CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6291 |
0.6407 |
0.0116 |
1.8% |
0.6215 |
| High |
0.6402 |
0.6420 |
0.0019 |
0.3% |
0.6402 |
| Low |
0.6219 |
0.6281 |
0.0062 |
1.0% |
0.6215 |
| Close |
0.6375 |
0.6318 |
-0.0057 |
-0.9% |
0.6375 |
| Range |
0.0183 |
0.0139 |
-0.0044 |
-23.8% |
0.0187 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
1.9% |
0.0000 |
| Volume |
172,525 |
153,332 |
-19,193 |
-11.1% |
508,888 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6757 |
0.6676 |
0.6394 |
|
| R3 |
0.6618 |
0.6537 |
0.6356 |
|
| R2 |
0.6479 |
0.6479 |
0.6343 |
|
| R1 |
0.6398 |
0.6398 |
0.6331 |
0.6369 |
| PP |
0.6340 |
0.6340 |
0.6340 |
0.6325 |
| S1 |
0.6259 |
0.6259 |
0.6305 |
0.6230 |
| S2 |
0.6201 |
0.6201 |
0.6293 |
|
| S3 |
0.6062 |
0.6120 |
0.6280 |
|
| S4 |
0.5923 |
0.5981 |
0.6242 |
|
|
| 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 |
0.6420 |
0.6219 |
0.0201 |
3.2% |
0.0120 |
1.9% |
49% |
True |
False |
116,875 |
| 10 |
0.6420 |
0.6181 |
0.0239 |
3.8% |
0.0117 |
1.8% |
57% |
True |
False |
111,130 |
| 20 |
0.6559 |
0.6181 |
0.0378 |
6.0% |
0.0116 |
1.8% |
36% |
False |
False |
106,782 |
| 40 |
0.6965 |
0.6181 |
0.0784 |
12.4% |
0.0103 |
1.6% |
17% |
False |
False |
79,357 |
| 60 |
0.7140 |
0.6181 |
0.0959 |
15.2% |
0.0093 |
1.5% |
14% |
False |
False |
52,963 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
15.2% |
0.0090 |
1.4% |
14% |
False |
False |
39,758 |
| 100 |
0.7287 |
0.6181 |
0.1106 |
17.5% |
0.0085 |
1.3% |
12% |
False |
False |
31,828 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.5% |
0.0077 |
1.2% |
12% |
False |
False |
26,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7011 |
|
2.618 |
0.6784 |
|
1.618 |
0.6645 |
|
1.000 |
0.6559 |
|
0.618 |
0.6506 |
|
HIGH |
0.6420 |
|
0.618 |
0.6367 |
|
0.500 |
0.6351 |
|
0.382 |
0.6334 |
|
LOW |
0.6281 |
|
0.618 |
0.6195 |
|
1.000 |
0.6142 |
|
1.618 |
0.6056 |
|
2.618 |
0.5917 |
|
4.250 |
0.5690 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6351 |
0.6320 |
| PP |
0.6340 |
0.6319 |
| S1 |
0.6329 |
0.6319 |
|