CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 14-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6609 |
0.6689 |
0.0080 |
1.2% |
0.6430 |
| High |
0.6724 |
0.6731 |
0.0007 |
0.1% |
0.6724 |
| Low |
0.6586 |
0.6671 |
0.0085 |
1.3% |
0.6394 |
| Close |
0.6722 |
0.6727 |
0.0005 |
0.1% |
0.6722 |
| Range |
0.0139 |
0.0060 |
-0.0079 |
-56.7% |
0.0330 |
| ATR |
0.0125 |
0.0120 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
117,271 |
102,751 |
-14,520 |
-12.4% |
547,609 |
|
| Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6889 |
0.6868 |
0.6760 |
|
| R3 |
0.6829 |
0.6808 |
0.6744 |
|
| R2 |
0.6769 |
0.6769 |
0.6738 |
|
| R1 |
0.6748 |
0.6748 |
0.6733 |
0.6759 |
| PP |
0.6709 |
0.6709 |
0.6709 |
0.6715 |
| S1 |
0.6688 |
0.6688 |
0.6722 |
0.6699 |
| S2 |
0.6649 |
0.6649 |
0.6716 |
|
| S3 |
0.6589 |
0.6628 |
0.6711 |
|
| S4 |
0.6529 |
0.6568 |
0.6694 |
|
|
| 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 |
0.6731 |
0.6394 |
0.0337 |
5.0% |
0.0132 |
2.0% |
99% |
True |
False |
110,443 |
| 10 |
0.6731 |
0.6281 |
0.0450 |
6.7% |
0.0127 |
1.9% |
99% |
True |
False |
112,840 |
| 20 |
0.6731 |
0.6219 |
0.0512 |
7.6% |
0.0118 |
1.8% |
99% |
True |
False |
110,780 |
| 40 |
0.6759 |
0.6181 |
0.0578 |
8.6% |
0.0115 |
1.7% |
94% |
False |
False |
107,420 |
| 60 |
0.7018 |
0.6181 |
0.0837 |
12.4% |
0.0105 |
1.6% |
65% |
False |
False |
80,114 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0097 |
1.4% |
57% |
False |
False |
60,138 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0092 |
1.4% |
57% |
False |
False |
48,120 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
16.4% |
0.0087 |
1.3% |
49% |
False |
False |
40,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6986 |
|
2.618 |
0.6888 |
|
1.618 |
0.6828 |
|
1.000 |
0.6791 |
|
0.618 |
0.6768 |
|
HIGH |
0.6731 |
|
0.618 |
0.6708 |
|
0.500 |
0.6701 |
|
0.382 |
0.6693 |
|
LOW |
0.6671 |
|
0.618 |
0.6633 |
|
1.000 |
0.6611 |
|
1.618 |
0.6573 |
|
2.618 |
0.6513 |
|
4.250 |
0.6416 |
|
|
| Fisher Pivots for day following 14-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6718 |
0.6672 |
| PP |
0.6709 |
0.6617 |
| S1 |
0.6701 |
0.6562 |
|