CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6749 |
0.6760 |
0.0011 |
0.2% |
0.6800 |
| High |
0.6772 |
0.6783 |
0.0011 |
0.2% |
0.6889 |
| Low |
0.6718 |
0.6708 |
-0.0011 |
-0.2% |
0.6709 |
| Close |
0.6751 |
0.6715 |
-0.0036 |
-0.5% |
0.6853 |
| Range |
0.0054 |
0.0075 |
0.0021 |
38.9% |
0.0180 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
135,640 |
80,281 |
-55,359 |
-40.8% |
30,804 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6960 |
0.6913 |
0.6756 |
|
| R3 |
0.6885 |
0.6838 |
0.6736 |
|
| R2 |
0.6810 |
0.6810 |
0.6729 |
|
| R1 |
0.6763 |
0.6763 |
0.6722 |
0.6749 |
| PP |
0.6735 |
0.6735 |
0.6735 |
0.6728 |
| S1 |
0.6688 |
0.6688 |
0.6708 |
0.6674 |
| S2 |
0.6660 |
0.6660 |
0.6701 |
|
| S3 |
0.6585 |
0.6613 |
0.6694 |
|
| S4 |
0.6510 |
0.6538 |
0.6674 |
|
|
| 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 |
0.6708 |
0.0220 |
3.3% |
0.0104 |
1.5% |
3% |
False |
True |
62,295 |
| 10 |
0.6928 |
0.6708 |
0.0220 |
3.3% |
0.0091 |
1.4% |
3% |
False |
True |
34,057 |
| 20 |
0.7018 |
0.6708 |
0.0311 |
4.6% |
0.0085 |
1.3% |
2% |
False |
True |
17,416 |
| 40 |
0.7140 |
0.6708 |
0.0433 |
6.4% |
0.0080 |
1.2% |
2% |
False |
True |
8,809 |
| 60 |
0.7140 |
0.6700 |
0.0441 |
6.6% |
0.0076 |
1.1% |
4% |
False |
False |
5,892 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.7% |
0.0072 |
1.1% |
3% |
False |
False |
4,442 |
| 100 |
0.7287 |
0.6700 |
0.0588 |
8.7% |
0.0067 |
1.0% |
3% |
False |
False |
3,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7101 |
|
2.618 |
0.6979 |
|
1.618 |
0.6904 |
|
1.000 |
0.6858 |
|
0.618 |
0.6829 |
|
HIGH |
0.6783 |
|
0.618 |
0.6754 |
|
0.500 |
0.6745 |
|
0.382 |
0.6736 |
|
LOW |
0.6708 |
|
0.618 |
0.6661 |
|
1.000 |
0.6633 |
|
1.618 |
0.6586 |
|
2.618 |
0.6511 |
|
4.250 |
0.6389 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6745 |
0.6818 |
| PP |
0.6735 |
0.6783 |
| S1 |
0.6725 |
0.6749 |
|