CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 22-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2022 |
22-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6679 |
0.6612 |
-0.0067 |
-1.0% |
0.6689 |
| High |
0.6689 |
0.6657 |
-0.0033 |
-0.5% |
0.6805 |
| Low |
0.6591 |
0.6608 |
0.0018 |
0.3% |
0.6640 |
| Close |
0.6604 |
0.6649 |
0.0045 |
0.7% |
0.6681 |
| Range |
0.0099 |
0.0049 |
-0.0050 |
-50.8% |
0.0165 |
| ATR |
0.0112 |
0.0108 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
63,416 |
59,315 |
-4,101 |
-6.5% |
509,896 |
|
| Daily Pivots for day following 22-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6783 |
0.6764 |
0.6675 |
|
| R3 |
0.6735 |
0.6716 |
0.6662 |
|
| R2 |
0.6686 |
0.6686 |
0.6657 |
|
| R1 |
0.6667 |
0.6667 |
0.6653 |
0.6677 |
| PP |
0.6638 |
0.6638 |
0.6638 |
0.6642 |
| S1 |
0.6619 |
0.6619 |
0.6644 |
0.6628 |
| S2 |
0.6589 |
0.6589 |
0.6640 |
|
| S3 |
0.6541 |
0.6570 |
0.6635 |
|
| S4 |
0.6492 |
0.6522 |
0.6622 |
|
|
| 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 |
0.6800 |
0.6591 |
0.0209 |
3.1% |
0.0081 |
1.2% |
28% |
False |
False |
77,491 |
| 10 |
0.6805 |
0.6394 |
0.0411 |
6.2% |
0.0107 |
1.6% |
62% |
False |
False |
99,290 |
| 20 |
0.6805 |
0.6281 |
0.0524 |
7.9% |
0.0109 |
1.6% |
70% |
False |
False |
103,324 |
| 40 |
0.6805 |
0.6181 |
0.0624 |
9.4% |
0.0113 |
1.7% |
75% |
False |
False |
105,150 |
| 60 |
0.6965 |
0.6181 |
0.0784 |
11.8% |
0.0105 |
1.6% |
60% |
False |
False |
88,901 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.4% |
0.0098 |
1.5% |
49% |
False |
False |
66,735 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.4% |
0.0093 |
1.4% |
49% |
False |
False |
53,417 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
16.6% |
0.0089 |
1.3% |
42% |
False |
False |
44,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6863 |
|
2.618 |
0.6783 |
|
1.618 |
0.6735 |
|
1.000 |
0.6705 |
|
0.618 |
0.6686 |
|
HIGH |
0.6657 |
|
0.618 |
0.6638 |
|
0.500 |
0.6632 |
|
0.382 |
0.6627 |
|
LOW |
0.6608 |
|
0.618 |
0.6578 |
|
1.000 |
0.6560 |
|
1.618 |
0.6530 |
|
2.618 |
0.6481 |
|
4.250 |
0.6402 |
|
|
| Fisher Pivots for day following 22-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6643 |
0.6663 |
| PP |
0.6638 |
0.6658 |
| S1 |
0.6632 |
0.6653 |
|