CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 07-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6298 |
0.6430 |
0.0133 |
2.1% |
0.6418 |
| High |
0.6492 |
0.6499 |
0.0007 |
0.1% |
0.6503 |
| Low |
0.6294 |
0.6415 |
0.0121 |
1.9% |
0.6281 |
| Close |
0.6485 |
0.6485 |
0.0000 |
0.0% |
0.6485 |
| Range |
0.0198 |
0.0084 |
-0.0114 |
-57.6% |
0.0223 |
| ATR |
0.0118 |
0.0115 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
168,029 |
98,145 |
-69,884 |
-41.6% |
546,630 |
|
| Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6718 |
0.6686 |
0.6531 |
|
| R3 |
0.6634 |
0.6602 |
0.6508 |
|
| R2 |
0.6550 |
0.6550 |
0.6500 |
|
| R1 |
0.6518 |
0.6518 |
0.6493 |
0.6534 |
| PP |
0.6466 |
0.6466 |
0.6466 |
0.6475 |
| S1 |
0.6434 |
0.6434 |
0.6477 |
0.6450 |
| S2 |
0.6382 |
0.6382 |
0.6470 |
|
| S3 |
0.6298 |
0.6350 |
0.6462 |
|
| S4 |
0.6214 |
0.6266 |
0.6439 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7090 |
0.7010 |
0.6607 |
|
| R3 |
0.6868 |
0.6788 |
0.6546 |
|
| R2 |
0.6645 |
0.6645 |
0.6526 |
|
| R1 |
0.6565 |
0.6565 |
0.6505 |
0.6605 |
| PP |
0.6423 |
0.6423 |
0.6423 |
0.6443 |
| S1 |
0.6343 |
0.6343 |
0.6465 |
0.6383 |
| S2 |
0.6200 |
0.6200 |
0.6444 |
|
| S3 |
0.5978 |
0.6120 |
0.6424 |
|
| S4 |
0.5755 |
0.5898 |
0.6363 |
|
|
| 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 |
3.4% |
0.0123 |
1.9% |
92% |
False |
False |
115,238 |
| 10 |
0.6531 |
0.6281 |
0.0250 |
3.9% |
0.0111 |
1.7% |
82% |
False |
False |
107,902 |
| 20 |
0.6531 |
0.6181 |
0.0350 |
5.4% |
0.0114 |
1.8% |
87% |
False |
False |
109,516 |
| 40 |
0.6928 |
0.6181 |
0.0747 |
11.5% |
0.0109 |
1.7% |
41% |
False |
False |
104,660 |
| 60 |
0.7134 |
0.6181 |
0.0953 |
14.7% |
0.0100 |
1.5% |
32% |
False |
False |
70,920 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.8% |
0.0092 |
1.4% |
32% |
False |
False |
53,238 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.8% |
0.0089 |
1.4% |
32% |
False |
False |
42,604 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.1% |
0.0082 |
1.3% |
27% |
False |
False |
35,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6856 |
|
2.618 |
0.6719 |
|
1.618 |
0.6635 |
|
1.000 |
0.6583 |
|
0.618 |
0.6551 |
|
HIGH |
0.6499 |
|
0.618 |
0.6467 |
|
0.500 |
0.6457 |
|
0.382 |
0.6447 |
|
LOW |
0.6415 |
|
0.618 |
0.6363 |
|
1.000 |
0.6331 |
|
1.618 |
0.6279 |
|
2.618 |
0.6195 |
|
4.250 |
0.6058 |
|
|
| Fisher Pivots for day following 07-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6476 |
0.6453 |
| PP |
0.6466 |
0.6422 |
| S1 |
0.6457 |
0.6390 |
|