CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6711 |
0.6724 |
0.0013 |
0.2% |
0.6853 |
| High |
0.6736 |
0.6746 |
0.0010 |
0.1% |
0.6928 |
| Low |
0.6682 |
0.6684 |
0.0002 |
0.0% |
0.6682 |
| Close |
0.6718 |
0.6724 |
0.0006 |
0.1% |
0.6718 |
| Range |
0.0054 |
0.0062 |
0.0008 |
14.8% |
0.0246 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
101,701 |
60,283 |
-41,418 |
-40.7% |
403,036 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6904 |
0.6876 |
0.6758 |
|
| R3 |
0.6842 |
0.6814 |
0.6741 |
|
| R2 |
0.6780 |
0.6780 |
0.6735 |
|
| R1 |
0.6752 |
0.6752 |
0.6729 |
0.6735 |
| PP |
0.6718 |
0.6718 |
0.6718 |
0.6709 |
| S1 |
0.6690 |
0.6690 |
0.6718 |
0.6673 |
| S2 |
0.6656 |
0.6656 |
0.6712 |
|
| S3 |
0.6594 |
0.6628 |
0.6706 |
|
| S4 |
0.6532 |
0.6566 |
0.6689 |
|
|
| 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% |
0.0087 |
1.3% |
17% |
False |
False |
88,360 |
| 10 |
0.6928 |
0.6682 |
0.0246 |
3.7% |
0.0087 |
1.3% |
17% |
False |
False |
49,412 |
| 20 |
0.7018 |
0.6682 |
0.0337 |
5.0% |
0.0085 |
1.3% |
12% |
False |
False |
25,500 |
| 40 |
0.7140 |
0.6682 |
0.0459 |
6.8% |
0.0079 |
1.2% |
9% |
False |
False |
12,856 |
| 60 |
0.7140 |
0.6682 |
0.0459 |
6.8% |
0.0076 |
1.1% |
9% |
False |
False |
8,587 |
| 80 |
0.7287 |
0.6682 |
0.0606 |
9.0% |
0.0073 |
1.1% |
7% |
False |
False |
6,466 |
| 100 |
0.7287 |
0.6682 |
0.0606 |
9.0% |
0.0066 |
1.0% |
7% |
False |
False |
5,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7009 |
|
2.618 |
0.6908 |
|
1.618 |
0.6846 |
|
1.000 |
0.6808 |
|
0.618 |
0.6784 |
|
HIGH |
0.6746 |
|
0.618 |
0.6722 |
|
0.500 |
0.6715 |
|
0.382 |
0.6707 |
|
LOW |
0.6684 |
|
0.618 |
0.6645 |
|
1.000 |
0.6622 |
|
1.618 |
0.6583 |
|
2.618 |
0.6521 |
|
4.250 |
0.6420 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6721 |
0.6732 |
| PP |
0.6718 |
0.6729 |
| S1 |
0.6715 |
0.6726 |
|