CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 13-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6285 |
0.6288 |
0.0004 |
0.1% |
0.6411 |
| High |
0.6310 |
0.6328 |
0.0018 |
0.3% |
0.6559 |
| Low |
0.6247 |
0.6181 |
-0.0066 |
-1.0% |
0.6365 |
| Close |
0.6287 |
0.6317 |
0.0030 |
0.5% |
0.6378 |
| Range |
0.0064 |
0.0147 |
0.0083 |
130.7% |
0.0194 |
| ATR |
0.0100 |
0.0103 |
0.0003 |
3.4% |
0.0000 |
| Volume |
85,567 |
124,245 |
38,678 |
45.2% |
481,326 |
|
| Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6715 |
0.6662 |
0.6397 |
|
| R3 |
0.6568 |
0.6516 |
0.6357 |
|
| R2 |
0.6422 |
0.6422 |
0.6343 |
|
| R1 |
0.6369 |
0.6369 |
0.6330 |
0.6395 |
| PP |
0.6275 |
0.6275 |
0.6275 |
0.6288 |
| S1 |
0.6223 |
0.6223 |
0.6303 |
0.6249 |
| S2 |
0.6129 |
0.6129 |
0.6290 |
|
| S3 |
0.5982 |
0.6076 |
0.6276 |
|
| S4 |
0.5836 |
0.5930 |
0.6236 |
|
|
| 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 |
0.6444 |
0.6181 |
0.0263 |
4.2% |
0.0099 |
1.6% |
52% |
False |
True |
97,223 |
| 10 |
0.6559 |
0.6181 |
0.0378 |
6.0% |
0.0111 |
1.8% |
36% |
False |
True |
101,415 |
| 20 |
0.6759 |
0.6181 |
0.0578 |
9.2% |
0.0104 |
1.6% |
23% |
False |
True |
101,991 |
| 40 |
0.7018 |
0.6181 |
0.0837 |
13.3% |
0.0094 |
1.5% |
16% |
False |
True |
59,704 |
| 60 |
0.7140 |
0.6181 |
0.0959 |
15.2% |
0.0088 |
1.4% |
14% |
False |
True |
39,870 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
15.2% |
0.0083 |
1.3% |
14% |
False |
True |
29,917 |
| 100 |
0.7287 |
0.6181 |
0.1106 |
17.5% |
0.0078 |
1.2% |
12% |
False |
True |
23,952 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.5% |
0.0073 |
1.2% |
12% |
False |
True |
19,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6950 |
|
2.618 |
0.6711 |
|
1.618 |
0.6565 |
|
1.000 |
0.6474 |
|
0.618 |
0.6418 |
|
HIGH |
0.6328 |
|
0.618 |
0.6272 |
|
0.500 |
0.6254 |
|
0.382 |
0.6237 |
|
LOW |
0.6181 |
|
0.618 |
0.6090 |
|
1.000 |
0.6035 |
|
1.618 |
0.5944 |
|
2.618 |
0.5797 |
|
4.250 |
0.5558 |
|
|
| Fisher Pivots for day following 13-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6296 |
0.6301 |
| PP |
0.6275 |
0.6285 |
| S1 |
0.6254 |
0.6269 |
|