CME Australian Dollar Future March 2023
Trading Metrics calculated at close of trading on 30-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2023 |
30-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.7128 |
0.7113 |
-0.0015 |
-0.2% |
0.6986 |
High |
0.7142 |
0.7133 |
-0.0009 |
-0.1% |
0.7155 |
Low |
0.7095 |
0.7064 |
-0.0032 |
-0.4% |
0.6976 |
Close |
0.7124 |
0.7070 |
-0.0054 |
-0.8% |
0.7124 |
Range |
0.0047 |
0.0069 |
0.0023 |
48.4% |
0.0180 |
ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
62,691 |
60,836 |
-1,855 |
-3.0% |
370,597 |
|
Daily Pivots for day following 30-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7296 |
0.7252 |
0.7107 |
|
R3 |
0.7227 |
0.7183 |
0.7088 |
|
R2 |
0.7158 |
0.7158 |
0.7082 |
|
R1 |
0.7114 |
0.7114 |
0.7076 |
0.7101 |
PP |
0.7089 |
0.7089 |
0.7089 |
0.7082 |
S1 |
0.7045 |
0.7045 |
0.7063 |
0.7032 |
S2 |
0.7020 |
0.7020 |
0.7057 |
|
S3 |
0.6951 |
0.6976 |
0.7051 |
|
S4 |
0.6882 |
0.6907 |
0.7032 |
|
|
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 |
0.7007 |
0.0149 |
2.1% |
0.0067 |
0.9% |
42% |
False |
False |
70,128 |
10 |
0.7155 |
0.6886 |
0.0269 |
3.8% |
0.0077 |
1.1% |
68% |
False |
False |
80,154 |
20 |
0.7155 |
0.6706 |
0.0449 |
6.4% |
0.0092 |
1.3% |
81% |
False |
False |
84,755 |
40 |
0.7155 |
0.6650 |
0.0505 |
7.1% |
0.0091 |
1.3% |
83% |
False |
False |
63,859 |
60 |
0.7155 |
0.6310 |
0.0845 |
12.0% |
0.0094 |
1.3% |
90% |
False |
False |
42,785 |
80 |
0.7155 |
0.6225 |
0.0930 |
13.2% |
0.0090 |
1.3% |
91% |
False |
False |
32,099 |
100 |
0.7155 |
0.6225 |
0.0930 |
13.2% |
0.0087 |
1.2% |
91% |
False |
False |
25,689 |
120 |
0.7155 |
0.6225 |
0.0930 |
13.2% |
0.0076 |
1.1% |
91% |
False |
False |
21,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7426 |
2.618 |
0.7313 |
1.618 |
0.7244 |
1.000 |
0.7202 |
0.618 |
0.7175 |
HIGH |
0.7133 |
0.618 |
0.7106 |
0.500 |
0.7098 |
0.382 |
0.7090 |
LOW |
0.7064 |
0.618 |
0.7021 |
1.000 |
0.6995 |
1.618 |
0.6952 |
2.618 |
0.6883 |
4.250 |
0.6770 |
|
|
Fisher Pivots for day following 30-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7098 |
0.7109 |
PP |
0.7089 |
0.7096 |
S1 |
0.7079 |
0.7083 |
|