CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6693 |
0.6679 |
-0.0015 |
-0.2% |
0.6689 |
| High |
0.6736 |
0.6689 |
-0.0047 |
-0.7% |
0.6805 |
| Low |
0.6667 |
0.6591 |
-0.0076 |
-1.1% |
0.6640 |
| Close |
0.6681 |
0.6604 |
-0.0077 |
-1.2% |
0.6681 |
| Range |
0.0070 |
0.0099 |
0.0029 |
41.7% |
0.0165 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
70,037 |
63,416 |
-6,621 |
-9.5% |
509,896 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6923 |
0.6862 |
0.6658 |
|
| R3 |
0.6825 |
0.6764 |
0.6631 |
|
| R2 |
0.6726 |
0.6726 |
0.6622 |
|
| R1 |
0.6665 |
0.6665 |
0.6613 |
0.6647 |
| PP |
0.6628 |
0.6628 |
0.6628 |
0.6619 |
| S1 |
0.6567 |
0.6567 |
0.6595 |
0.6548 |
| S2 |
0.6529 |
0.6529 |
0.6586 |
|
| S3 |
0.6431 |
0.6468 |
0.6577 |
|
| S4 |
0.6332 |
0.6370 |
0.6550 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7202 |
0.7106 |
0.6771 |
|
| R3 |
0.7038 |
0.6942 |
0.6726 |
|
| R2 |
0.6873 |
0.6873 |
0.6711 |
|
| R1 |
0.6777 |
0.6777 |
0.6696 |
0.6743 |
| PP |
0.6709 |
0.6709 |
0.6709 |
0.6691 |
| S1 |
0.6613 |
0.6613 |
0.6666 |
0.6578 |
| S2 |
0.6544 |
0.6544 |
0.6651 |
|
| S3 |
0.6380 |
0.6448 |
0.6636 |
|
| S4 |
0.6215 |
0.6284 |
0.6591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6805 |
0.6591 |
0.0214 |
3.2% |
0.0094 |
1.4% |
6% |
False |
True |
94,112 |
| 10 |
0.6805 |
0.6394 |
0.0411 |
6.2% |
0.0113 |
1.7% |
51% |
False |
False |
102,277 |
| 20 |
0.6805 |
0.6281 |
0.0524 |
7.9% |
0.0112 |
1.7% |
62% |
False |
False |
105,090 |
| 40 |
0.6805 |
0.6181 |
0.0624 |
9.4% |
0.0114 |
1.7% |
68% |
False |
False |
105,936 |
| 60 |
0.6965 |
0.6181 |
0.0784 |
11.9% |
0.0106 |
1.6% |
54% |
False |
False |
87,934 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.5% |
0.0098 |
1.5% |
44% |
False |
False |
65,994 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.5% |
0.0094 |
1.4% |
44% |
False |
False |
52,824 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
16.7% |
0.0089 |
1.4% |
38% |
False |
False |
44,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7108 |
|
2.618 |
0.6947 |
|
1.618 |
0.6848 |
|
1.000 |
0.6788 |
|
0.618 |
0.6750 |
|
HIGH |
0.6689 |
|
0.618 |
0.6651 |
|
0.500 |
0.6640 |
|
0.382 |
0.6628 |
|
LOW |
0.6591 |
|
0.618 |
0.6530 |
|
1.000 |
0.6492 |
|
1.618 |
0.6431 |
|
2.618 |
0.6333 |
|
4.250 |
0.6172 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6640 |
0.6674 |
| PP |
0.6628 |
0.6651 |
| S1 |
0.6616 |
0.6627 |
|