CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6718 |
0.6709 |
-0.0009 |
-0.1% |
0.6710 |
| High |
0.6760 |
0.6712 |
-0.0048 |
-0.7% |
0.6819 |
| Low |
0.6692 |
0.6617 |
-0.0075 |
-1.1% |
0.6665 |
| Close |
0.6705 |
0.6629 |
-0.0077 |
-1.1% |
0.6705 |
| Range |
0.0068 |
0.0095 |
0.0028 |
40.7% |
0.0154 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
99 |
67 |
-32 |
-32.3% |
3,557 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6938 |
0.6878 |
0.6681 |
|
| R3 |
0.6843 |
0.6783 |
0.6655 |
|
| R2 |
0.6748 |
0.6748 |
0.6646 |
|
| R1 |
0.6688 |
0.6688 |
0.6637 |
0.6670 |
| PP |
0.6653 |
0.6653 |
0.6653 |
0.6644 |
| S1 |
0.6593 |
0.6593 |
0.6620 |
0.6575 |
| S2 |
0.6558 |
0.6558 |
0.6611 |
|
| S3 |
0.6463 |
0.6498 |
0.6602 |
|
| S4 |
0.6368 |
0.6403 |
0.6576 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7190 |
0.7101 |
0.6789 |
|
| R3 |
0.7037 |
0.6948 |
0.6747 |
|
| R2 |
0.6883 |
0.6883 |
0.6733 |
|
| R1 |
0.6794 |
0.6794 |
0.6719 |
0.6762 |
| PP |
0.6730 |
0.6730 |
0.6730 |
0.6713 |
| S1 |
0.6641 |
0.6641 |
0.6691 |
0.6608 |
| S2 |
0.6576 |
0.6576 |
0.6677 |
|
| S3 |
0.6423 |
0.6487 |
0.6663 |
|
| S4 |
0.6269 |
0.6334 |
0.6621 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6819 |
0.6617 |
0.0202 |
3.0% |
0.0085 |
1.3% |
6% |
False |
True |
705 |
| 10 |
0.6819 |
0.6426 |
0.0393 |
5.9% |
0.0104 |
1.6% |
52% |
False |
False |
411 |
| 20 |
0.6819 |
0.6310 |
0.0509 |
7.7% |
0.0094 |
1.4% |
63% |
False |
False |
256 |
| 40 |
0.6819 |
0.6225 |
0.0594 |
9.0% |
0.0091 |
1.4% |
68% |
False |
False |
153 |
| 60 |
0.6925 |
0.6225 |
0.0700 |
10.6% |
0.0079 |
1.2% |
58% |
False |
False |
109 |
| 80 |
0.7140 |
0.6225 |
0.0915 |
13.8% |
0.0064 |
1.0% |
44% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7116 |
|
2.618 |
0.6961 |
|
1.618 |
0.6866 |
|
1.000 |
0.6807 |
|
0.618 |
0.6771 |
|
HIGH |
0.6712 |
|
0.618 |
0.6676 |
|
0.500 |
0.6665 |
|
0.382 |
0.6653 |
|
LOW |
0.6617 |
|
0.618 |
0.6558 |
|
1.000 |
0.6522 |
|
1.618 |
0.6463 |
|
2.618 |
0.6368 |
|
4.250 |
0.6213 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6665 |
0.6695 |
| PP |
0.6653 |
0.6673 |
| S1 |
0.6641 |
0.6651 |
|