CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 05-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6840 |
0.6822 |
-0.0018 |
-0.3% |
0.6746 |
| High |
0.6865 |
0.6881 |
0.0016 |
0.2% |
0.6892 |
| Low |
0.6773 |
0.6717 |
-0.0056 |
-0.8% |
0.6672 |
| Close |
0.6839 |
0.6727 |
-0.0112 |
-1.6% |
0.6839 |
| Range |
0.0093 |
0.0164 |
0.0072 |
77.3% |
0.0220 |
| ATR |
0.0094 |
0.0099 |
0.0005 |
5.3% |
0.0000 |
| Volume |
3,077 |
2,222 |
-855 |
-27.8% |
13,852 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7267 |
0.7161 |
0.6817 |
|
| R3 |
0.7103 |
0.6997 |
0.6772 |
|
| R2 |
0.6939 |
0.6939 |
0.6757 |
|
| R1 |
0.6833 |
0.6833 |
0.6742 |
0.6804 |
| PP |
0.6775 |
0.6775 |
0.6775 |
0.6760 |
| S1 |
0.6669 |
0.6669 |
0.6711 |
0.6640 |
| S2 |
0.6611 |
0.6611 |
0.6696 |
|
| S3 |
0.6447 |
0.6505 |
0.6681 |
|
| S4 |
0.6283 |
0.6341 |
0.6636 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7459 |
0.7368 |
0.6959 |
|
| R3 |
0.7240 |
0.7149 |
0.6899 |
|
| R2 |
0.7020 |
0.7020 |
0.6879 |
|
| R1 |
0.6929 |
0.6929 |
0.6859 |
0.6975 |
| PP |
0.6801 |
0.6801 |
0.6801 |
0.6823 |
| S1 |
0.6710 |
0.6710 |
0.6818 |
0.6755 |
| S2 |
0.6581 |
0.6581 |
0.6798 |
|
| S3 |
0.6362 |
0.6490 |
0.6778 |
|
| S4 |
0.6142 |
0.6271 |
0.6718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6892 |
0.6675 |
0.0217 |
3.2% |
0.0113 |
1.7% |
24% |
False |
False |
2,225 |
| 10 |
0.6892 |
0.6617 |
0.0275 |
4.1% |
0.0094 |
1.4% |
40% |
False |
False |
1,670 |
| 20 |
0.6892 |
0.6426 |
0.0466 |
6.9% |
0.0098 |
1.5% |
65% |
False |
False |
1,041 |
| 40 |
0.6892 |
0.6225 |
0.0667 |
9.9% |
0.0090 |
1.3% |
75% |
False |
False |
553 |
| 60 |
0.6925 |
0.6225 |
0.0700 |
10.4% |
0.0088 |
1.3% |
72% |
False |
False |
386 |
| 80 |
0.7140 |
0.6225 |
0.0915 |
13.6% |
0.0072 |
1.1% |
55% |
False |
False |
290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7578 |
|
2.618 |
0.7310 |
|
1.618 |
0.7146 |
|
1.000 |
0.7045 |
|
0.618 |
0.6982 |
|
HIGH |
0.6881 |
|
0.618 |
0.6818 |
|
0.500 |
0.6799 |
|
0.382 |
0.6780 |
|
LOW |
0.6717 |
|
0.618 |
0.6616 |
|
1.000 |
0.6553 |
|
1.618 |
0.6452 |
|
2.618 |
0.6288 |
|
4.250 |
0.6020 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6799 |
0.6804 |
| PP |
0.6775 |
0.6778 |
| S1 |
0.6751 |
0.6752 |
|