0.7155 |
0.6225 |
0.0930 |
13.1% |
0.0087 |
1.2% |
97% |
False |
False |
25,081 |
120 |
0.7155 |
0.6225 |
0.0930 |
13.1% |
0.0076 |
1.1% |
97% |
False |
False |
20,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7339 |
2.618 |
0.7263 |
1.618 |
0.7217 |
1.000 |
0.7188 |
0.618 |
0.7170 |
HIGH |
0.7142 |
0.618 |
0.7124 |
0.500 |
0.7118 |
0.382 |
0.7113 |
LOW |
0.7095 |
0.618 |
0.7066 |
1.000 |
0.7049 |
1.618 |
0.7020 |
2.618 |
0.6973 |
4.250 |
0.6897 |
|
|
Fisher Pivots for day following 27-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7122 |
0.7116 |
PP |
0.7120 |
0.7108 |
S1 |
0.7118 |
0.7100 |
|