CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6320 |
0.6281 |
-0.0039 |
-0.6% |
0.6379 |
| High |
0.6336 |
0.6366 |
0.0031 |
0.5% |
0.6391 |
| Low |
0.6262 |
0.6238 |
-0.0024 |
-0.4% |
0.6181 |
| Close |
0.6274 |
0.6289 |
0.0015 |
0.2% |
0.6213 |
| Range |
0.0074 |
0.0128 |
0.0054 |
73.0% |
0.0210 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
1.8% |
0.0000 |
| Volume |
72,090 |
101,492 |
29,402 |
40.8% |
533,019 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6682 |
0.6613 |
0.6359 |
|
| R3 |
0.6554 |
0.6485 |
0.6324 |
|
| R2 |
0.6426 |
0.6426 |
0.6312 |
|
| R1 |
0.6357 |
0.6357 |
0.6300 |
0.6391 |
| PP |
0.6298 |
0.6298 |
0.6298 |
0.6315 |
| S1 |
0.6229 |
0.6229 |
0.6277 |
0.6263 |
| S2 |
0.6170 |
0.6170 |
0.6265 |
|
| S3 |
0.6042 |
0.6101 |
0.6253 |
|
| S4 |
0.5914 |
0.5973 |
0.6218 |
|
|
| 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 |
0.6366 |
0.6205 |
0.0162 |
2.6% |
0.0108 |
1.7% |
52% |
True |
False |
92,376 |
| 10 |
0.6444 |
0.6181 |
0.0263 |
4.2% |
0.0103 |
1.6% |
41% |
False |
False |
94,799 |
| 20 |
0.6665 |
0.6181 |
0.0484 |
7.7% |
0.0112 |
1.8% |
22% |
False |
False |
101,529 |
| 40 |
0.7018 |
0.6181 |
0.0837 |
13.3% |
0.0100 |
1.6% |
13% |
False |
False |
71,231 |
| 60 |
0.7140 |
0.6181 |
0.0959 |
15.3% |
0.0091 |
1.4% |
11% |
False |
False |
47,534 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
15.3% |
0.0086 |
1.4% |
11% |
False |
False |
35,685 |
| 100 |
0.7287 |
0.6181 |
0.1106 |
17.6% |
0.0082 |
1.3% |
10% |
False |
False |
28,570 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.6% |
0.0075 |
1.2% |
10% |
False |
False |
23,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6910 |
|
2.618 |
0.6701 |
|
1.618 |
0.6573 |
|
1.000 |
0.6494 |
|
0.618 |
0.6445 |
|
HIGH |
0.6366 |
|
0.618 |
0.6317 |
|
0.500 |
0.6302 |
|
0.382 |
0.6287 |
|
LOW |
0.6238 |
|
0.618 |
0.6159 |
|
1.000 |
0.6110 |
|
1.618 |
0.6031 |
|
2.618 |
0.5903 |
|
4.250 |
0.5694 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6302 |
0.6302 |
| PP |
0.6298 |
0.6298 |
| S1 |
0.6293 |
0.6293 |
|