CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 12-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2022 |
12-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6308 |
0.6285 |
-0.0024 |
-0.4% |
0.6411 |
| High |
0.6357 |
0.6310 |
-0.0047 |
-0.7% |
0.6559 |
| Low |
0.6258 |
0.6247 |
-0.0012 |
-0.2% |
0.6365 |
| Close |
0.6278 |
0.6287 |
0.0010 |
0.2% |
0.6378 |
| Range |
0.0099 |
0.0064 |
-0.0035 |
-35.5% |
0.0194 |
| ATR |
0.0102 |
0.0100 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
113,759 |
85,567 |
-28,192 |
-24.8% |
481,326 |
|
| Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6472 |
0.6443 |
0.6322 |
|
| R3 |
0.6408 |
0.6379 |
0.6304 |
|
| R2 |
0.6345 |
0.6345 |
0.6299 |
|
| R1 |
0.6316 |
0.6316 |
0.6293 |
0.6330 |
| PP |
0.6281 |
0.6281 |
0.6281 |
0.6288 |
| S1 |
0.6252 |
0.6252 |
0.6281 |
0.6267 |
| S2 |
0.6218 |
0.6218 |
0.6275 |
|
| S3 |
0.6154 |
0.6189 |
0.6270 |
|
| S4 |
0.6091 |
0.6125 |
0.6252 |
|
|
| 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 |
0.6247 |
0.0306 |
4.9% |
0.0100 |
1.6% |
13% |
False |
True |
89,866 |
| 10 |
0.6559 |
0.6247 |
0.0313 |
5.0% |
0.0105 |
1.7% |
13% |
False |
True |
99,563 |
| 20 |
0.6783 |
0.6247 |
0.0536 |
8.5% |
0.0100 |
1.6% |
8% |
False |
True |
99,793 |
| 40 |
0.7037 |
0.6247 |
0.0790 |
12.6% |
0.0094 |
1.5% |
5% |
False |
True |
56,601 |
| 60 |
0.7140 |
0.6247 |
0.0894 |
14.2% |
0.0086 |
1.4% |
5% |
False |
True |
37,799 |
| 80 |
0.7140 |
0.6247 |
0.0894 |
14.2% |
0.0082 |
1.3% |
5% |
False |
True |
28,366 |
| 100 |
0.7287 |
0.6247 |
0.1041 |
16.6% |
0.0077 |
1.2% |
4% |
False |
True |
22,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6580 |
|
2.618 |
0.6476 |
|
1.618 |
0.6413 |
|
1.000 |
0.6374 |
|
0.618 |
0.6349 |
|
HIGH |
0.6310 |
|
0.618 |
0.6286 |
|
0.500 |
0.6278 |
|
0.382 |
0.6271 |
|
LOW |
0.6247 |
|
0.618 |
0.6207 |
|
1.000 |
0.6183 |
|
1.618 |
0.6144 |
|
2.618 |
0.6080 |
|
4.250 |
0.5977 |
|
|
| Fisher Pivots for day following 12-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6284 |
0.6319 |
| PP |
0.6281 |
0.6308 |
| S1 |
0.6278 |
0.6298 |
|