CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 10-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2022 |
10-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6513 |
0.6438 |
-0.0075 |
-1.2% |
0.6418 |
| High |
0.6530 |
0.6640 |
0.0110 |
1.7% |
0.6503 |
| Low |
0.6422 |
0.6394 |
-0.0028 |
-0.4% |
0.6281 |
| Close |
0.6431 |
0.6600 |
0.0169 |
2.6% |
0.6485 |
| Range |
0.0108 |
0.0246 |
0.0138 |
128.4% |
0.0223 |
| ATR |
0.0114 |
0.0124 |
0.0009 |
8.2% |
0.0000 |
| Volume |
91,855 |
151,151 |
59,296 |
64.6% |
546,630 |
|
| Daily Pivots for day following 10-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7281 |
0.7186 |
0.6735 |
|
| R3 |
0.7035 |
0.6940 |
0.6667 |
|
| R2 |
0.6790 |
0.6790 |
0.6645 |
|
| R1 |
0.6695 |
0.6695 |
0.6622 |
0.6742 |
| PP |
0.6544 |
0.6544 |
0.6544 |
0.6568 |
| S1 |
0.6449 |
0.6449 |
0.6577 |
0.6497 |
| S2 |
0.6299 |
0.6299 |
0.6554 |
|
| S3 |
0.6053 |
0.6204 |
0.6532 |
|
| S4 |
0.5808 |
0.5958 |
0.6464 |
|
|
| 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 |
0.6640 |
0.6294 |
0.0346 |
5.2% |
0.0149 |
2.3% |
88% |
True |
False |
119,673 |
| 10 |
0.6640 |
0.6281 |
0.0359 |
5.4% |
0.0123 |
1.9% |
89% |
True |
False |
107,636 |
| 20 |
0.6640 |
0.6205 |
0.0435 |
6.6% |
0.0122 |
1.8% |
91% |
True |
False |
109,947 |
| 40 |
0.6759 |
0.6181 |
0.0578 |
8.8% |
0.0113 |
1.7% |
72% |
False |
False |
105,969 |
| 60 |
0.7018 |
0.6181 |
0.0837 |
12.7% |
0.0103 |
1.6% |
50% |
False |
False |
76,452 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.5% |
0.0096 |
1.5% |
44% |
False |
False |
57,389 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.5% |
0.0091 |
1.4% |
44% |
False |
False |
45,923 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
16.8% |
0.0085 |
1.3% |
38% |
False |
False |
38,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7683 |
|
2.618 |
0.7282 |
|
1.618 |
0.7037 |
|
1.000 |
0.6885 |
|
0.618 |
0.6791 |
|
HIGH |
0.6640 |
|
0.618 |
0.6546 |
|
0.500 |
0.6517 |
|
0.382 |
0.6488 |
|
LOW |
0.6394 |
|
0.618 |
0.6242 |
|
1.000 |
0.6149 |
|
1.618 |
0.5997 |
|
2.618 |
0.5751 |
|
4.250 |
0.5351 |
|
|
| Fisher Pivots for day following 10-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6572 |
0.6572 |
| PP |
0.6544 |
0.6544 |
| S1 |
0.6517 |
0.6517 |
|