CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 01-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2022 |
01-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6418 |
0.6406 |
-0.0013 |
-0.2% |
0.6407 |
| High |
0.6437 |
0.6474 |
0.0037 |
0.6% |
0.6531 |
| Low |
0.6377 |
0.6387 |
0.0010 |
0.2% |
0.6281 |
| Close |
0.6401 |
0.6408 |
0.0007 |
0.1% |
0.6420 |
| Range |
0.0060 |
0.0087 |
0.0027 |
45.0% |
0.0250 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
68,582 |
96,459 |
27,877 |
40.6% |
587,585 |
|
| Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6684 |
0.6633 |
0.6456 |
|
| R3 |
0.6597 |
0.6546 |
0.6432 |
|
| R2 |
0.6510 |
0.6510 |
0.6424 |
|
| R1 |
0.6459 |
0.6459 |
0.6416 |
0.6484 |
| PP |
0.6423 |
0.6423 |
0.6423 |
0.6435 |
| S1 |
0.6372 |
0.6372 |
0.6400 |
0.6397 |
| S2 |
0.6336 |
0.6336 |
0.6392 |
|
| S3 |
0.6249 |
0.6285 |
0.6384 |
|
| S4 |
0.6162 |
0.6198 |
0.6360 |
|
|
| 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 |
0.6377 |
0.0154 |
2.4% |
0.0095 |
1.5% |
20% |
False |
False |
100,932 |
| 10 |
0.6531 |
0.6219 |
0.0312 |
4.9% |
0.0111 |
1.7% |
61% |
False |
False |
109,873 |
| 20 |
0.6552 |
0.6181 |
0.0371 |
5.8% |
0.0110 |
1.7% |
61% |
False |
False |
102,896 |
| 40 |
0.6928 |
0.6181 |
0.0747 |
11.6% |
0.0104 |
1.6% |
30% |
False |
False |
93,862 |
| 60 |
0.7140 |
0.6181 |
0.0959 |
15.0% |
0.0096 |
1.5% |
24% |
False |
False |
62,933 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
15.0% |
0.0090 |
1.4% |
24% |
False |
False |
47,246 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
15.0% |
0.0088 |
1.4% |
24% |
False |
False |
37,810 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.3% |
0.0080 |
1.2% |
21% |
False |
False |
31,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6843 |
|
2.618 |
0.6701 |
|
1.618 |
0.6614 |
|
1.000 |
0.6561 |
|
0.618 |
0.6527 |
|
HIGH |
0.6474 |
|
0.618 |
0.6440 |
|
0.500 |
0.6430 |
|
0.382 |
0.6420 |
|
LOW |
0.6387 |
|
0.618 |
0.6333 |
|
1.000 |
0.6300 |
|
1.618 |
0.6246 |
|
2.618 |
0.6159 |
|
4.250 |
0.6017 |
|
|
| Fisher Pivots for day following 01-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6430 |
0.6433 |
| PP |
0.6423 |
0.6424 |
| S1 |
0.6415 |
0.6416 |
|