CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 21-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2022 |
21-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6281 |
0.6291 |
0.0010 |
0.2% |
0.6215 |
| High |
0.6366 |
0.6402 |
0.0036 |
0.6% |
0.6402 |
| Low |
0.6238 |
0.6219 |
-0.0019 |
-0.3% |
0.6215 |
| Close |
0.6289 |
0.6375 |
0.0086 |
1.4% |
0.6375 |
| Range |
0.0128 |
0.0183 |
0.0055 |
42.6% |
0.0187 |
| ATR |
0.0104 |
0.0110 |
0.0006 |
5.4% |
0.0000 |
| Volume |
101,492 |
172,525 |
71,033 |
70.0% |
508,888 |
|
| Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6879 |
0.6809 |
0.6475 |
|
| R3 |
0.6697 |
0.6627 |
0.6425 |
|
| R2 |
0.6514 |
0.6514 |
0.6408 |
|
| R1 |
0.6444 |
0.6444 |
0.6391 |
0.6479 |
| PP |
0.6332 |
0.6332 |
0.6332 |
0.6349 |
| S1 |
0.6262 |
0.6262 |
0.6358 |
0.6297 |
| S2 |
0.6149 |
0.6149 |
0.6341 |
|
| S3 |
0.5967 |
0.6079 |
0.6324 |
|
| S4 |
0.5784 |
0.5897 |
0.6274 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6891 |
0.6820 |
0.6477 |
|
| R3 |
0.6704 |
0.6633 |
0.6426 |
|
| R2 |
0.6517 |
0.6517 |
0.6409 |
|
| R1 |
0.6446 |
0.6446 |
0.6392 |
0.6482 |
| PP |
0.6330 |
0.6330 |
0.6330 |
0.6348 |
| S1 |
0.6259 |
0.6259 |
0.6357 |
0.6295 |
| S2 |
0.6143 |
0.6143 |
0.6340 |
|
| S3 |
0.5956 |
0.6072 |
0.6323 |
|
| S4 |
0.5769 |
0.5885 |
0.6272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6402 |
0.6215 |
0.0187 |
2.9% |
0.0114 |
1.8% |
86% |
True |
False |
101,777 |
| 10 |
0.6402 |
0.6181 |
0.0221 |
3.5% |
0.0114 |
1.8% |
88% |
True |
False |
104,190 |
| 20 |
0.6559 |
0.6181 |
0.0378 |
5.9% |
0.0114 |
1.8% |
51% |
False |
False |
104,859 |
| 40 |
0.7018 |
0.6181 |
0.0837 |
13.1% |
0.0102 |
1.6% |
23% |
False |
False |
75,539 |
| 60 |
0.7140 |
0.6181 |
0.0959 |
15.0% |
0.0093 |
1.5% |
20% |
False |
False |
50,408 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
15.0% |
0.0088 |
1.4% |
20% |
False |
False |
37,841 |
| 100 |
0.7287 |
0.6181 |
0.1106 |
17.4% |
0.0084 |
1.3% |
17% |
False |
False |
30,295 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.4% |
0.0076 |
1.2% |
17% |
False |
False |
25,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7177 |
|
2.618 |
0.6879 |
|
1.618 |
0.6697 |
|
1.000 |
0.6584 |
|
0.618 |
0.6514 |
|
HIGH |
0.6402 |
|
0.618 |
0.6332 |
|
0.500 |
0.6310 |
|
0.382 |
0.6289 |
|
LOW |
0.6219 |
|
0.618 |
0.6106 |
|
1.000 |
0.6037 |
|
1.618 |
0.5924 |
|
2.618 |
0.5741 |
|
4.250 |
0.5443 |
|
|
| Fisher Pivots for day following 21-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6353 |
0.6353 |
| PP |
0.6332 |
0.6332 |
| S1 |
0.6310 |
0.6310 |
|