CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 03-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2022 |
03-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6508 |
0.6411 |
-0.0097 |
-1.5% |
0.6534 |
| High |
0.6531 |
0.6531 |
-0.0001 |
0.0% |
0.6548 |
| Low |
0.6399 |
0.6408 |
0.0009 |
0.1% |
0.6372 |
| Close |
0.6416 |
0.6525 |
0.0110 |
1.7% |
0.6416 |
| Range |
0.0132 |
0.0123 |
-0.0010 |
-7.2% |
0.0176 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
1.7% |
0.0000 |
| Volume |
125,330 |
95,831 |
-29,499 |
-23.5% |
573,950 |
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6855 |
0.6813 |
0.6592 |
|
| R3 |
0.6733 |
0.6690 |
0.6559 |
|
| R2 |
0.6610 |
0.6610 |
0.6547 |
|
| R1 |
0.6568 |
0.6568 |
0.6536 |
0.6589 |
| PP |
0.6488 |
0.6488 |
0.6488 |
0.6499 |
| S1 |
0.6445 |
0.6445 |
0.6514 |
0.6467 |
| S2 |
0.6365 |
0.6365 |
0.6503 |
|
| S3 |
0.6243 |
0.6323 |
0.6491 |
|
| S4 |
0.6120 |
0.6200 |
0.6458 |
|
|
| 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 |
0.6540 |
0.6372 |
0.0168 |
2.6% |
0.0122 |
1.9% |
91% |
False |
False |
110,983 |
| 10 |
0.6759 |
0.6372 |
0.0388 |
5.9% |
0.0111 |
1.7% |
40% |
False |
False |
108,485 |
| 20 |
0.6928 |
0.6372 |
0.0556 |
8.5% |
0.0099 |
1.5% |
28% |
False |
False |
78,949 |
| 40 |
0.7140 |
0.6372 |
0.0769 |
11.8% |
0.0089 |
1.4% |
20% |
False |
False |
39,915 |
| 60 |
0.7140 |
0.6372 |
0.0769 |
11.8% |
0.0083 |
1.3% |
20% |
False |
False |
26,661 |
| 80 |
0.7184 |
0.6372 |
0.0813 |
12.5% |
0.0082 |
1.3% |
19% |
False |
False |
20,013 |
| 100 |
0.7287 |
0.6372 |
0.0916 |
14.0% |
0.0073 |
1.1% |
17% |
False |
False |
16,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7051 |
|
2.618 |
0.6851 |
|
1.618 |
0.6729 |
|
1.000 |
0.6653 |
|
0.618 |
0.6606 |
|
HIGH |
0.6531 |
|
0.618 |
0.6484 |
|
0.500 |
0.6469 |
|
0.382 |
0.6455 |
|
LOW |
0.6408 |
|
0.618 |
0.6332 |
|
1.000 |
0.6286 |
|
1.618 |
0.6210 |
|
2.618 |
0.6087 |
|
4.250 |
0.5887 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6506 |
0.6505 |
| PP |
0.6488 |
0.6485 |
| S1 |
0.6469 |
0.6465 |
|