CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 14-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6288 |
0.6307 |
0.0019 |
0.3% |
0.6379 |
| High |
0.6328 |
0.6358 |
0.0031 |
0.5% |
0.6391 |
| Low |
0.6181 |
0.6205 |
0.0024 |
0.4% |
0.6181 |
| Close |
0.6317 |
0.6213 |
-0.0104 |
-1.6% |
0.6213 |
| Range |
0.0147 |
0.0154 |
0.0007 |
4.8% |
0.0210 |
| ATR |
0.0103 |
0.0107 |
0.0004 |
3.5% |
0.0000 |
| Volume |
124,245 |
125,518 |
1,273 |
1.0% |
533,019 |
|
| Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6719 |
0.6619 |
0.6297 |
|
| R3 |
0.6565 |
0.6466 |
0.6255 |
|
| R2 |
0.6412 |
0.6412 |
0.6241 |
|
| R1 |
0.6312 |
0.6312 |
0.6227 |
0.6285 |
| PP |
0.6258 |
0.6258 |
0.6258 |
0.6245 |
| S1 |
0.6159 |
0.6159 |
0.6198 |
0.6132 |
| S2 |
0.6105 |
0.6105 |
0.6184 |
|
| S3 |
0.5951 |
0.6005 |
0.6170 |
|
| S4 |
0.5798 |
0.5852 |
0.6128 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6892 |
0.6762 |
0.6328 |
|
| R3 |
0.6682 |
0.6552 |
0.6270 |
|
| R2 |
0.6472 |
0.6472 |
0.6251 |
|
| R1 |
0.6342 |
0.6342 |
0.6232 |
0.6302 |
| PP |
0.6262 |
0.6262 |
0.6262 |
0.6241 |
| S1 |
0.6132 |
0.6132 |
0.6193 |
0.6092 |
| S2 |
0.6052 |
0.6052 |
0.6174 |
|
| S3 |
0.5842 |
0.5922 |
0.6155 |
|
| S4 |
0.5632 |
0.5712 |
0.6097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6391 |
0.6181 |
0.0210 |
3.4% |
0.0114 |
1.8% |
15% |
False |
False |
106,603 |
| 10 |
0.6559 |
0.6181 |
0.0378 |
6.1% |
0.0113 |
1.8% |
8% |
False |
False |
101,434 |
| 20 |
0.6759 |
0.6181 |
0.0578 |
9.3% |
0.0109 |
1.8% |
5% |
False |
False |
103,182 |
| 40 |
0.7018 |
0.6181 |
0.0837 |
13.5% |
0.0097 |
1.6% |
4% |
False |
False |
62,838 |
| 60 |
0.7140 |
0.6181 |
0.0959 |
15.4% |
0.0089 |
1.4% |
3% |
False |
False |
41,961 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
15.4% |
0.0084 |
1.4% |
3% |
False |
False |
31,484 |
| 100 |
0.7287 |
0.6181 |
0.1106 |
17.8% |
0.0080 |
1.3% |
3% |
False |
False |
25,207 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.8% |
0.0073 |
1.2% |
3% |
False |
False |
21,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7010 |
|
2.618 |
0.6760 |
|
1.618 |
0.6606 |
|
1.000 |
0.6512 |
|
0.618 |
0.6453 |
|
HIGH |
0.6358 |
|
0.618 |
0.6299 |
|
0.500 |
0.6281 |
|
0.382 |
0.6263 |
|
LOW |
0.6205 |
|
0.618 |
0.6110 |
|
1.000 |
0.6051 |
|
1.618 |
0.5956 |
|
2.618 |
0.5803 |
|
4.250 |
0.5552 |
|
|
| Fisher Pivots for day following 14-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6281 |
0.6270 |
| PP |
0.6258 |
0.6251 |
| S1 |
0.6235 |
0.6232 |
|