CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 28-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6503 |
0.6464 |
-0.0040 |
-0.6% |
0.6407 |
| High |
0.6531 |
0.6489 |
-0.0042 |
-0.6% |
0.6531 |
| Low |
0.6435 |
0.6398 |
-0.0037 |
-0.6% |
0.6281 |
| Close |
0.6469 |
0.6420 |
-0.0049 |
-0.8% |
0.6420 |
| Range |
0.0096 |
0.0091 |
-0.0005 |
-5.2% |
0.0250 |
| ATR |
0.0112 |
0.0111 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
118,596 |
99,394 |
-19,202 |
-16.2% |
587,585 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6708 |
0.6655 |
0.6470 |
|
| R3 |
0.6617 |
0.6564 |
0.6445 |
|
| R2 |
0.6526 |
0.6526 |
0.6437 |
|
| R1 |
0.6473 |
0.6473 |
0.6428 |
0.6454 |
| PP |
0.6435 |
0.6435 |
0.6435 |
0.6426 |
| S1 |
0.6382 |
0.6382 |
0.6412 |
0.6363 |
| S2 |
0.6344 |
0.6344 |
0.6403 |
|
| S3 |
0.6253 |
0.6291 |
0.6395 |
|
| S4 |
0.6162 |
0.6200 |
0.6370 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7159 |
0.7039 |
0.6557 |
|
| R3 |
0.6910 |
0.6790 |
0.6489 |
|
| R2 |
0.6660 |
0.6660 |
0.6466 |
|
| R1 |
0.6540 |
0.6540 |
0.6443 |
0.6600 |
| PP |
0.6411 |
0.6411 |
0.6411 |
0.6441 |
| S1 |
0.6291 |
0.6291 |
0.6397 |
0.6351 |
| S2 |
0.6161 |
0.6161 |
0.6374 |
|
| S3 |
0.5912 |
0.6041 |
0.6351 |
|
| S4 |
0.5662 |
0.5792 |
0.6283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6531 |
0.6281 |
0.0250 |
3.9% |
0.0115 |
1.8% |
56% |
False |
False |
117,517 |
| 10 |
0.6531 |
0.6215 |
0.0316 |
4.9% |
0.0114 |
1.8% |
65% |
False |
False |
109,647 |
| 20 |
0.6559 |
0.6181 |
0.0378 |
5.9% |
0.0114 |
1.8% |
63% |
False |
False |
105,540 |
| 40 |
0.6928 |
0.6181 |
0.0747 |
11.6% |
0.0105 |
1.6% |
32% |
False |
False |
90,018 |
| 60 |
0.7140 |
0.6181 |
0.0959 |
14.9% |
0.0097 |
1.5% |
25% |
False |
False |
60,195 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.9% |
0.0090 |
1.4% |
25% |
False |
False |
45,184 |
| 100 |
0.7200 |
0.6181 |
0.1019 |
15.9% |
0.0087 |
1.4% |
23% |
False |
False |
36,161 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.2% |
0.0079 |
1.2% |
22% |
False |
False |
30,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6875 |
|
2.618 |
0.6727 |
|
1.618 |
0.6636 |
|
1.000 |
0.6580 |
|
0.618 |
0.6545 |
|
HIGH |
0.6489 |
|
0.618 |
0.6454 |
|
0.500 |
0.6443 |
|
0.382 |
0.6432 |
|
LOW |
0.6398 |
|
0.618 |
0.6341 |
|
1.000 |
0.6307 |
|
1.618 |
0.6250 |
|
2.618 |
0.6159 |
|
4.250 |
0.6011 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6443 |
0.6456 |
| PP |
0.6435 |
0.6444 |
| S1 |
0.6428 |
0.6432 |
|