CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 07-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2022 |
07-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6502 |
0.6422 |
-0.0080 |
-1.2% |
0.6411 |
| High |
0.6552 |
0.6444 |
-0.0109 |
-1.7% |
0.6559 |
| Low |
0.6400 |
0.6365 |
-0.0035 |
-0.5% |
0.6365 |
| Close |
0.6418 |
0.6378 |
-0.0040 |
-0.6% |
0.6378 |
| Range |
0.0152 |
0.0079 |
-0.0074 |
-48.4% |
0.0194 |
| ATR |
0.0104 |
0.0103 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
87,464 |
78,614 |
-8,850 |
-10.1% |
481,326 |
|
| Daily Pivots for day following 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6631 |
0.6583 |
0.6421 |
|
| R3 |
0.6552 |
0.6504 |
0.6399 |
|
| R2 |
0.6474 |
0.6474 |
0.6392 |
|
| R1 |
0.6426 |
0.6426 |
0.6385 |
0.6411 |
| PP |
0.6395 |
0.6395 |
0.6395 |
0.6388 |
| S1 |
0.6347 |
0.6347 |
0.6370 |
0.6332 |
| S2 |
0.6317 |
0.6317 |
0.6363 |
|
| S3 |
0.6238 |
0.6269 |
0.6356 |
|
| S4 |
0.6160 |
0.6190 |
0.6334 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7016 |
0.6891 |
0.6484 |
|
| R3 |
0.6822 |
0.6697 |
0.6431 |
|
| R2 |
0.6628 |
0.6628 |
0.6413 |
|
| R1 |
0.6503 |
0.6503 |
0.6395 |
0.6468 |
| PP |
0.6434 |
0.6434 |
0.6434 |
0.6417 |
| S1 |
0.6309 |
0.6309 |
0.6360 |
0.6274 |
| S2 |
0.6240 |
0.6240 |
0.6342 |
|
| S3 |
0.6046 |
0.6115 |
0.6324 |
|
| S4 |
0.5852 |
0.5921 |
0.6271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6559 |
0.6365 |
0.0194 |
3.0% |
0.0113 |
1.8% |
6% |
False |
True |
96,265 |
| 10 |
0.6559 |
0.6365 |
0.0194 |
3.0% |
0.0115 |
1.8% |
6% |
False |
True |
105,527 |
| 20 |
0.6928 |
0.6365 |
0.0563 |
8.8% |
0.0103 |
1.6% |
2% |
False |
True |
96,683 |
| 40 |
0.7138 |
0.6365 |
0.0773 |
12.1% |
0.0091 |
1.4% |
2% |
False |
True |
49,525 |
| 60 |
0.7140 |
0.6365 |
0.0775 |
12.2% |
0.0085 |
1.3% |
2% |
False |
True |
33,082 |
| 80 |
0.7140 |
0.6365 |
0.0775 |
12.2% |
0.0083 |
1.3% |
2% |
False |
True |
24,828 |
| 100 |
0.7287 |
0.6365 |
0.0922 |
14.5% |
0.0075 |
1.2% |
1% |
False |
True |
19,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6777 |
|
2.618 |
0.6649 |
|
1.618 |
0.6571 |
|
1.000 |
0.6522 |
|
0.618 |
0.6492 |
|
HIGH |
0.6444 |
|
0.618 |
0.6414 |
|
0.500 |
0.6404 |
|
0.382 |
0.6395 |
|
LOW |
0.6365 |
|
0.618 |
0.6316 |
|
1.000 |
0.6287 |
|
1.618 |
0.6238 |
|
2.618 |
0.6159 |
|
4.250 |
0.6031 |
|
|
| Fisher Pivots for day following 07-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6404 |
0.6459 |
| PP |
0.6395 |
0.6432 |
| S1 |
0.6386 |
0.6405 |
|