CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 02-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2022 |
02-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6406 |
0.6404 |
-0.0002 |
0.0% |
0.6407 |
| High |
0.6474 |
0.6503 |
0.0030 |
0.5% |
0.6531 |
| Low |
0.6387 |
0.6357 |
-0.0030 |
-0.5% |
0.6281 |
| Close |
0.6408 |
0.6427 |
0.0019 |
0.3% |
0.6420 |
| Range |
0.0087 |
0.0146 |
0.0059 |
67.8% |
0.0250 |
| ATR |
0.0106 |
0.0109 |
0.0003 |
2.7% |
0.0000 |
| Volume |
96,459 |
107,219 |
10,760 |
11.2% |
587,585 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6867 |
0.6793 |
0.6507 |
|
| R3 |
0.6721 |
0.6647 |
0.6467 |
|
| R2 |
0.6575 |
0.6575 |
0.6454 |
|
| R1 |
0.6501 |
0.6501 |
0.6440 |
0.6538 |
| PP |
0.6429 |
0.6429 |
0.6429 |
0.6448 |
| S1 |
0.6355 |
0.6355 |
0.6414 |
0.6392 |
| S2 |
0.6283 |
0.6283 |
0.6400 |
|
| S3 |
0.6137 |
0.6209 |
0.6387 |
|
| S4 |
0.5991 |
0.6063 |
0.6347 |
|
|
| 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 |
0.6357 |
0.0174 |
2.7% |
0.0096 |
1.5% |
40% |
False |
True |
98,050 |
| 10 |
0.6531 |
0.6219 |
0.0312 |
4.8% |
0.0118 |
1.8% |
67% |
False |
False |
113,386 |
| 20 |
0.6552 |
0.6181 |
0.0371 |
5.8% |
0.0112 |
1.7% |
66% |
False |
False |
103,391 |
| 40 |
0.6928 |
0.6181 |
0.0747 |
11.6% |
0.0106 |
1.7% |
33% |
False |
False |
96,384 |
| 60 |
0.7140 |
0.6181 |
0.0959 |
14.9% |
0.0098 |
1.5% |
26% |
False |
False |
64,719 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.9% |
0.0091 |
1.4% |
26% |
False |
False |
48,584 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.9% |
0.0088 |
1.4% |
26% |
False |
False |
38,882 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.2% |
0.0080 |
1.2% |
22% |
False |
False |
32,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7124 |
|
2.618 |
0.6885 |
|
1.618 |
0.6739 |
|
1.000 |
0.6649 |
|
0.618 |
0.6593 |
|
HIGH |
0.6503 |
|
0.618 |
0.6447 |
|
0.500 |
0.6430 |
|
0.382 |
0.6413 |
|
LOW |
0.6357 |
|
0.618 |
0.6267 |
|
1.000 |
0.6211 |
|
1.618 |
0.6121 |
|
2.618 |
0.5975 |
|
4.250 |
0.5737 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6430 |
0.6430 |
| PP |
0.6429 |
0.6429 |
| S1 |
0.6428 |
0.6428 |
|