CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6464 |
0.6418 |
-0.0046 |
-0.7% |
0.6407 |
| High |
0.6489 |
0.6437 |
-0.0052 |
-0.8% |
0.6531 |
| Low |
0.6398 |
0.6377 |
-0.0021 |
-0.3% |
0.6281 |
| Close |
0.6420 |
0.6401 |
-0.0019 |
-0.3% |
0.6420 |
| Range |
0.0091 |
0.0060 |
-0.0031 |
-34.1% |
0.0250 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
99,394 |
68,582 |
-30,812 |
-31.0% |
587,585 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6585 |
0.6553 |
0.6434 |
|
| R3 |
0.6525 |
0.6493 |
0.6418 |
|
| R2 |
0.6465 |
0.6465 |
0.6412 |
|
| R1 |
0.6433 |
0.6433 |
0.6407 |
0.6419 |
| PP |
0.6405 |
0.6405 |
0.6405 |
0.6398 |
| S1 |
0.6373 |
0.6373 |
0.6396 |
0.6359 |
| S2 |
0.6345 |
0.6345 |
0.6390 |
|
| S3 |
0.6285 |
0.6313 |
0.6385 |
|
| S4 |
0.6225 |
0.6253 |
0.6368 |
|
|
| 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 |
0.6312 |
0.0219 |
3.4% |
0.0099 |
1.5% |
41% |
False |
False |
100,567 |
| 10 |
0.6531 |
0.6219 |
0.0312 |
4.9% |
0.0109 |
1.7% |
58% |
False |
False |
108,721 |
| 20 |
0.6559 |
0.6181 |
0.0378 |
5.9% |
0.0111 |
1.7% |
58% |
False |
False |
104,178 |
| 40 |
0.6928 |
0.6181 |
0.0747 |
11.7% |
0.0105 |
1.6% |
29% |
False |
False |
91,563 |
| 60 |
0.7140 |
0.6181 |
0.0959 |
15.0% |
0.0096 |
1.5% |
23% |
False |
False |
61,336 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
15.0% |
0.0090 |
1.4% |
23% |
False |
False |
46,040 |
| 100 |
0.7184 |
0.6181 |
0.1003 |
15.7% |
0.0088 |
1.4% |
22% |
False |
False |
36,846 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.3% |
0.0079 |
1.2% |
20% |
False |
False |
30,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6692 |
|
2.618 |
0.6594 |
|
1.618 |
0.6534 |
|
1.000 |
0.6497 |
|
0.618 |
0.6474 |
|
HIGH |
0.6437 |
|
0.618 |
0.6414 |
|
0.500 |
0.6407 |
|
0.382 |
0.6399 |
|
LOW |
0.6377 |
|
0.618 |
0.6339 |
|
1.000 |
0.6317 |
|
1.618 |
0.6279 |
|
2.618 |
0.6219 |
|
4.250 |
0.6122 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6407 |
0.6454 |
| PP |
0.6405 |
0.6436 |
| S1 |
0.6403 |
0.6419 |
|