CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6760 |
0.6711 |
-0.0049 |
-0.7% |
0.6853 |
| High |
0.6783 |
0.6736 |
-0.0047 |
-0.7% |
0.6928 |
| Low |
0.6708 |
0.6682 |
-0.0026 |
-0.4% |
0.6682 |
| Close |
0.6715 |
0.6718 |
0.0003 |
0.0% |
0.6718 |
| Range |
0.0075 |
0.0054 |
-0.0021 |
-28.0% |
0.0246 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
80,281 |
101,701 |
21,420 |
26.7% |
403,036 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6874 |
0.6850 |
0.6748 |
|
| R3 |
0.6820 |
0.6796 |
0.6733 |
|
| R2 |
0.6766 |
0.6766 |
0.6728 |
|
| R1 |
0.6742 |
0.6742 |
0.6723 |
0.6754 |
| PP |
0.6712 |
0.6712 |
0.6712 |
0.6718 |
| S1 |
0.6688 |
0.6688 |
0.6713 |
0.6700 |
| S2 |
0.6658 |
0.6658 |
0.6708 |
|
| S3 |
0.6604 |
0.6634 |
0.6703 |
|
| S4 |
0.6550 |
0.6580 |
0.6688 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7514 |
0.7362 |
0.6853 |
|
| R3 |
0.7268 |
0.7116 |
0.6786 |
|
| R2 |
0.7022 |
0.7022 |
0.6763 |
|
| R1 |
0.6870 |
0.6870 |
0.6741 |
0.6823 |
| PP |
0.6776 |
0.6776 |
0.6776 |
0.6752 |
| S1 |
0.6624 |
0.6624 |
0.6695 |
0.6577 |
| S2 |
0.6530 |
0.6530 |
0.6673 |
|
| S3 |
0.6284 |
0.6378 |
0.6650 |
|
| S4 |
0.6038 |
0.6132 |
0.6583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6928 |
0.6682 |
0.0246 |
3.7% |
0.0089 |
1.3% |
15% |
False |
True |
80,607 |
| 10 |
0.6928 |
0.6682 |
0.0246 |
3.7% |
0.0089 |
1.3% |
15% |
False |
True |
44,060 |
| 20 |
0.7018 |
0.6682 |
0.0337 |
5.0% |
0.0085 |
1.3% |
11% |
False |
True |
22,495 |
| 40 |
0.7140 |
0.6682 |
0.0459 |
6.8% |
0.0080 |
1.2% |
8% |
False |
True |
11,350 |
| 60 |
0.7140 |
0.6682 |
0.0459 |
6.8% |
0.0076 |
1.1% |
8% |
False |
True |
7,585 |
| 80 |
0.7287 |
0.6682 |
0.0606 |
9.0% |
0.0072 |
1.1% |
6% |
False |
True |
5,713 |
| 100 |
0.7287 |
0.6682 |
0.0606 |
9.0% |
0.0066 |
1.0% |
6% |
False |
True |
4,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6965 |
|
2.618 |
0.6877 |
|
1.618 |
0.6823 |
|
1.000 |
0.6790 |
|
0.618 |
0.6769 |
|
HIGH |
0.6736 |
|
0.618 |
0.6715 |
|
0.500 |
0.6709 |
|
0.382 |
0.6702 |
|
LOW |
0.6682 |
|
0.618 |
0.6648 |
|
1.000 |
0.6628 |
|
1.618 |
0.6594 |
|
2.618 |
0.6540 |
|
4.250 |
0.6452 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6715 |
0.6732 |
| PP |
0.6712 |
0.6727 |
| S1 |
0.6709 |
0.6723 |
|