CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 31-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2023 |
31-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7113 |
0.7069 |
-0.0044 |
-0.6% |
0.6986 |
| High |
0.7133 |
0.7077 |
-0.0056 |
-0.8% |
0.7155 |
| Low |
0.7064 |
0.6996 |
-0.0068 |
-1.0% |
0.6976 |
| Close |
0.7070 |
0.7065 |
-0.0005 |
-0.1% |
0.7124 |
| Range |
0.0069 |
0.0081 |
0.0012 |
17.4% |
0.0180 |
| ATR |
0.0086 |
0.0085 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
60,836 |
83,660 |
22,824 |
37.5% |
370,597 |
|
| Daily Pivots for day following 31-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7289 |
0.7258 |
0.7109 |
|
| R3 |
0.7208 |
0.7177 |
0.7087 |
|
| R2 |
0.7127 |
0.7127 |
0.7079 |
|
| R1 |
0.7096 |
0.7096 |
0.7072 |
0.7071 |
| PP |
0.7046 |
0.7046 |
0.7046 |
0.7033 |
| S1 |
0.7015 |
0.7015 |
0.7057 |
0.6990 |
| S2 |
0.6965 |
0.6965 |
0.7050 |
|
| S3 |
0.6884 |
0.6934 |
0.7042 |
|
| S4 |
0.6803 |
0.6853 |
0.7020 |
|
|
| 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 |
0.6996 |
0.0160 |
2.3% |
0.0070 |
1.0% |
43% |
False |
True |
73,137 |
| 10 |
0.7155 |
0.6886 |
0.0269 |
3.8% |
0.0076 |
1.1% |
66% |
False |
False |
77,464 |
| 20 |
0.7155 |
0.6706 |
0.0449 |
6.4% |
0.0093 |
1.3% |
80% |
False |
False |
85,826 |
| 40 |
0.7155 |
0.6650 |
0.0505 |
7.1% |
0.0091 |
1.3% |
82% |
False |
False |
65,868 |
| 60 |
0.7155 |
0.6310 |
0.0845 |
12.0% |
0.0094 |
1.3% |
89% |
False |
False |
44,179 |
| 80 |
0.7155 |
0.6225 |
0.0930 |
13.2% |
0.0090 |
1.3% |
90% |
False |
False |
33,145 |
| 100 |
0.7155 |
0.6225 |
0.0930 |
13.2% |
0.0087 |
1.2% |
90% |
False |
False |
26,526 |
| 120 |
0.7155 |
0.6225 |
0.0930 |
13.2% |
0.0077 |
1.1% |
90% |
False |
False |
22,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7421 |
|
2.618 |
0.7289 |
|
1.618 |
0.7208 |
|
1.000 |
0.7158 |
|
0.618 |
0.7127 |
|
HIGH |
0.7077 |
|
0.618 |
0.7046 |
|
0.500 |
0.7036 |
|
0.382 |
0.7026 |
|
LOW |
0.6996 |
|
0.618 |
0.6945 |
|
1.000 |
0.6915 |
|
1.618 |
0.6864 |
|
2.618 |
0.6783 |
|
4.250 |
0.6651 |
|
|
| Fisher Pivots for day following 31-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7055 |
0.7069 |
| PP |
0.7046 |
0.7067 |
| S1 |
0.7036 |
0.7066 |
|