CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 17-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6764 |
0.6745 |
-0.0020 |
-0.3% |
0.6430 |
| High |
0.6800 |
0.6758 |
-0.0042 |
-0.6% |
0.6724 |
| Low |
0.6727 |
0.6640 |
-0.0087 |
-1.3% |
0.6394 |
| Close |
0.6748 |
0.6691 |
-0.0057 |
-0.8% |
0.6722 |
| Range |
0.0073 |
0.0118 |
0.0045 |
62.1% |
0.0330 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
0.1% |
0.0000 |
| Volume |
94,238 |
100,452 |
6,214 |
6.6% |
547,609 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7049 |
0.6987 |
0.6756 |
|
| R3 |
0.6931 |
0.6870 |
0.6723 |
|
| R2 |
0.6814 |
0.6814 |
0.6713 |
|
| R1 |
0.6752 |
0.6752 |
0.6702 |
0.6724 |
| PP |
0.6696 |
0.6696 |
0.6696 |
0.6682 |
| S1 |
0.6635 |
0.6635 |
0.6680 |
0.6607 |
| S2 |
0.6579 |
0.6579 |
0.6669 |
|
| S3 |
0.6461 |
0.6517 |
0.6659 |
|
| S4 |
0.6344 |
0.6400 |
0.6626 |
|
|
| 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 |
0.6586 |
0.0219 |
3.3% |
0.0100 |
1.5% |
48% |
False |
False |
111,426 |
| 10 |
0.6805 |
0.6294 |
0.0511 |
7.6% |
0.0124 |
1.9% |
78% |
False |
False |
115,549 |
| 20 |
0.6805 |
0.6219 |
0.0586 |
8.8% |
0.0120 |
1.8% |
81% |
False |
False |
114,710 |
| 40 |
0.6805 |
0.6181 |
0.0624 |
9.3% |
0.0116 |
1.7% |
82% |
False |
False |
108,119 |
| 60 |
0.7018 |
0.6181 |
0.0837 |
12.5% |
0.0106 |
1.6% |
61% |
False |
False |
85,724 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0098 |
1.5% |
53% |
False |
False |
64,328 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0093 |
1.4% |
53% |
False |
False |
51,490 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
16.5% |
0.0089 |
1.3% |
46% |
False |
False |
42,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7257 |
|
2.618 |
0.7065 |
|
1.618 |
0.6948 |
|
1.000 |
0.6875 |
|
0.618 |
0.6830 |
|
HIGH |
0.6758 |
|
0.618 |
0.6713 |
|
0.500 |
0.6699 |
|
0.382 |
0.6685 |
|
LOW |
0.6640 |
|
0.618 |
0.6567 |
|
1.000 |
0.6523 |
|
1.618 |
0.6450 |
|
2.618 |
0.6332 |
|
4.250 |
0.6141 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6699 |
0.6722 |
| PP |
0.6696 |
0.6712 |
| S1 |
0.6694 |
0.6701 |
|