CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6761 |
0.6853 |
0.0092 |
1.4% |
0.6800 |
| High |
0.6889 |
0.6912 |
0.0023 |
0.3% |
0.6889 |
| Low |
0.6761 |
0.6836 |
0.0075 |
1.1% |
0.6709 |
| Close |
0.6853 |
0.6893 |
0.0040 |
0.6% |
0.6853 |
| Range |
0.0128 |
0.0076 |
-0.0052 |
-40.8% |
0.0180 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
10,144 |
21,517 |
11,373 |
112.1% |
30,804 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7107 |
0.7075 |
0.6934 |
|
| R3 |
0.7031 |
0.7000 |
0.6913 |
|
| R2 |
0.6956 |
0.6956 |
0.6906 |
|
| R1 |
0.6924 |
0.6924 |
0.6899 |
0.6940 |
| PP |
0.6880 |
0.6880 |
0.6880 |
0.6888 |
| S1 |
0.6849 |
0.6849 |
0.6886 |
0.6864 |
| S2 |
0.6805 |
0.6805 |
0.6879 |
|
| S3 |
0.6729 |
0.6773 |
0.6872 |
|
| S4 |
0.6654 |
0.6698 |
0.6851 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7355 |
0.7284 |
0.6952 |
|
| R3 |
0.7176 |
0.7104 |
0.6902 |
|
| R2 |
0.6996 |
0.6996 |
0.6886 |
|
| R1 |
0.6925 |
0.6925 |
0.6869 |
0.6961 |
| PP |
0.6817 |
0.6817 |
0.6817 |
0.6835 |
| S1 |
0.6745 |
0.6745 |
0.6837 |
0.6781 |
| S2 |
0.6637 |
0.6637 |
0.6820 |
|
| S3 |
0.6458 |
0.6566 |
0.6804 |
|
| S4 |
0.6278 |
0.6386 |
0.6754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6912 |
0.6709 |
0.0203 |
2.9% |
0.0087 |
1.3% |
91% |
True |
False |
10,464 |
| 10 |
0.6965 |
0.6709 |
0.0256 |
3.7% |
0.0085 |
1.2% |
72% |
False |
False |
6,689 |
| 20 |
0.7134 |
0.6709 |
0.0425 |
6.2% |
0.0081 |
1.2% |
43% |
False |
False |
3,441 |
| 40 |
0.7140 |
0.6709 |
0.0431 |
6.3% |
0.0076 |
1.1% |
43% |
False |
False |
1,816 |
| 60 |
0.7140 |
0.6700 |
0.0441 |
6.4% |
0.0075 |
1.1% |
44% |
False |
False |
1,233 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.5% |
0.0069 |
1.0% |
33% |
False |
False |
944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7232 |
|
2.618 |
0.7109 |
|
1.618 |
0.7034 |
|
1.000 |
0.6987 |
|
0.618 |
0.6958 |
|
HIGH |
0.6912 |
|
0.618 |
0.6883 |
|
0.500 |
0.6874 |
|
0.382 |
0.6865 |
|
LOW |
0.6836 |
|
0.618 |
0.6789 |
|
1.000 |
0.6761 |
|
1.618 |
0.6714 |
|
2.618 |
0.6638 |
|
4.250 |
0.6515 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6886 |
0.6868 |
| PP |
0.6880 |
0.6844 |
| S1 |
0.6874 |
0.6819 |
|