CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 06-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2022 |
06-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6515 |
0.6502 |
-0.0013 |
-0.2% |
0.6534 |
| High |
0.6538 |
0.6552 |
0.0015 |
0.2% |
0.6548 |
| Low |
0.6428 |
0.6400 |
-0.0028 |
-0.4% |
0.6372 |
| Close |
0.6515 |
0.6418 |
-0.0098 |
-1.5% |
0.6416 |
| Range |
0.0110 |
0.0152 |
0.0043 |
38.8% |
0.0176 |
| ATR |
0.0101 |
0.0104 |
0.0004 |
3.6% |
0.0000 |
| Volume |
97,315 |
87,464 |
-9,851 |
-10.1% |
573,950 |
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6913 |
0.6817 |
0.6501 |
|
| R3 |
0.6761 |
0.6665 |
0.6459 |
|
| R2 |
0.6609 |
0.6609 |
0.6445 |
|
| R1 |
0.6513 |
0.6513 |
0.6431 |
0.6485 |
| PP |
0.6457 |
0.6457 |
0.6457 |
0.6442 |
| S1 |
0.6361 |
0.6361 |
0.6404 |
0.6333 |
| S2 |
0.6305 |
0.6305 |
0.6390 |
|
| S3 |
0.6153 |
0.6209 |
0.6376 |
|
| S4 |
0.6001 |
0.6057 |
0.6334 |
|
|
| 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% |
0.0123 |
1.9% |
12% |
False |
False |
105,608 |
| 10 |
0.6665 |
0.6372 |
0.0294 |
4.6% |
0.0122 |
1.9% |
16% |
False |
False |
108,258 |
| 20 |
0.6928 |
0.6372 |
0.0556 |
8.7% |
0.0105 |
1.6% |
8% |
False |
False |
93,260 |
| 40 |
0.7140 |
0.6372 |
0.0769 |
12.0% |
0.0091 |
1.4% |
6% |
False |
False |
47,564 |
| 60 |
0.7140 |
0.6372 |
0.0769 |
12.0% |
0.0085 |
1.3% |
6% |
False |
False |
31,772 |
| 80 |
0.7140 |
0.6372 |
0.0769 |
12.0% |
0.0083 |
1.3% |
6% |
False |
False |
23,847 |
| 100 |
0.7287 |
0.6372 |
0.0916 |
14.3% |
0.0075 |
1.2% |
5% |
False |
False |
19,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7198 |
|
2.618 |
0.6950 |
|
1.618 |
0.6798 |
|
1.000 |
0.6704 |
|
0.618 |
0.6646 |
|
HIGH |
0.6552 |
|
0.618 |
0.6494 |
|
0.500 |
0.6476 |
|
0.382 |
0.6458 |
|
LOW |
0.6400 |
|
0.618 |
0.6306 |
|
1.000 |
0.6248 |
|
1.618 |
0.6154 |
|
2.618 |
0.6002 |
|
4.250 |
0.5754 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6476 |
0.6480 |
| PP |
0.6457 |
0.6459 |
| S1 |
0.6437 |
0.6438 |
|