CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 28-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6463 |
0.6442 |
-0.0021 |
-0.3% |
0.6724 |
| High |
0.6522 |
0.6540 |
0.0018 |
0.3% |
0.6759 |
| Low |
0.6423 |
0.6372 |
-0.0051 |
-0.8% |
0.6521 |
| Close |
0.6443 |
0.6535 |
0.0092 |
1.4% |
0.6523 |
| Range |
0.0099 |
0.0168 |
0.0069 |
69.7% |
0.0239 |
| ATR |
0.0091 |
0.0096 |
0.0006 |
6.1% |
0.0000 |
| Volume |
90,770 |
137,263 |
46,493 |
51.2% |
475,361 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6986 |
0.6929 |
0.6627 |
|
| R3 |
0.6818 |
0.6761 |
0.6581 |
|
| R2 |
0.6650 |
0.6650 |
0.6566 |
|
| R1 |
0.6593 |
0.6593 |
0.6550 |
0.6621 |
| PP |
0.6482 |
0.6482 |
0.6482 |
0.6496 |
| S1 |
0.6425 |
0.6425 |
0.6520 |
0.6453 |
| S2 |
0.6314 |
0.6314 |
0.6504 |
|
| S3 |
0.6146 |
0.6257 |
0.6489 |
|
| S4 |
0.5978 |
0.6089 |
0.6443 |
|
|
| 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 |
0.6681 |
0.6372 |
0.0309 |
4.7% |
0.0122 |
1.9% |
53% |
False |
True |
113,568 |
| 10 |
0.6783 |
0.6372 |
0.0411 |
6.3% |
0.0096 |
1.5% |
40% |
False |
True |
100,024 |
| 20 |
0.6928 |
0.6372 |
0.0556 |
8.5% |
0.0093 |
1.4% |
29% |
False |
True |
63,239 |
| 40 |
0.7140 |
0.6372 |
0.0769 |
11.8% |
0.0085 |
1.3% |
21% |
False |
True |
31,750 |
| 60 |
0.7140 |
0.6372 |
0.0769 |
11.8% |
0.0081 |
1.2% |
21% |
False |
True |
21,215 |
| 80 |
0.7232 |
0.6372 |
0.0860 |
13.2% |
0.0079 |
1.2% |
19% |
False |
True |
15,939 |
| 100 |
0.7287 |
0.6372 |
0.0916 |
14.0% |
0.0071 |
1.1% |
18% |
False |
True |
12,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7254 |
|
2.618 |
0.6979 |
|
1.618 |
0.6811 |
|
1.000 |
0.6708 |
|
0.618 |
0.6643 |
|
HIGH |
0.6540 |
|
0.618 |
0.6475 |
|
0.500 |
0.6456 |
|
0.382 |
0.6436 |
|
LOW |
0.6372 |
|
0.618 |
0.6268 |
|
1.000 |
0.6204 |
|
1.618 |
0.6100 |
|
2.618 |
0.5932 |
|
4.250 |
0.5658 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6509 |
0.6510 |
| PP |
0.6482 |
0.6485 |
| S1 |
0.6456 |
0.6460 |
|