CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 03-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6404 |
0.6363 |
-0.0042 |
-0.6% |
0.6407 |
| High |
0.6503 |
0.6381 |
-0.0123 |
-1.9% |
0.6531 |
| Low |
0.6357 |
0.6281 |
-0.0077 |
-1.2% |
0.6281 |
| Close |
0.6427 |
0.6307 |
-0.0120 |
-1.9% |
0.6420 |
| Range |
0.0146 |
0.0100 |
-0.0046 |
-31.5% |
0.0250 |
| ATR |
0.0109 |
0.0111 |
0.0003 |
2.5% |
0.0000 |
| Volume |
107,219 |
106,341 |
-878 |
-0.8% |
587,585 |
|
| Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6623 |
0.6565 |
0.6362 |
|
| R3 |
0.6523 |
0.6465 |
0.6335 |
|
| R2 |
0.6423 |
0.6423 |
0.6325 |
|
| R1 |
0.6365 |
0.6365 |
0.6316 |
0.6344 |
| PP |
0.6323 |
0.6323 |
0.6323 |
0.6312 |
| S1 |
0.6265 |
0.6265 |
0.6298 |
0.6244 |
| S2 |
0.6223 |
0.6223 |
0.6289 |
|
| S3 |
0.6123 |
0.6165 |
0.6280 |
|
| S4 |
0.6023 |
0.6065 |
0.6252 |
|
|
| 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 |
0.6503 |
0.6281 |
0.0223 |
3.5% |
0.0097 |
1.5% |
12% |
False |
True |
95,599 |
| 10 |
0.6531 |
0.6219 |
0.0312 |
4.9% |
0.0115 |
1.8% |
28% |
False |
False |
113,871 |
| 20 |
0.6531 |
0.6181 |
0.0350 |
5.5% |
0.0109 |
1.7% |
36% |
False |
False |
104,335 |
| 40 |
0.6928 |
0.6181 |
0.0747 |
11.8% |
0.0107 |
1.7% |
17% |
False |
False |
98,797 |
| 60 |
0.7140 |
0.6181 |
0.0959 |
15.2% |
0.0097 |
1.5% |
13% |
False |
False |
66,487 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
15.2% |
0.0091 |
1.4% |
13% |
False |
False |
49,913 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
15.2% |
0.0088 |
1.4% |
13% |
False |
False |
39,945 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.5% |
0.0081 |
1.3% |
11% |
False |
False |
33,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6806 |
|
2.618 |
0.6642 |
|
1.618 |
0.6542 |
|
1.000 |
0.6481 |
|
0.618 |
0.6442 |
|
HIGH |
0.6381 |
|
0.618 |
0.6342 |
|
0.500 |
0.6331 |
|
0.382 |
0.6319 |
|
LOW |
0.6281 |
|
0.618 |
0.6219 |
|
1.000 |
0.6181 |
|
1.618 |
0.6119 |
|
2.618 |
0.6019 |
|
4.250 |
0.5856 |
|
|
| Fisher Pivots for day following 03-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6331 |
0.6392 |
| PP |
0.6323 |
0.6364 |
| S1 |
0.6315 |
0.6335 |
|