CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 25-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2022 |
25-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6650 |
0.6736 |
0.0086 |
1.3% |
0.6679 |
| High |
0.6745 |
0.6786 |
0.0041 |
0.6% |
0.6786 |
| Low |
0.6640 |
0.6725 |
0.0085 |
1.3% |
0.6591 |
| Close |
0.6739 |
0.6748 |
0.0010 |
0.1% |
0.6748 |
| Range |
0.0105 |
0.0061 |
-0.0044 |
-41.9% |
0.0195 |
| ATR |
0.0107 |
0.0104 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
80,730 |
87,820 |
7,090 |
8.8% |
291,281 |
|
| Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6936 |
0.6903 |
0.6782 |
|
| R3 |
0.6875 |
0.6842 |
0.6765 |
|
| R2 |
0.6814 |
0.6814 |
0.6759 |
|
| R1 |
0.6781 |
0.6781 |
0.6754 |
0.6797 |
| PP |
0.6753 |
0.6753 |
0.6753 |
0.6761 |
| S1 |
0.6720 |
0.6720 |
0.6742 |
0.6736 |
| S2 |
0.6692 |
0.6692 |
0.6737 |
|
| S3 |
0.6631 |
0.6659 |
0.6731 |
|
| S4 |
0.6570 |
0.6598 |
0.6714 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7293 |
0.7216 |
0.6855 |
|
| R3 |
0.7098 |
0.7021 |
0.6802 |
|
| R2 |
0.6903 |
0.6903 |
0.6784 |
|
| R1 |
0.6826 |
0.6826 |
0.6766 |
0.6864 |
| PP |
0.6708 |
0.6708 |
0.6708 |
0.6727 |
| S1 |
0.6631 |
0.6631 |
0.6730 |
0.6669 |
| S2 |
0.6513 |
0.6513 |
0.6712 |
|
| S3 |
0.6318 |
0.6436 |
0.6694 |
|
| S4 |
0.6123 |
0.6241 |
0.6641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6786 |
0.6591 |
0.0195 |
2.9% |
0.0077 |
1.1% |
81% |
True |
False |
72,263 |
| 10 |
0.6805 |
0.6586 |
0.0219 |
3.2% |
0.0088 |
1.3% |
74% |
False |
False |
91,844 |
| 20 |
0.6805 |
0.6281 |
0.0524 |
7.8% |
0.0106 |
1.6% |
89% |
False |
False |
99,740 |
| 40 |
0.6805 |
0.6181 |
0.0624 |
9.2% |
0.0111 |
1.6% |
91% |
False |
False |
103,289 |
| 60 |
0.6928 |
0.6181 |
0.0747 |
11.1% |
0.0105 |
1.6% |
76% |
False |
False |
91,630 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.2% |
0.0098 |
1.5% |
59% |
False |
False |
68,839 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.2% |
0.0093 |
1.4% |
59% |
False |
False |
55,101 |
| 120 |
0.7232 |
0.6181 |
0.1051 |
15.6% |
0.0090 |
1.3% |
54% |
False |
False |
45,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7045 |
|
2.618 |
0.6945 |
|
1.618 |
0.6884 |
|
1.000 |
0.6847 |
|
0.618 |
0.6823 |
|
HIGH |
0.6786 |
|
0.618 |
0.6762 |
|
0.500 |
0.6755 |
|
0.382 |
0.6748 |
|
LOW |
0.6725 |
|
0.618 |
0.6687 |
|
1.000 |
0.6664 |
|
1.618 |
0.6626 |
|
2.618 |
0.6565 |
|
4.250 |
0.6465 |
|
|
| Fisher Pivots for day following 25-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6755 |
0.6731 |
| PP |
0.6753 |
0.6714 |
| S1 |
0.6750 |
0.6697 |
|