CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 27-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6401 |
0.6503 |
0.0102 |
1.6% |
0.6215 |
| High |
0.6521 |
0.6531 |
0.0010 |
0.2% |
0.6402 |
| Low |
0.6381 |
0.6435 |
0.0054 |
0.8% |
0.6215 |
| Close |
0.6504 |
0.6469 |
-0.0035 |
-0.5% |
0.6375 |
| Range |
0.0140 |
0.0096 |
-0.0044 |
-31.2% |
0.0187 |
| ATR |
0.0114 |
0.0112 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
121,631 |
118,596 |
-3,035 |
-2.5% |
508,888 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6766 |
0.6714 |
0.6522 |
|
| R3 |
0.6670 |
0.6618 |
0.6495 |
|
| R2 |
0.6574 |
0.6574 |
0.6487 |
|
| R1 |
0.6522 |
0.6522 |
0.6478 |
0.6500 |
| PP |
0.6478 |
0.6478 |
0.6478 |
0.6467 |
| S1 |
0.6426 |
0.6426 |
0.6460 |
0.6404 |
| S2 |
0.6382 |
0.6382 |
0.6451 |
|
| S3 |
0.6286 |
0.6330 |
0.6443 |
|
| S4 |
0.6190 |
0.6234 |
0.6416 |
|
|
| 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 |
0.6531 |
0.6219 |
0.0312 |
4.8% |
0.0133 |
2.1% |
80% |
True |
False |
132,143 |
| 10 |
0.6531 |
0.6205 |
0.0326 |
5.0% |
0.0121 |
1.9% |
81% |
True |
False |
112,259 |
| 20 |
0.6559 |
0.6181 |
0.0378 |
5.8% |
0.0116 |
1.8% |
76% |
False |
False |
106,837 |
| 40 |
0.6928 |
0.6181 |
0.0747 |
11.5% |
0.0105 |
1.6% |
39% |
False |
False |
87,575 |
| 60 |
0.7140 |
0.6181 |
0.0959 |
14.8% |
0.0096 |
1.5% |
30% |
False |
False |
58,539 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.8% |
0.0090 |
1.4% |
30% |
False |
False |
43,942 |
| 100 |
0.7232 |
0.6181 |
0.1051 |
16.2% |
0.0087 |
1.3% |
27% |
False |
False |
35,176 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.1% |
0.0078 |
1.2% |
26% |
False |
False |
29,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6939 |
|
2.618 |
0.6782 |
|
1.618 |
0.6686 |
|
1.000 |
0.6627 |
|
0.618 |
0.6590 |
|
HIGH |
0.6531 |
|
0.618 |
0.6494 |
|
0.500 |
0.6483 |
|
0.382 |
0.6471 |
|
LOW |
0.6435 |
|
0.618 |
0.6375 |
|
1.000 |
0.6339 |
|
1.618 |
0.6279 |
|
2.618 |
0.6183 |
|
4.250 |
0.6027 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6483 |
0.6453 |
| PP |
0.6478 |
0.6437 |
| S1 |
0.6474 |
0.6421 |
|