CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 23-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6612 |
0.6650 |
0.0038 |
0.6% |
0.6689 |
| High |
0.6657 |
0.6745 |
0.0088 |
1.3% |
0.6805 |
| Low |
0.6608 |
0.6640 |
0.0032 |
0.5% |
0.6640 |
| Close |
0.6649 |
0.6739 |
0.0090 |
1.4% |
0.6681 |
| Range |
0.0049 |
0.0105 |
0.0057 |
116.5% |
0.0165 |
| ATR |
0.0108 |
0.0107 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
59,315 |
80,730 |
21,415 |
36.1% |
509,896 |
|
| Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7023 |
0.6986 |
0.6796 |
|
| R3 |
0.6918 |
0.6881 |
0.6767 |
|
| R2 |
0.6813 |
0.6813 |
0.6758 |
|
| R1 |
0.6776 |
0.6776 |
0.6748 |
0.6794 |
| PP |
0.6708 |
0.6708 |
0.6708 |
0.6717 |
| S1 |
0.6671 |
0.6671 |
0.6729 |
0.6689 |
| S2 |
0.6603 |
0.6603 |
0.6719 |
|
| S3 |
0.6498 |
0.6566 |
0.6710 |
|
| S4 |
0.6393 |
0.6461 |
0.6681 |
|
|
| 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 |
0.6758 |
0.6591 |
0.0167 |
2.5% |
0.0088 |
1.3% |
89% |
False |
False |
74,790 |
| 10 |
0.6805 |
0.6394 |
0.0411 |
6.1% |
0.0107 |
1.6% |
84% |
False |
False |
98,177 |
| 20 |
0.6805 |
0.6281 |
0.0524 |
7.8% |
0.0107 |
1.6% |
87% |
False |
False |
101,279 |
| 40 |
0.6805 |
0.6181 |
0.0624 |
9.3% |
0.0111 |
1.7% |
89% |
False |
False |
103,736 |
| 60 |
0.6928 |
0.6181 |
0.0747 |
11.1% |
0.0105 |
1.6% |
75% |
False |
False |
90,237 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.2% |
0.0098 |
1.5% |
58% |
False |
False |
67,743 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.2% |
0.0093 |
1.4% |
58% |
False |
False |
54,223 |
| 120 |
0.7232 |
0.6181 |
0.1051 |
15.6% |
0.0090 |
1.3% |
53% |
False |
False |
45,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7191 |
|
2.618 |
0.7019 |
|
1.618 |
0.6914 |
|
1.000 |
0.6850 |
|
0.618 |
0.6809 |
|
HIGH |
0.6745 |
|
0.618 |
0.6704 |
|
0.500 |
0.6692 |
|
0.382 |
0.6680 |
|
LOW |
0.6640 |
|
0.618 |
0.6575 |
|
1.000 |
0.6535 |
|
1.618 |
0.6470 |
|
2.618 |
0.6365 |
|
4.250 |
0.6193 |
|
|
| Fisher Pivots for day following 23-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6723 |
0.6715 |
| PP |
0.6708 |
0.6691 |
| S1 |
0.6692 |
0.6668 |
|