CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 25-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2022 |
25-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6407 |
0.6321 |
-0.0086 |
-1.3% |
0.6215 |
| High |
0.6420 |
0.6422 |
0.0002 |
0.0% |
0.6402 |
| Low |
0.6281 |
0.6312 |
0.0031 |
0.5% |
0.6215 |
| Close |
0.6318 |
0.6397 |
0.0079 |
1.2% |
0.6375 |
| Range |
0.0139 |
0.0110 |
-0.0030 |
-21.2% |
0.0187 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
153,332 |
94,632 |
-58,700 |
-38.3% |
508,888 |
|
| Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6705 |
0.6660 |
0.6457 |
|
| R3 |
0.6596 |
0.6551 |
0.6427 |
|
| R2 |
0.6486 |
0.6486 |
0.6417 |
|
| R1 |
0.6441 |
0.6441 |
0.6407 |
0.6464 |
| PP |
0.6377 |
0.6377 |
0.6377 |
0.6388 |
| S1 |
0.6332 |
0.6332 |
0.6386 |
0.6354 |
| S2 |
0.6267 |
0.6267 |
0.6376 |
|
| S3 |
0.6158 |
0.6222 |
0.6366 |
|
| S4 |
0.6048 |
0.6113 |
0.6336 |
|
|
| 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 |
0.6422 |
0.6219 |
0.0203 |
3.2% |
0.0127 |
2.0% |
88% |
True |
False |
118,814 |
| 10 |
0.6422 |
0.6181 |
0.0241 |
3.8% |
0.0118 |
1.8% |
90% |
True |
False |
109,218 |
| 20 |
0.6559 |
0.6181 |
0.0378 |
5.9% |
0.0117 |
1.8% |
57% |
False |
False |
106,975 |
| 40 |
0.6965 |
0.6181 |
0.0784 |
12.3% |
0.0103 |
1.6% |
27% |
False |
False |
81,690 |
| 60 |
0.7140 |
0.6181 |
0.0959 |
15.0% |
0.0094 |
1.5% |
22% |
False |
False |
54,538 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
15.0% |
0.0089 |
1.4% |
22% |
False |
False |
40,940 |
| 100 |
0.7287 |
0.6181 |
0.1106 |
17.3% |
0.0086 |
1.3% |
19% |
False |
False |
32,774 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.3% |
0.0077 |
1.2% |
19% |
False |
False |
27,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6887 |
|
2.618 |
0.6708 |
|
1.618 |
0.6599 |
|
1.000 |
0.6531 |
|
0.618 |
0.6489 |
|
HIGH |
0.6422 |
|
0.618 |
0.6380 |
|
0.500 |
0.6367 |
|
0.382 |
0.6354 |
|
LOW |
0.6312 |
|
0.618 |
0.6244 |
|
1.000 |
0.6203 |
|
1.618 |
0.6135 |
|
2.618 |
0.6025 |
|
4.250 |
0.5847 |
|
|
| Fisher Pivots for day following 25-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6387 |
0.6371 |
| PP |
0.6377 |
0.6346 |
| S1 |
0.6367 |
0.6320 |
|