CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 26-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6653 |
0.6534 |
-0.0119 |
-1.8% |
0.6724 |
| High |
0.6665 |
0.6548 |
-0.0118 |
-1.8% |
0.6759 |
| Low |
0.6521 |
0.6447 |
-0.0074 |
-1.1% |
0.6521 |
| Close |
0.6523 |
0.6465 |
-0.0059 |
-0.9% |
0.6523 |
| Range |
0.0145 |
0.0101 |
-0.0044 |
-30.4% |
0.0239 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
0.9% |
0.0000 |
| Volume |
105,923 |
114,864 |
8,941 |
8.4% |
475,361 |
|
| Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6788 |
0.6727 |
0.6520 |
|
| R3 |
0.6687 |
0.6626 |
0.6492 |
|
| R2 |
0.6587 |
0.6587 |
0.6483 |
|
| R1 |
0.6526 |
0.6526 |
0.6474 |
0.6506 |
| PP |
0.6486 |
0.6486 |
0.6486 |
0.6477 |
| S1 |
0.6425 |
0.6425 |
0.6455 |
0.6406 |
| S2 |
0.6386 |
0.6386 |
0.6446 |
|
| S3 |
0.6285 |
0.6325 |
0.6437 |
|
| S4 |
0.6185 |
0.6224 |
0.6409 |
|
|
| 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 |
0.6447 |
0.0312 |
4.8% |
0.0100 |
1.5% |
6% |
False |
True |
105,988 |
| 10 |
0.6928 |
0.6447 |
0.0481 |
7.4% |
0.0093 |
1.4% |
4% |
False |
True |
97,174 |
| 20 |
0.6965 |
0.6447 |
0.0518 |
8.0% |
0.0089 |
1.4% |
3% |
False |
True |
51,931 |
| 40 |
0.7140 |
0.6447 |
0.0693 |
10.7% |
0.0082 |
1.3% |
3% |
False |
True |
26,053 |
| 60 |
0.7140 |
0.6447 |
0.0693 |
10.7% |
0.0081 |
1.2% |
3% |
False |
True |
17,416 |
| 80 |
0.7287 |
0.6447 |
0.0840 |
13.0% |
0.0077 |
1.2% |
2% |
False |
True |
13,090 |
| 100 |
0.7287 |
0.6447 |
0.0840 |
13.0% |
0.0069 |
1.1% |
2% |
False |
True |
10,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6975 |
|
2.618 |
0.6811 |
|
1.618 |
0.6710 |
|
1.000 |
0.6648 |
|
0.618 |
0.6610 |
|
HIGH |
0.6548 |
|
0.618 |
0.6509 |
|
0.500 |
0.6497 |
|
0.382 |
0.6485 |
|
LOW |
0.6447 |
|
0.618 |
0.6385 |
|
1.000 |
0.6347 |
|
1.618 |
0.6284 |
|
2.618 |
0.6184 |
|
4.250 |
0.6020 |
|
|
| Fisher Pivots for day following 26-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6497 |
0.6564 |
| PP |
0.6486 |
0.6531 |
| S1 |
0.6475 |
0.6498 |
|