CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6438 |
0.6609 |
0.0171 |
2.7% |
0.6430 |
| High |
0.6640 |
0.6724 |
0.0085 |
1.3% |
0.6724 |
| Low |
0.6394 |
0.6586 |
0.0192 |
3.0% |
0.6394 |
| Close |
0.6600 |
0.6722 |
0.0123 |
1.9% |
0.6722 |
| Range |
0.0246 |
0.0139 |
-0.0107 |
-43.6% |
0.0330 |
| ATR |
0.0124 |
0.0125 |
0.0001 |
0.9% |
0.0000 |
| Volume |
151,151 |
117,271 |
-33,880 |
-22.4% |
547,609 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7093 |
0.7046 |
0.6798 |
|
| R3 |
0.6954 |
0.6907 |
0.6760 |
|
| R2 |
0.6816 |
0.6816 |
0.6747 |
|
| R1 |
0.6769 |
0.6769 |
0.6735 |
0.6792 |
| PP |
0.6677 |
0.6677 |
0.6677 |
0.6689 |
| S1 |
0.6630 |
0.6630 |
0.6709 |
0.6654 |
| S2 |
0.6539 |
0.6539 |
0.6697 |
|
| S3 |
0.6400 |
0.6492 |
0.6684 |
|
| S4 |
0.6262 |
0.6353 |
0.6646 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7603 |
0.7493 |
0.6904 |
|
| R3 |
0.7273 |
0.7163 |
0.6813 |
|
| R2 |
0.6943 |
0.6943 |
0.6783 |
|
| R1 |
0.6833 |
0.6833 |
0.6752 |
0.6888 |
| PP |
0.6613 |
0.6613 |
0.6613 |
0.6641 |
| S1 |
0.6503 |
0.6503 |
0.6692 |
0.6558 |
| S2 |
0.6283 |
0.6283 |
0.6662 |
|
| S3 |
0.5953 |
0.6173 |
0.6631 |
|
| S4 |
0.5623 |
0.5843 |
0.6541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6724 |
0.6394 |
0.0330 |
4.9% |
0.0137 |
2.0% |
99% |
True |
False |
109,521 |
| 10 |
0.6724 |
0.6281 |
0.0444 |
6.6% |
0.0127 |
1.9% |
100% |
True |
False |
109,423 |
| 20 |
0.6724 |
0.6215 |
0.0510 |
7.6% |
0.0121 |
1.8% |
100% |
True |
False |
109,535 |
| 40 |
0.6759 |
0.6181 |
0.0578 |
8.6% |
0.0115 |
1.7% |
94% |
False |
False |
106,359 |
| 60 |
0.7018 |
0.6181 |
0.0837 |
12.5% |
0.0105 |
1.6% |
65% |
False |
False |
78,404 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0097 |
1.4% |
56% |
False |
False |
58,854 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0091 |
1.4% |
56% |
False |
False |
47,094 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
16.5% |
0.0086 |
1.3% |
49% |
False |
False |
39,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7313 |
|
2.618 |
0.7087 |
|
1.618 |
0.6948 |
|
1.000 |
0.6863 |
|
0.618 |
0.6810 |
|
HIGH |
0.6724 |
|
0.618 |
0.6671 |
|
0.500 |
0.6655 |
|
0.382 |
0.6638 |
|
LOW |
0.6586 |
|
0.618 |
0.6500 |
|
1.000 |
0.6447 |
|
1.618 |
0.6361 |
|
2.618 |
0.6223 |
|
4.250 |
0.5997 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6700 |
0.6668 |
| PP |
0.6677 |
0.6613 |
| S1 |
0.6655 |
0.6559 |
|