CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6641 |
0.6653 |
0.0012 |
0.2% |
0.6724 |
| High |
0.6681 |
0.6665 |
-0.0016 |
-0.2% |
0.6759 |
| Low |
0.6583 |
0.6521 |
-0.0063 |
-0.9% |
0.6521 |
| Close |
0.6647 |
0.6523 |
-0.0124 |
-1.9% |
0.6523 |
| Range |
0.0098 |
0.0145 |
0.0047 |
48.2% |
0.0239 |
| ATR |
0.0085 |
0.0089 |
0.0004 |
5.0% |
0.0000 |
| Volume |
119,024 |
105,923 |
-13,101 |
-11.0% |
475,361 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7003 |
0.6908 |
0.6602 |
|
| R3 |
0.6859 |
0.6763 |
0.6563 |
|
| R2 |
0.6714 |
0.6714 |
0.6549 |
|
| R1 |
0.6619 |
0.6619 |
0.6536 |
0.6594 |
| PP |
0.6570 |
0.6570 |
0.6570 |
0.6557 |
| S1 |
0.6474 |
0.6474 |
0.6510 |
0.6450 |
| S2 |
0.6425 |
0.6425 |
0.6497 |
|
| S3 |
0.6281 |
0.6330 |
0.6483 |
|
| S4 |
0.6136 |
0.6185 |
0.6444 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7316 |
0.7158 |
0.6654 |
|
| R3 |
0.7078 |
0.6920 |
0.6589 |
|
| R2 |
0.6839 |
0.6839 |
0.6567 |
|
| R1 |
0.6681 |
0.6681 |
0.6545 |
0.6641 |
| PP |
0.6601 |
0.6601 |
0.6601 |
0.6581 |
| S1 |
0.6443 |
0.6443 |
0.6501 |
0.6403 |
| S2 |
0.6362 |
0.6362 |
0.6479 |
|
| S3 |
0.6124 |
0.6204 |
0.6457 |
|
| S4 |
0.5885 |
0.5966 |
0.6392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6759 |
0.6521 |
0.0239 |
3.7% |
0.0092 |
1.4% |
1% |
False |
True |
95,072 |
| 10 |
0.6928 |
0.6521 |
0.0407 |
6.2% |
0.0091 |
1.4% |
1% |
False |
True |
87,839 |
| 20 |
0.7018 |
0.6521 |
0.0498 |
7.6% |
0.0090 |
1.4% |
1% |
False |
True |
46,220 |
| 40 |
0.7140 |
0.6521 |
0.0620 |
9.5% |
0.0082 |
1.3% |
0% |
False |
True |
23,182 |
| 60 |
0.7140 |
0.6521 |
0.0620 |
9.5% |
0.0080 |
1.2% |
0% |
False |
True |
15,502 |
| 80 |
0.7287 |
0.6521 |
0.0767 |
11.8% |
0.0076 |
1.2% |
0% |
False |
True |
11,655 |
| 100 |
0.7287 |
0.6521 |
0.0767 |
11.8% |
0.0068 |
1.0% |
0% |
False |
True |
9,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7279 |
|
2.618 |
0.7043 |
|
1.618 |
0.6899 |
|
1.000 |
0.6810 |
|
0.618 |
0.6754 |
|
HIGH |
0.6665 |
|
0.618 |
0.6610 |
|
0.500 |
0.6593 |
|
0.382 |
0.6576 |
|
LOW |
0.6521 |
|
0.618 |
0.6431 |
|
1.000 |
0.6376 |
|
1.618 |
0.6287 |
|
2.618 |
0.6142 |
|
4.250 |
0.5906 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6593 |
0.6618 |
| PP |
0.6570 |
0.6586 |
| S1 |
0.6546 |
0.6555 |
|