CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6700 |
0.6641 |
-0.0059 |
-0.9% |
0.6853 |
| High |
0.6715 |
0.6681 |
-0.0035 |
-0.5% |
0.6928 |
| Low |
0.6631 |
0.6583 |
-0.0048 |
-0.7% |
0.6682 |
| Close |
0.6708 |
0.6647 |
-0.0061 |
-0.9% |
0.6718 |
| Range |
0.0085 |
0.0098 |
0.0013 |
15.4% |
0.0246 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
3.7% |
0.0000 |
| Volume |
113,227 |
119,024 |
5,797 |
5.1% |
403,036 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6929 |
0.6885 |
0.6700 |
|
| R3 |
0.6832 |
0.6788 |
0.6673 |
|
| R2 |
0.6734 |
0.6734 |
0.6664 |
|
| R1 |
0.6690 |
0.6690 |
0.6655 |
0.6712 |
| PP |
0.6637 |
0.6637 |
0.6637 |
0.6648 |
| S1 |
0.6593 |
0.6593 |
0.6638 |
0.6615 |
| S2 |
0.6539 |
0.6539 |
0.6629 |
|
| S3 |
0.6442 |
0.6495 |
0.6620 |
|
| S4 |
0.6344 |
0.6398 |
0.6593 |
|
|
| 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 |
0.6759 |
0.6583 |
0.0176 |
2.6% |
0.0074 |
1.1% |
36% |
False |
True |
94,227 |
| 10 |
0.6928 |
0.6583 |
0.0345 |
5.2% |
0.0089 |
1.3% |
18% |
False |
True |
78,261 |
| 20 |
0.7018 |
0.6583 |
0.0435 |
6.5% |
0.0087 |
1.3% |
15% |
False |
True |
40,933 |
| 40 |
0.7140 |
0.6583 |
0.0557 |
8.4% |
0.0080 |
1.2% |
11% |
False |
True |
20,537 |
| 60 |
0.7140 |
0.6583 |
0.0557 |
8.4% |
0.0078 |
1.2% |
11% |
False |
True |
13,738 |
| 80 |
0.7287 |
0.6583 |
0.0704 |
10.6% |
0.0075 |
1.1% |
9% |
False |
True |
10,331 |
| 100 |
0.7287 |
0.6583 |
0.0704 |
10.6% |
0.0067 |
1.0% |
9% |
False |
True |
8,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7095 |
|
2.618 |
0.6936 |
|
1.618 |
0.6838 |
|
1.000 |
0.6778 |
|
0.618 |
0.6741 |
|
HIGH |
0.6681 |
|
0.618 |
0.6643 |
|
0.500 |
0.6632 |
|
0.382 |
0.6620 |
|
LOW |
0.6583 |
|
0.618 |
0.6523 |
|
1.000 |
0.6486 |
|
1.618 |
0.6425 |
|
2.618 |
0.6328 |
|
4.250 |
0.6169 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6642 |
0.6671 |
| PP |
0.6637 |
0.6663 |
| S1 |
0.6632 |
0.6655 |
|