CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 29-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2022 |
29-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6442 |
0.6526 |
0.0084 |
1.3% |
0.6724 |
| High |
0.6540 |
0.6531 |
-0.0009 |
-0.1% |
0.6759 |
| Low |
0.6372 |
0.6443 |
0.0072 |
1.1% |
0.6521 |
| Close |
0.6535 |
0.6483 |
-0.0053 |
-0.8% |
0.6523 |
| Range |
0.0168 |
0.0088 |
-0.0081 |
-47.9% |
0.0239 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
137,263 |
105,723 |
-31,540 |
-23.0% |
475,361 |
|
| Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6748 |
0.6703 |
0.6531 |
|
| R3 |
0.6660 |
0.6615 |
0.6507 |
|
| R2 |
0.6573 |
0.6573 |
0.6499 |
|
| R1 |
0.6528 |
0.6528 |
0.6491 |
0.6507 |
| PP |
0.6485 |
0.6485 |
0.6485 |
0.6475 |
| S1 |
0.6440 |
0.6440 |
0.6474 |
0.6419 |
| S2 |
0.6398 |
0.6398 |
0.6466 |
|
| S3 |
0.6310 |
0.6353 |
0.6458 |
|
| S4 |
0.6223 |
0.6265 |
0.6434 |
|
|
| 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 |
0.6665 |
0.6372 |
0.0294 |
4.5% |
0.0120 |
1.8% |
38% |
False |
False |
110,908 |
| 10 |
0.6759 |
0.6372 |
0.0388 |
6.0% |
0.0097 |
1.5% |
29% |
False |
False |
102,568 |
| 20 |
0.6928 |
0.6372 |
0.0556 |
8.6% |
0.0094 |
1.4% |
20% |
False |
False |
68,312 |
| 40 |
0.7140 |
0.6372 |
0.0769 |
11.9% |
0.0086 |
1.3% |
14% |
False |
False |
34,390 |
| 60 |
0.7140 |
0.6372 |
0.0769 |
11.9% |
0.0081 |
1.3% |
14% |
False |
False |
22,977 |
| 80 |
0.7232 |
0.6372 |
0.0860 |
13.3% |
0.0080 |
1.2% |
13% |
False |
False |
17,260 |
| 100 |
0.7287 |
0.6372 |
0.0916 |
14.1% |
0.0071 |
1.1% |
12% |
False |
False |
13,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6902 |
|
2.618 |
0.6760 |
|
1.618 |
0.6672 |
|
1.000 |
0.6618 |
|
0.618 |
0.6585 |
|
HIGH |
0.6531 |
|
0.618 |
0.6497 |
|
0.500 |
0.6487 |
|
0.382 |
0.6476 |
|
LOW |
0.6443 |
|
0.618 |
0.6389 |
|
1.000 |
0.6356 |
|
1.618 |
0.6301 |
|
2.618 |
0.6214 |
|
4.250 |
0.6071 |
|
|
| Fisher Pivots for day following 29-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6487 |
0.6474 |
| PP |
0.6485 |
0.6465 |
| S1 |
0.6484 |
0.6456 |
|