CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6689 |
0.6708 |
0.0019 |
0.3% |
0.6430 |
| High |
0.6731 |
0.6805 |
0.0074 |
1.1% |
0.6724 |
| Low |
0.6671 |
0.6693 |
0.0022 |
0.3% |
0.6394 |
| Close |
0.6727 |
0.6779 |
0.0052 |
0.8% |
0.6722 |
| Range |
0.0060 |
0.0112 |
0.0052 |
86.7% |
0.0330 |
| ATR |
0.0120 |
0.0119 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
102,751 |
142,418 |
39,667 |
38.6% |
547,609 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7095 |
0.7049 |
0.6841 |
|
| R3 |
0.6983 |
0.6937 |
0.6810 |
|
| R2 |
0.6871 |
0.6871 |
0.6800 |
|
| R1 |
0.6825 |
0.6825 |
0.6789 |
0.6848 |
| PP |
0.6759 |
0.6759 |
0.6759 |
0.6770 |
| S1 |
0.6713 |
0.6713 |
0.6769 |
0.6736 |
| S2 |
0.6647 |
0.6647 |
0.6758 |
|
| S3 |
0.6535 |
0.6601 |
0.6748 |
|
| S4 |
0.6423 |
0.6489 |
0.6717 |
|
|
| 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 |
0.6805 |
0.6394 |
0.0411 |
6.1% |
0.0133 |
2.0% |
94% |
True |
False |
121,089 |
| 10 |
0.6805 |
0.6281 |
0.0524 |
7.7% |
0.0130 |
1.9% |
95% |
True |
False |
117,436 |
| 20 |
0.6805 |
0.6219 |
0.0586 |
8.6% |
0.0120 |
1.8% |
96% |
True |
False |
113,655 |
| 40 |
0.6805 |
0.6181 |
0.0624 |
9.2% |
0.0116 |
1.7% |
96% |
True |
False |
109,058 |
| 60 |
0.7018 |
0.6181 |
0.0837 |
12.3% |
0.0106 |
1.6% |
71% |
False |
False |
82,485 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.1% |
0.0097 |
1.4% |
62% |
False |
False |
61,918 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.1% |
0.0092 |
1.4% |
62% |
False |
False |
49,544 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
16.3% |
0.0087 |
1.3% |
54% |
False |
False |
41,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7281 |
|
2.618 |
0.7098 |
|
1.618 |
0.6986 |
|
1.000 |
0.6917 |
|
0.618 |
0.6874 |
|
HIGH |
0.6805 |
|
0.618 |
0.6762 |
|
0.500 |
0.6749 |
|
0.382 |
0.6735 |
|
LOW |
0.6693 |
|
0.618 |
0.6623 |
|
1.000 |
0.6581 |
|
1.618 |
0.6511 |
|
2.618 |
0.6399 |
|
4.250 |
0.6217 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6769 |
0.6751 |
| PP |
0.6759 |
0.6723 |
| S1 |
0.6749 |
0.6695 |
|