CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6724 |
0.6739 |
0.0015 |
0.2% |
0.6853 |
| High |
0.6746 |
0.6759 |
0.0014 |
0.2% |
0.6928 |
| Low |
0.6684 |
0.6688 |
0.0005 |
0.1% |
0.6682 |
| Close |
0.6724 |
0.6702 |
-0.0022 |
-0.3% |
0.6718 |
| Range |
0.0062 |
0.0071 |
0.0009 |
14.5% |
0.0246 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
60,283 |
76,904 |
16,621 |
27.6% |
403,036 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6929 |
0.6887 |
0.6741 |
|
| R3 |
0.6858 |
0.6816 |
0.6722 |
|
| R2 |
0.6787 |
0.6787 |
0.6715 |
|
| R1 |
0.6745 |
0.6745 |
0.6709 |
0.6731 |
| PP |
0.6716 |
0.6716 |
0.6716 |
0.6709 |
| S1 |
0.6674 |
0.6674 |
0.6695 |
0.6660 |
| S2 |
0.6645 |
0.6645 |
0.6689 |
|
| S3 |
0.6574 |
0.6603 |
0.6682 |
|
| S4 |
0.6503 |
0.6532 |
0.6663 |
|
|
| 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 |
0.6783 |
0.6682 |
0.0101 |
1.5% |
0.0063 |
0.9% |
20% |
False |
False |
90,961 |
| 10 |
0.6928 |
0.6682 |
0.0246 |
3.7% |
0.0083 |
1.2% |
8% |
False |
False |
56,651 |
| 20 |
0.7018 |
0.6682 |
0.0337 |
5.0% |
0.0085 |
1.3% |
6% |
False |
False |
29,339 |
| 40 |
0.7140 |
0.6682 |
0.0459 |
6.8% |
0.0079 |
1.2% |
4% |
False |
False |
14,778 |
| 60 |
0.7140 |
0.6682 |
0.0459 |
6.8% |
0.0076 |
1.1% |
4% |
False |
False |
9,868 |
| 80 |
0.7287 |
0.6682 |
0.0606 |
9.0% |
0.0073 |
1.1% |
3% |
False |
False |
7,428 |
| 100 |
0.7287 |
0.6682 |
0.0606 |
9.0% |
0.0067 |
1.0% |
3% |
False |
False |
5,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7061 |
|
2.618 |
0.6945 |
|
1.618 |
0.6874 |
|
1.000 |
0.6830 |
|
0.618 |
0.6803 |
|
HIGH |
0.6759 |
|
0.618 |
0.6732 |
|
0.500 |
0.6724 |
|
0.382 |
0.6715 |
|
LOW |
0.6688 |
|
0.618 |
0.6644 |
|
1.000 |
0.6617 |
|
1.618 |
0.6573 |
|
2.618 |
0.6502 |
|
4.250 |
0.6386 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6724 |
0.6720 |
| PP |
0.6716 |
0.6714 |
| S1 |
0.6709 |
0.6708 |
|