CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 17-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6307 |
0.6215 |
-0.0093 |
-1.5% |
0.6379 |
| High |
0.6358 |
0.6323 |
-0.0035 |
-0.6% |
0.6391 |
| Low |
0.6205 |
0.6215 |
0.0010 |
0.2% |
0.6181 |
| Close |
0.6213 |
0.6305 |
0.0093 |
1.5% |
0.6213 |
| Range |
0.0154 |
0.0109 |
-0.0045 |
-29.3% |
0.0210 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.3% |
0.0000 |
| Volume |
125,518 |
77,845 |
-47,673 |
-38.0% |
533,019 |
|
| Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6606 |
0.6564 |
0.6365 |
|
| R3 |
0.6498 |
0.6456 |
0.6335 |
|
| R2 |
0.6389 |
0.6389 |
0.6325 |
|
| R1 |
0.6347 |
0.6347 |
0.6315 |
0.6368 |
| PP |
0.6281 |
0.6281 |
0.6281 |
0.6291 |
| S1 |
0.6239 |
0.6239 |
0.6295 |
0.6260 |
| S2 |
0.6172 |
0.6172 |
0.6285 |
|
| S3 |
0.6064 |
0.6130 |
0.6275 |
|
| S4 |
0.5955 |
0.6022 |
0.6245 |
|
|
| 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 |
0.6358 |
0.6181 |
0.0177 |
2.8% |
0.0114 |
1.8% |
70% |
False |
False |
105,386 |
| 10 |
0.6559 |
0.6181 |
0.0378 |
6.0% |
0.0112 |
1.8% |
33% |
False |
False |
99,635 |
| 20 |
0.6759 |
0.6181 |
0.0578 |
9.2% |
0.0111 |
1.8% |
21% |
False |
False |
104,060 |
| 40 |
0.7018 |
0.6181 |
0.0837 |
13.3% |
0.0098 |
1.6% |
15% |
False |
False |
64,780 |
| 60 |
0.7140 |
0.6181 |
0.0959 |
15.2% |
0.0090 |
1.4% |
13% |
False |
False |
43,258 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
15.2% |
0.0085 |
1.3% |
13% |
False |
False |
32,455 |
| 100 |
0.7287 |
0.6181 |
0.1106 |
17.5% |
0.0081 |
1.3% |
11% |
False |
False |
25,985 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.5% |
0.0074 |
1.2% |
11% |
False |
False |
21,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6784 |
|
2.618 |
0.6607 |
|
1.618 |
0.6499 |
|
1.000 |
0.6432 |
|
0.618 |
0.6390 |
|
HIGH |
0.6323 |
|
0.618 |
0.6282 |
|
0.500 |
0.6269 |
|
0.382 |
0.6256 |
|
LOW |
0.6215 |
|
0.618 |
0.6147 |
|
1.000 |
0.6106 |
|
1.618 |
0.6039 |
|
2.618 |
0.5930 |
|
4.250 |
0.5753 |
|
|
| Fisher Pivots for day following 17-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6293 |
0.6293 |
| PP |
0.6281 |
0.6281 |
| S1 |
0.6269 |
0.6270 |
|