CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6901 |
0.6749 |
-0.0152 |
-2.2% |
0.6800 |
| High |
0.6928 |
0.6772 |
-0.0156 |
-2.2% |
0.6889 |
| Low |
0.6740 |
0.6718 |
-0.0022 |
-0.3% |
0.6709 |
| Close |
0.6748 |
0.6751 |
0.0003 |
0.0% |
0.6853 |
| Range |
0.0188 |
0.0054 |
-0.0134 |
-71.3% |
0.0180 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
63,897 |
135,640 |
71,743 |
112.3% |
30,804 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6909 |
0.6884 |
0.6781 |
|
| R3 |
0.6855 |
0.6830 |
0.6766 |
|
| R2 |
0.6801 |
0.6801 |
0.6761 |
|
| R1 |
0.6776 |
0.6776 |
0.6756 |
0.6789 |
| PP |
0.6747 |
0.6747 |
0.6747 |
0.6753 |
| S1 |
0.6722 |
0.6722 |
0.6746 |
0.6735 |
| S2 |
0.6693 |
0.6693 |
0.6741 |
|
| S3 |
0.6639 |
0.6668 |
0.6736 |
|
| S4 |
0.6585 |
0.6614 |
0.6721 |
|
|
| 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 |
0.6928 |
0.6718 |
0.0210 |
3.1% |
0.0100 |
1.5% |
16% |
False |
True |
48,204 |
| 10 |
0.6928 |
0.6709 |
0.0219 |
3.2% |
0.0090 |
1.3% |
19% |
False |
False |
26,455 |
| 20 |
0.7037 |
0.6709 |
0.0328 |
4.9% |
0.0087 |
1.3% |
13% |
False |
False |
13,409 |
| 40 |
0.7140 |
0.6709 |
0.0431 |
6.4% |
0.0079 |
1.2% |
10% |
False |
False |
6,802 |
| 60 |
0.7140 |
0.6700 |
0.0441 |
6.5% |
0.0076 |
1.1% |
12% |
False |
False |
4,558 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.7% |
0.0072 |
1.1% |
9% |
False |
False |
3,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7002 |
|
2.618 |
0.6913 |
|
1.618 |
0.6859 |
|
1.000 |
0.6826 |
|
0.618 |
0.6805 |
|
HIGH |
0.6772 |
|
0.618 |
0.6751 |
|
0.500 |
0.6745 |
|
0.382 |
0.6739 |
|
LOW |
0.6718 |
|
0.618 |
0.6685 |
|
1.000 |
0.6664 |
|
1.618 |
0.6631 |
|
2.618 |
0.6577 |
|
4.250 |
0.6489 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6749 |
0.6823 |
| PP |
0.6747 |
0.6799 |
| S1 |
0.6745 |
0.6775 |
|