CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 16-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6708 |
0.6764 |
0.0057 |
0.8% |
0.6430 |
| High |
0.6805 |
0.6800 |
-0.0005 |
-0.1% |
0.6724 |
| Low |
0.6693 |
0.6727 |
0.0035 |
0.5% |
0.6394 |
| Close |
0.6779 |
0.6748 |
-0.0032 |
-0.5% |
0.6722 |
| Range |
0.0112 |
0.0073 |
-0.0040 |
-35.3% |
0.0330 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
142,418 |
94,238 |
-48,180 |
-33.8% |
547,609 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6976 |
0.6934 |
0.6787 |
|
| R3 |
0.6903 |
0.6862 |
0.6767 |
|
| R2 |
0.6831 |
0.6831 |
0.6761 |
|
| R1 |
0.6789 |
0.6789 |
0.6754 |
0.6774 |
| PP |
0.6758 |
0.6758 |
0.6758 |
0.6750 |
| S1 |
0.6717 |
0.6717 |
0.6741 |
0.6701 |
| S2 |
0.6686 |
0.6686 |
0.6734 |
|
| S3 |
0.6613 |
0.6644 |
0.6728 |
|
| S4 |
0.6541 |
0.6572 |
0.6708 |
|
|
| 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% |
0.0126 |
1.9% |
86% |
False |
False |
121,565 |
| 10 |
0.6805 |
0.6281 |
0.0524 |
7.8% |
0.0123 |
1.8% |
89% |
False |
False |
116,138 |
| 20 |
0.6805 |
0.6219 |
0.0586 |
8.7% |
0.0120 |
1.8% |
90% |
False |
False |
114,762 |
| 40 |
0.6805 |
0.6181 |
0.0624 |
9.2% |
0.0116 |
1.7% |
91% |
False |
False |
108,584 |
| 60 |
0.7018 |
0.6181 |
0.0837 |
12.4% |
0.0105 |
1.6% |
68% |
False |
False |
84,051 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.2% |
0.0098 |
1.4% |
59% |
False |
False |
63,095 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.2% |
0.0092 |
1.4% |
59% |
False |
False |
50,486 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
16.4% |
0.0088 |
1.3% |
51% |
False |
False |
42,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7108 |
|
2.618 |
0.6989 |
|
1.618 |
0.6917 |
|
1.000 |
0.6872 |
|
0.618 |
0.6844 |
|
HIGH |
0.6800 |
|
0.618 |
0.6772 |
|
0.500 |
0.6763 |
|
0.382 |
0.6755 |
|
LOW |
0.6727 |
|
0.618 |
0.6682 |
|
1.000 |
0.6655 |
|
1.618 |
0.6610 |
|
2.618 |
0.6537 |
|
4.250 |
0.6419 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6763 |
0.6744 |
| PP |
0.6758 |
0.6741 |
| S1 |
0.6753 |
0.6738 |
|