CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 08-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2022 |
08-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6430 |
0.6484 |
0.0054 |
0.8% |
0.6418 |
| High |
0.6499 |
0.6561 |
0.0062 |
0.9% |
0.6503 |
| Low |
0.6415 |
0.6453 |
0.0038 |
0.6% |
0.6281 |
| Close |
0.6485 |
0.6507 |
0.0022 |
0.3% |
0.6485 |
| Range |
0.0084 |
0.0108 |
0.0024 |
28.6% |
0.0223 |
| ATR |
0.0115 |
0.0115 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
98,145 |
89,187 |
-8,958 |
-9.1% |
546,630 |
|
| Daily Pivots for day following 08-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6831 |
0.6777 |
0.6566 |
|
| R3 |
0.6723 |
0.6669 |
0.6537 |
|
| R2 |
0.6615 |
0.6615 |
0.6527 |
|
| R1 |
0.6561 |
0.6561 |
0.6517 |
0.6588 |
| PP |
0.6507 |
0.6507 |
0.6507 |
0.6520 |
| S1 |
0.6453 |
0.6453 |
0.6497 |
0.6480 |
| S2 |
0.6399 |
0.6399 |
0.6487 |
|
| S3 |
0.6291 |
0.6345 |
0.6477 |
|
| S4 |
0.6183 |
0.6237 |
0.6448 |
|
|
| 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 |
0.6561 |
0.6281 |
0.0280 |
4.3% |
0.0127 |
2.0% |
81% |
True |
False |
113,784 |
| 10 |
0.6561 |
0.6281 |
0.0280 |
4.3% |
0.0111 |
1.7% |
81% |
True |
False |
107,358 |
| 20 |
0.6561 |
0.6181 |
0.0380 |
5.8% |
0.0114 |
1.8% |
86% |
True |
False |
108,288 |
| 40 |
0.6783 |
0.6181 |
0.0602 |
9.2% |
0.0107 |
1.6% |
54% |
False |
False |
105,292 |
| 60 |
0.7042 |
0.6181 |
0.0861 |
13.2% |
0.0100 |
1.5% |
38% |
False |
False |
72,406 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.7% |
0.0093 |
1.4% |
34% |
False |
False |
54,352 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.7% |
0.0089 |
1.4% |
34% |
False |
False |
43,495 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.0% |
0.0083 |
1.3% |
29% |
False |
False |
36,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7020 |
|
2.618 |
0.6843 |
|
1.618 |
0.6735 |
|
1.000 |
0.6669 |
|
0.618 |
0.6627 |
|
HIGH |
0.6561 |
|
0.618 |
0.6519 |
|
0.500 |
0.6507 |
|
0.382 |
0.6494 |
|
LOW |
0.6453 |
|
0.618 |
0.6386 |
|
1.000 |
0.6345 |
|
1.618 |
0.6278 |
|
2.618 |
0.6170 |
|
4.250 |
0.5994 |
|
|
| Fisher Pivots for day following 08-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6507 |
0.6480 |
| PP |
0.6507 |
0.6454 |
| S1 |
0.6507 |
0.6427 |
|