CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 04-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6411 |
0.6524 |
0.0113 |
1.8% |
0.6534 |
| High |
0.6531 |
0.6559 |
0.0029 |
0.4% |
0.6548 |
| Low |
0.6408 |
0.6459 |
0.0051 |
0.8% |
0.6372 |
| Close |
0.6525 |
0.6510 |
-0.0015 |
-0.2% |
0.6416 |
| Range |
0.0123 |
0.0100 |
-0.0023 |
-18.4% |
0.0176 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.0% |
0.0000 |
| Volume |
95,831 |
122,102 |
26,271 |
27.4% |
573,950 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6809 |
0.6760 |
0.6565 |
|
| R3 |
0.6709 |
0.6660 |
0.6538 |
|
| R2 |
0.6609 |
0.6609 |
0.6528 |
|
| R1 |
0.6560 |
0.6560 |
0.6519 |
0.6535 |
| PP |
0.6509 |
0.6509 |
0.6509 |
0.6497 |
| S1 |
0.6460 |
0.6460 |
0.6501 |
0.6435 |
| S2 |
0.6409 |
0.6409 |
0.6492 |
|
| S3 |
0.6309 |
0.6360 |
0.6483 |
|
| S4 |
0.6209 |
0.6260 |
0.6455 |
|
|
| 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 |
0.6559 |
0.6372 |
0.0188 |
2.9% |
0.0122 |
1.9% |
74% |
True |
False |
117,249 |
| 10 |
0.6715 |
0.6372 |
0.0344 |
5.3% |
0.0114 |
1.7% |
40% |
False |
False |
113,005 |
| 20 |
0.6928 |
0.6372 |
0.0556 |
8.5% |
0.0099 |
1.5% |
25% |
False |
False |
84,828 |
| 40 |
0.7140 |
0.6372 |
0.0769 |
11.8% |
0.0089 |
1.4% |
18% |
False |
False |
42,952 |
| 60 |
0.7140 |
0.6372 |
0.0769 |
11.8% |
0.0083 |
1.3% |
18% |
False |
False |
28,696 |
| 80 |
0.7140 |
0.6372 |
0.0769 |
11.8% |
0.0082 |
1.3% |
18% |
False |
False |
21,539 |
| 100 |
0.7287 |
0.6372 |
0.0916 |
14.1% |
0.0074 |
1.1% |
15% |
False |
False |
17,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6984 |
|
2.618 |
0.6821 |
|
1.618 |
0.6721 |
|
1.000 |
0.6659 |
|
0.618 |
0.6621 |
|
HIGH |
0.6559 |
|
0.618 |
0.6521 |
|
0.500 |
0.6509 |
|
0.382 |
0.6497 |
|
LOW |
0.6459 |
|
0.618 |
0.6397 |
|
1.000 |
0.6359 |
|
1.618 |
0.6297 |
|
2.618 |
0.6197 |
|
4.250 |
0.6034 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6510 |
0.6500 |
| PP |
0.6509 |
0.6489 |
| S1 |
0.6509 |
0.6479 |
|