CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 05-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2022 |
05-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6524 |
0.6515 |
-0.0009 |
-0.1% |
0.6534 |
| High |
0.6559 |
0.6538 |
-0.0022 |
-0.3% |
0.6548 |
| Low |
0.6459 |
0.6428 |
-0.0031 |
-0.5% |
0.6372 |
| Close |
0.6510 |
0.6515 |
0.0005 |
0.1% |
0.6416 |
| Range |
0.0100 |
0.0110 |
0.0010 |
9.5% |
0.0176 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
0.7% |
0.0000 |
| Volume |
122,102 |
97,315 |
-24,787 |
-20.3% |
573,950 |
|
| Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6822 |
0.6778 |
0.6575 |
|
| R3 |
0.6713 |
0.6669 |
0.6545 |
|
| R2 |
0.6603 |
0.6603 |
0.6535 |
|
| R1 |
0.6559 |
0.6559 |
0.6525 |
0.6570 |
| PP |
0.6494 |
0.6494 |
0.6494 |
0.6499 |
| S1 |
0.6450 |
0.6450 |
0.6505 |
0.6460 |
| S2 |
0.6384 |
0.6384 |
0.6495 |
|
| S3 |
0.6275 |
0.6340 |
0.6485 |
|
| S4 |
0.6165 |
0.6231 |
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 |
0.6399 |
0.0160 |
2.5% |
0.0110 |
1.7% |
73% |
False |
False |
109,260 |
| 10 |
0.6681 |
0.6372 |
0.0309 |
4.7% |
0.0116 |
1.8% |
46% |
False |
False |
111,414 |
| 20 |
0.6928 |
0.6372 |
0.0556 |
8.5% |
0.0100 |
1.5% |
26% |
False |
False |
89,378 |
| 40 |
0.7140 |
0.6372 |
0.0769 |
11.8% |
0.0091 |
1.4% |
19% |
False |
False |
45,384 |
| 60 |
0.7140 |
0.6372 |
0.0769 |
11.8% |
0.0084 |
1.3% |
19% |
False |
False |
30,315 |
| 80 |
0.7140 |
0.6372 |
0.0769 |
11.8% |
0.0082 |
1.3% |
19% |
False |
False |
22,755 |
| 100 |
0.7287 |
0.6372 |
0.0916 |
14.1% |
0.0074 |
1.1% |
16% |
False |
False |
18,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7003 |
|
2.618 |
0.6824 |
|
1.618 |
0.6715 |
|
1.000 |
0.6647 |
|
0.618 |
0.6605 |
|
HIGH |
0.6538 |
|
0.618 |
0.6496 |
|
0.500 |
0.6483 |
|
0.382 |
0.6470 |
|
LOW |
0.6428 |
|
0.618 |
0.6360 |
|
1.000 |
0.6319 |
|
1.618 |
0.6251 |
|
2.618 |
0.6141 |
|
4.250 |
0.5963 |
|
|
| Fisher Pivots for day following 05-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6504 |
0.6505 |
| PP |
0.6494 |
0.6494 |
| S1 |
0.6483 |
0.6484 |
|