CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 02-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2022 |
02-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6475 |
0.6435 |
-0.0040 |
-0.6% |
0.6399 |
| High |
0.6491 |
0.6498 |
0.0007 |
0.1% |
0.6526 |
| Low |
0.6417 |
0.6390 |
-0.0027 |
-0.4% |
0.6325 |
| Close |
0.6431 |
0.6450 |
0.0019 |
0.3% |
0.6442 |
| Range |
0.0075 |
0.0108 |
0.0034 |
45.0% |
0.0201 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.4% |
0.0000 |
| Volume |
149 |
43 |
-106 |
-71.1% |
241 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6770 |
0.6718 |
0.6509 |
|
| R3 |
0.6662 |
0.6610 |
0.6480 |
|
| R2 |
0.6554 |
0.6554 |
0.6470 |
|
| R1 |
0.6502 |
0.6502 |
0.6460 |
0.6528 |
| PP |
0.6446 |
0.6446 |
0.6446 |
0.6459 |
| S1 |
0.6394 |
0.6394 |
0.6440 |
0.6420 |
| S2 |
0.6338 |
0.6338 |
0.6430 |
|
| S3 |
0.6230 |
0.6286 |
0.6420 |
|
| S4 |
0.6122 |
0.6178 |
0.6391 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7034 |
0.6939 |
0.6552 |
|
| R3 |
0.6833 |
0.6738 |
0.6497 |
|
| R2 |
0.6632 |
0.6632 |
0.6478 |
|
| R1 |
0.6537 |
0.6537 |
0.6460 |
0.6584 |
| PP |
0.6431 |
0.6431 |
0.6431 |
0.6455 |
| S1 |
0.6336 |
0.6336 |
0.6423 |
0.6383 |
| S2 |
0.6230 |
0.6230 |
0.6405 |
|
| S3 |
0.6029 |
0.6135 |
0.6386 |
|
| S4 |
0.5828 |
0.5934 |
0.6331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6509 |
0.6390 |
0.0119 |
1.8% |
0.0063 |
1.0% |
51% |
False |
True |
83 |
| 10 |
0.6526 |
0.6244 |
0.0283 |
4.4% |
0.0077 |
1.2% |
73% |
False |
False |
64 |
| 20 |
0.6566 |
0.6225 |
0.0341 |
5.3% |
0.0079 |
1.2% |
66% |
False |
False |
42 |
| 40 |
0.6925 |
0.6225 |
0.0700 |
10.9% |
0.0078 |
1.2% |
32% |
False |
False |
46 |
| 60 |
0.7140 |
0.6225 |
0.0915 |
14.2% |
0.0060 |
0.9% |
25% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6957 |
|
2.618 |
0.6781 |
|
1.618 |
0.6673 |
|
1.000 |
0.6606 |
|
0.618 |
0.6565 |
|
HIGH |
0.6498 |
|
0.618 |
0.6457 |
|
0.500 |
0.6444 |
|
0.382 |
0.6431 |
|
LOW |
0.6390 |
|
0.618 |
0.6323 |
|
1.000 |
0.6282 |
|
1.618 |
0.6215 |
|
2.618 |
0.6107 |
|
4.250 |
0.5931 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6448 |
0.6448 |
| PP |
0.6446 |
0.6446 |
| S1 |
0.6444 |
0.6444 |
|