CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 30-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2022 |
30-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6526 |
0.6508 |
-0.0019 |
-0.3% |
0.6534 |
| High |
0.6531 |
0.6531 |
0.0001 |
0.0% |
0.6548 |
| Low |
0.6443 |
0.6399 |
-0.0044 |
-0.7% |
0.6372 |
| Close |
0.6483 |
0.6416 |
-0.0067 |
-1.0% |
0.6416 |
| Range |
0.0088 |
0.0132 |
0.0045 |
50.9% |
0.0176 |
| ATR |
0.0096 |
0.0098 |
0.0003 |
2.7% |
0.0000 |
| Volume |
105,723 |
125,330 |
19,607 |
18.5% |
573,950 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6845 |
0.6762 |
0.6488 |
|
| R3 |
0.6713 |
0.6630 |
0.6452 |
|
| R2 |
0.6581 |
0.6581 |
0.6440 |
|
| R1 |
0.6498 |
0.6498 |
0.6428 |
0.6473 |
| PP |
0.6449 |
0.6449 |
0.6449 |
0.6436 |
| S1 |
0.6366 |
0.6366 |
0.6403 |
0.6341 |
| S2 |
0.6317 |
0.6317 |
0.6391 |
|
| S3 |
0.6185 |
0.6234 |
0.6379 |
|
| S4 |
0.6053 |
0.6102 |
0.6343 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6973 |
0.6870 |
0.6512 |
|
| R3 |
0.6797 |
0.6694 |
0.6464 |
|
| R2 |
0.6621 |
0.6621 |
0.6448 |
|
| R1 |
0.6518 |
0.6518 |
0.6432 |
0.6482 |
| PP |
0.6445 |
0.6445 |
0.6445 |
0.6427 |
| S1 |
0.6342 |
0.6342 |
0.6399 |
0.6306 |
| S2 |
0.6269 |
0.6269 |
0.6383 |
|
| S3 |
0.6093 |
0.6166 |
0.6367 |
|
| S4 |
0.5917 |
0.5990 |
0.6319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6548 |
0.6372 |
0.0176 |
2.7% |
0.0117 |
1.8% |
25% |
False |
False |
114,790 |
| 10 |
0.6759 |
0.6372 |
0.0388 |
6.0% |
0.0105 |
1.6% |
11% |
False |
False |
104,931 |
| 20 |
0.6928 |
0.6372 |
0.0556 |
8.7% |
0.0097 |
1.5% |
8% |
False |
False |
74,495 |
| 40 |
0.7140 |
0.6372 |
0.0769 |
12.0% |
0.0088 |
1.4% |
6% |
False |
False |
37,522 |
| 60 |
0.7140 |
0.6372 |
0.0769 |
12.0% |
0.0083 |
1.3% |
6% |
False |
False |
25,065 |
| 80 |
0.7200 |
0.6372 |
0.0829 |
12.9% |
0.0081 |
1.3% |
5% |
False |
False |
18,817 |
| 100 |
0.7287 |
0.6372 |
0.0916 |
14.3% |
0.0072 |
1.1% |
5% |
False |
False |
15,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7092 |
|
2.618 |
0.6877 |
|
1.618 |
0.6745 |
|
1.000 |
0.6663 |
|
0.618 |
0.6613 |
|
HIGH |
0.6531 |
|
0.618 |
0.6481 |
|
0.500 |
0.6465 |
|
0.382 |
0.6449 |
|
LOW |
0.6399 |
|
0.618 |
0.6317 |
|
1.000 |
0.6267 |
|
1.618 |
0.6185 |
|
2.618 |
0.6053 |
|
4.250 |
0.5838 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6465 |
0.6456 |
| PP |
0.6449 |
0.6442 |
| S1 |
0.6432 |
0.6429 |
|