CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 19-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2022 |
19-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6302 |
0.6320 |
0.0018 |
0.3% |
0.6379 |
| High |
0.6351 |
0.6336 |
-0.0015 |
-0.2% |
0.6391 |
| Low |
0.6276 |
0.6262 |
-0.0015 |
-0.2% |
0.6181 |
| Close |
0.6305 |
0.6274 |
-0.0032 |
-0.5% |
0.6213 |
| Range |
0.0075 |
0.0074 |
-0.0001 |
-0.7% |
0.0210 |
| ATR |
0.0105 |
0.0102 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
84,936 |
72,090 |
-12,846 |
-15.1% |
533,019 |
|
| Daily Pivots for day following 19-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6512 |
0.6467 |
0.6314 |
|
| R3 |
0.6438 |
0.6393 |
0.6294 |
|
| R2 |
0.6364 |
0.6364 |
0.6287 |
|
| R1 |
0.6319 |
0.6319 |
0.6280 |
0.6305 |
| PP |
0.6290 |
0.6290 |
0.6290 |
0.6283 |
| S1 |
0.6245 |
0.6245 |
0.6267 |
0.6231 |
| S2 |
0.6216 |
0.6216 |
0.6260 |
|
| S3 |
0.6142 |
0.6171 |
0.6253 |
|
| S4 |
0.6068 |
0.6097 |
0.6233 |
|
|
| 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% |
0.0111 |
1.8% |
52% |
False |
False |
96,926 |
| 10 |
0.6552 |
0.6181 |
0.0371 |
5.9% |
0.0106 |
1.7% |
25% |
False |
False |
93,396 |
| 20 |
0.6681 |
0.6181 |
0.0500 |
8.0% |
0.0111 |
1.8% |
19% |
False |
False |
102,405 |
| 40 |
0.7018 |
0.6181 |
0.0837 |
13.3% |
0.0098 |
1.6% |
11% |
False |
False |
68,695 |
| 60 |
0.7140 |
0.6181 |
0.0959 |
15.3% |
0.0090 |
1.4% |
10% |
False |
False |
45,873 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
15.3% |
0.0086 |
1.4% |
10% |
False |
False |
34,417 |
| 100 |
0.7287 |
0.6181 |
0.1106 |
17.6% |
0.0082 |
1.3% |
8% |
False |
False |
27,555 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.6% |
0.0074 |
1.2% |
8% |
False |
False |
22,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6650 |
|
2.618 |
0.6529 |
|
1.618 |
0.6455 |
|
1.000 |
0.6410 |
|
0.618 |
0.6381 |
|
HIGH |
0.6336 |
|
0.618 |
0.6307 |
|
0.500 |
0.6299 |
|
0.382 |
0.6290 |
|
LOW |
0.6262 |
|
0.618 |
0.6216 |
|
1.000 |
0.6188 |
|
1.618 |
0.6142 |
|
2.618 |
0.6068 |
|
4.250 |
0.5947 |
|
|
| Fisher Pivots for day following 19-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6299 |
0.6283 |
| PP |
0.6290 |
0.6280 |
| S1 |
0.6282 |
0.6277 |
|