CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 11-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2022 |
11-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6379 |
0.6308 |
-0.0071 |
-1.1% |
0.6411 |
| High |
0.6391 |
0.6357 |
-0.0035 |
-0.5% |
0.6559 |
| Low |
0.6286 |
0.6258 |
-0.0028 |
-0.4% |
0.6365 |
| Close |
0.6306 |
0.6278 |
-0.0029 |
-0.5% |
0.6378 |
| Range |
0.0106 |
0.0099 |
-0.0007 |
-6.6% |
0.0194 |
| ATR |
0.0103 |
0.0102 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
83,930 |
113,759 |
29,829 |
35.5% |
481,326 |
|
| Daily Pivots for day following 11-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6593 |
0.6534 |
0.6332 |
|
| R3 |
0.6494 |
0.6435 |
0.6305 |
|
| R2 |
0.6396 |
0.6396 |
0.6296 |
|
| R1 |
0.6337 |
0.6337 |
0.6287 |
0.6317 |
| PP |
0.6297 |
0.6297 |
0.6297 |
0.6288 |
| S1 |
0.6238 |
0.6238 |
0.6268 |
0.6219 |
| S2 |
0.6199 |
0.6199 |
0.6259 |
|
| S3 |
0.6100 |
0.6140 |
0.6250 |
|
| S4 |
0.6002 |
0.6041 |
0.6223 |
|
|
| 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 |
0.6552 |
0.6258 |
0.0294 |
4.7% |
0.0109 |
1.7% |
7% |
False |
True |
92,216 |
| 10 |
0.6559 |
0.6258 |
0.0301 |
4.8% |
0.0115 |
1.8% |
6% |
False |
True |
104,733 |
| 20 |
0.6783 |
0.6258 |
0.0525 |
8.4% |
0.0100 |
1.6% |
4% |
False |
True |
102,297 |
| 40 |
0.7042 |
0.6258 |
0.0784 |
12.5% |
0.0093 |
1.5% |
2% |
False |
True |
54,465 |
| 60 |
0.7140 |
0.6258 |
0.0882 |
14.1% |
0.0086 |
1.4% |
2% |
False |
True |
36,374 |
| 80 |
0.7140 |
0.6258 |
0.0882 |
14.1% |
0.0082 |
1.3% |
2% |
False |
True |
27,297 |
| 100 |
0.7287 |
0.6258 |
0.1029 |
16.4% |
0.0077 |
1.2% |
2% |
False |
True |
21,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6775 |
|
2.618 |
0.6614 |
|
1.618 |
0.6516 |
|
1.000 |
0.6455 |
|
0.618 |
0.6417 |
|
HIGH |
0.6357 |
|
0.618 |
0.6319 |
|
0.500 |
0.6307 |
|
0.382 |
0.6296 |
|
LOW |
0.6258 |
|
0.618 |
0.6197 |
|
1.000 |
0.6160 |
|
1.618 |
0.6099 |
|
2.618 |
0.6000 |
|
4.250 |
0.5839 |
|
|
| Fisher Pivots for day following 11-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6307 |
0.6351 |
| PP |
0.6297 |
0.6326 |
| S1 |
0.6287 |
0.6302 |
|