CME Australian Dollar Future December 2022
Trading Metrics calculated at close of trading on 21-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
0.6739 |
0.6700 |
-0.0040 |
-0.6% |
0.6853 |
High |
0.6759 |
0.6715 |
-0.0044 |
-0.7% |
0.6928 |
Low |
0.6688 |
0.6631 |
-0.0058 |
-0.9% |
0.6682 |
Close |
0.6702 |
0.6708 |
0.0006 |
0.1% |
0.6718 |
Range |
0.0071 |
0.0085 |
0.0014 |
19.0% |
0.0246 |
ATR |
0.0082 |
0.0082 |
0.0000 |
0.3% |
0.0000 |
Volume |
76,904 |
113,227 |
36,323 |
47.2% |
403,036 |
|
Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6938 |
0.6907 |
0.6754 |
|
R3 |
0.6853 |
0.6823 |
0.6731 |
|
R2 |
0.6769 |
0.6769 |
0.6723 |
|
R1 |
0.6738 |
0.6738 |
0.6715 |
0.6754 |
PP |
0.6684 |
0.6684 |
0.6684 |
0.6692 |
S1 |
0.6654 |
0.6654 |
0.6700 |
0.6669 |
S2 |
0.6600 |
0.6600 |
0.6692 |
|
S3 |
0.6515 |
0.6569 |
0.6684 |
|
S4 |
0.6431 |
0.6485 |
0.6661 |
|
|
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 |
0.6631 |
0.0152 |
2.3% |
0.0069 |
1.0% |
51% |
False |
True |
86,479 |
10 |
0.6928 |
0.6631 |
0.0297 |
4.4% |
0.0085 |
1.3% |
26% |
False |
True |
67,341 |
20 |
0.7018 |
0.6631 |
0.0388 |
5.8% |
0.0084 |
1.3% |
20% |
False |
True |
34,986 |
40 |
0.7140 |
0.6631 |
0.0510 |
7.6% |
0.0080 |
1.2% |
15% |
False |
True |
17,607 |
60 |
0.7140 |
0.6631 |
0.0510 |
7.6% |
0.0077 |
1.1% |
15% |
False |
True |
11,754 |
80 |
0.7287 |
0.6631 |
0.0657 |
9.8% |
0.0074 |
1.1% |
12% |
False |
True |
8,843 |
100 |
0.7287 |
0.6631 |
0.0657 |
9.8% |
0.0067 |
1.0% |
12% |
False |
True |
7,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7074 |
2.618 |
0.6936 |
1.618 |
0.6852 |
1.000 |
0.6800 |
0.618 |
0.6767 |
HIGH |
0.6715 |
0.618 |
0.6683 |
0.500 |
0.6673 |
0.382 |
0.6663 |
LOW |
0.6631 |
0.618 |
0.6578 |
1.000 |
0.6546 |
1.618 |
0.6494 |
2.618 |
0.6409 |
4.250 |
0.6271 |
|
|
Fisher Pivots for day following 21-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6696 |
0.6703 |
PP |
0.6684 |
0.6699 |
S1 |
0.6673 |
0.6695 |
|