CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 18-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6215 |
0.6302 |
0.0088 |
1.4% |
0.6379 |
| High |
0.6323 |
0.6351 |
0.0028 |
0.4% |
0.6391 |
| Low |
0.6215 |
0.6276 |
0.0062 |
1.0% |
0.6181 |
| Close |
0.6305 |
0.6305 |
0.0000 |
0.0% |
0.6213 |
| Range |
0.0109 |
0.0075 |
-0.0034 |
-31.3% |
0.0210 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
77,845 |
84,936 |
7,091 |
9.1% |
533,019 |
|
| Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6534 |
0.6494 |
0.6346 |
|
| R3 |
0.6460 |
0.6420 |
0.6325 |
|
| R2 |
0.6385 |
0.6385 |
0.6319 |
|
| R1 |
0.6345 |
0.6345 |
0.6312 |
0.6365 |
| PP |
0.6311 |
0.6311 |
0.6311 |
0.6321 |
| S1 |
0.6271 |
0.6271 |
0.6298 |
0.6291 |
| S2 |
0.6236 |
0.6236 |
0.6291 |
|
| S3 |
0.6162 |
0.6196 |
0.6285 |
|
| S4 |
0.6087 |
0.6122 |
0.6264 |
|
|
| 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% |
0.0109 |
1.7% |
70% |
False |
False |
99,622 |
| 10 |
0.6552 |
0.6181 |
0.0371 |
5.9% |
0.0109 |
1.7% |
33% |
False |
False |
95,919 |
| 20 |
0.6715 |
0.6181 |
0.0534 |
8.5% |
0.0111 |
1.8% |
23% |
False |
False |
104,462 |
| 40 |
0.7018 |
0.6181 |
0.0837 |
13.3% |
0.0098 |
1.6% |
15% |
False |
False |
66,901 |
| 60 |
0.7140 |
0.6181 |
0.0959 |
15.2% |
0.0090 |
1.4% |
13% |
False |
False |
44,673 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
15.2% |
0.0085 |
1.3% |
13% |
False |
False |
33,517 |
| 100 |
0.7287 |
0.6181 |
0.1106 |
17.5% |
0.0081 |
1.3% |
11% |
False |
False |
26,835 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.5% |
0.0074 |
1.2% |
11% |
False |
False |
22,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6667 |
|
2.618 |
0.6546 |
|
1.618 |
0.6471 |
|
1.000 |
0.6425 |
|
0.618 |
0.6397 |
|
HIGH |
0.6351 |
|
0.618 |
0.6322 |
|
0.500 |
0.6313 |
|
0.382 |
0.6304 |
|
LOW |
0.6276 |
|
0.618 |
0.6230 |
|
1.000 |
0.6202 |
|
1.618 |
0.6155 |
|
2.618 |
0.6081 |
|
4.250 |
0.5959 |
|
|
| Fisher Pivots for day following 18-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6313 |
0.6297 |
| PP |
0.6311 |
0.6289 |
| S1 |
0.6308 |
0.6281 |
|