CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 09-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2022 |
09-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6484 |
0.6513 |
0.0030 |
0.5% |
0.6418 |
| High |
0.6561 |
0.6530 |
-0.0031 |
-0.5% |
0.6503 |
| Low |
0.6453 |
0.6422 |
-0.0031 |
-0.5% |
0.6281 |
| Close |
0.6507 |
0.6431 |
-0.0077 |
-1.2% |
0.6485 |
| Range |
0.0108 |
0.0108 |
-0.0001 |
-0.5% |
0.0223 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
89,187 |
91,855 |
2,668 |
3.0% |
546,630 |
|
| Daily Pivots for day following 09-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6783 |
0.6714 |
0.6490 |
|
| R3 |
0.6676 |
0.6607 |
0.6460 |
|
| R2 |
0.6568 |
0.6568 |
0.6450 |
|
| R1 |
0.6499 |
0.6499 |
0.6440 |
0.6480 |
| PP |
0.6461 |
0.6461 |
0.6461 |
0.6451 |
| S1 |
0.6392 |
0.6392 |
0.6421 |
0.6373 |
| S2 |
0.6353 |
0.6353 |
0.6411 |
|
| S3 |
0.6246 |
0.6284 |
0.6401 |
|
| S4 |
0.6138 |
0.6177 |
0.6371 |
|
|
| 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 |
4.4% |
0.0120 |
1.9% |
54% |
False |
False |
110,711 |
| 10 |
0.6561 |
0.6281 |
0.0280 |
4.4% |
0.0108 |
1.7% |
54% |
False |
False |
104,380 |
| 20 |
0.6561 |
0.6181 |
0.0380 |
5.9% |
0.0117 |
1.8% |
66% |
False |
False |
108,602 |
| 40 |
0.6783 |
0.6181 |
0.0602 |
9.4% |
0.0108 |
1.7% |
41% |
False |
False |
104,198 |
| 60 |
0.7037 |
0.6181 |
0.0856 |
13.3% |
0.0101 |
1.6% |
29% |
False |
False |
73,935 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.9% |
0.0094 |
1.5% |
26% |
False |
False |
55,500 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.9% |
0.0089 |
1.4% |
26% |
False |
False |
44,414 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.2% |
0.0084 |
1.3% |
23% |
False |
False |
37,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6986 |
|
2.618 |
0.6811 |
|
1.618 |
0.6703 |
|
1.000 |
0.6637 |
|
0.618 |
0.6596 |
|
HIGH |
0.6530 |
|
0.618 |
0.6488 |
|
0.500 |
0.6476 |
|
0.382 |
0.6463 |
|
LOW |
0.6422 |
|
0.618 |
0.6356 |
|
1.000 |
0.6315 |
|
1.618 |
0.6248 |
|
2.618 |
0.6141 |
|
4.250 |
0.5965 |
|
|
| Fisher Pivots for day following 09-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6476 |
0.6488 |
| PP |
0.6461 |
0.6469 |
| S1 |
0.6446 |
0.6450 |
|