CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 27-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6534 |
0.6463 |
-0.0071 |
-1.1% |
0.6724 |
| High |
0.6548 |
0.6522 |
-0.0026 |
-0.4% |
0.6759 |
| Low |
0.6447 |
0.6423 |
-0.0025 |
-0.4% |
0.6521 |
| Close |
0.6465 |
0.6443 |
-0.0022 |
-0.3% |
0.6523 |
| Range |
0.0101 |
0.0099 |
-0.0002 |
-1.5% |
0.0239 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
0.7% |
0.0000 |
| Volume |
114,864 |
90,770 |
-24,094 |
-21.0% |
475,361 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6759 |
0.6700 |
0.6497 |
|
| R3 |
0.6660 |
0.6601 |
0.6470 |
|
| R2 |
0.6561 |
0.6561 |
0.6461 |
|
| R1 |
0.6502 |
0.6502 |
0.6452 |
0.6482 |
| PP |
0.6462 |
0.6462 |
0.6462 |
0.6452 |
| S1 |
0.6403 |
0.6403 |
0.6434 |
0.6383 |
| S2 |
0.6363 |
0.6363 |
0.6425 |
|
| S3 |
0.6264 |
0.6304 |
0.6416 |
|
| S4 |
0.6165 |
0.6205 |
0.6389 |
|
|
| 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 |
0.6715 |
0.6423 |
0.0293 |
4.5% |
0.0105 |
1.6% |
7% |
False |
True |
108,761 |
| 10 |
0.6783 |
0.6423 |
0.0360 |
5.6% |
0.0084 |
1.3% |
6% |
False |
True |
99,861 |
| 20 |
0.6965 |
0.6423 |
0.0543 |
8.4% |
0.0090 |
1.4% |
4% |
False |
True |
56,404 |
| 40 |
0.7140 |
0.6423 |
0.0718 |
11.1% |
0.0082 |
1.3% |
3% |
False |
True |
28,320 |
| 60 |
0.7140 |
0.6423 |
0.0718 |
11.1% |
0.0080 |
1.2% |
3% |
False |
True |
18,928 |
| 80 |
0.7287 |
0.6423 |
0.0865 |
13.4% |
0.0078 |
1.2% |
2% |
False |
True |
14,224 |
| 100 |
0.7287 |
0.6423 |
0.0865 |
13.4% |
0.0069 |
1.1% |
2% |
False |
True |
11,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6942 |
|
2.618 |
0.6781 |
|
1.618 |
0.6682 |
|
1.000 |
0.6621 |
|
0.618 |
0.6583 |
|
HIGH |
0.6522 |
|
0.618 |
0.6484 |
|
0.500 |
0.6472 |
|
0.382 |
0.6460 |
|
LOW |
0.6423 |
|
0.618 |
0.6361 |
|
1.000 |
0.6324 |
|
1.618 |
0.6262 |
|
2.618 |
0.6163 |
|
4.250 |
0.6002 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6472 |
0.6544 |
| PP |
0.6462 |
0.6510 |
| S1 |
0.6453 |
0.6477 |
|