CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 28-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6736 |
0.6725 |
-0.0011 |
-0.2% |
0.6679 |
| High |
0.6786 |
0.6730 |
-0.0056 |
-0.8% |
0.6786 |
| Low |
0.6725 |
0.6646 |
-0.0079 |
-1.2% |
0.6591 |
| Close |
0.6748 |
0.6651 |
-0.0098 |
-1.4% |
0.6748 |
| Range |
0.0061 |
0.0084 |
0.0023 |
36.9% |
0.0195 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
87,820 |
88,757 |
937 |
1.1% |
291,281 |
|
| Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6926 |
0.6872 |
0.6696 |
|
| R3 |
0.6842 |
0.6788 |
0.6673 |
|
| R2 |
0.6759 |
0.6759 |
0.6666 |
|
| R1 |
0.6705 |
0.6705 |
0.6658 |
0.6690 |
| PP |
0.6675 |
0.6675 |
0.6675 |
0.6668 |
| S1 |
0.6621 |
0.6621 |
0.6643 |
0.6607 |
| S2 |
0.6592 |
0.6592 |
0.6635 |
|
| S3 |
0.6508 |
0.6538 |
0.6628 |
|
| S4 |
0.6425 |
0.6454 |
0.6605 |
|
|
| 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% |
0.0079 |
1.2% |
31% |
False |
False |
76,007 |
| 10 |
0.6805 |
0.6591 |
0.0214 |
3.2% |
0.0083 |
1.2% |
28% |
False |
False |
88,993 |
| 20 |
0.6805 |
0.6281 |
0.0524 |
7.9% |
0.0105 |
1.6% |
71% |
False |
False |
99,208 |
| 40 |
0.6805 |
0.6181 |
0.0624 |
9.4% |
0.0109 |
1.6% |
75% |
False |
False |
102,374 |
| 60 |
0.6928 |
0.6181 |
0.0747 |
11.2% |
0.0105 |
1.6% |
63% |
False |
False |
93,081 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.4% |
0.0099 |
1.5% |
49% |
False |
False |
69,948 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.4% |
0.0093 |
1.4% |
49% |
False |
False |
55,989 |
| 120 |
0.7200 |
0.6181 |
0.1019 |
15.3% |
0.0090 |
1.4% |
46% |
False |
False |
46,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7084 |
|
2.618 |
0.6948 |
|
1.618 |
0.6865 |
|
1.000 |
0.6813 |
|
0.618 |
0.6781 |
|
HIGH |
0.6730 |
|
0.618 |
0.6698 |
|
0.500 |
0.6688 |
|
0.382 |
0.6678 |
|
LOW |
0.6646 |
|
0.618 |
0.6594 |
|
1.000 |
0.6563 |
|
1.618 |
0.6511 |
|
2.618 |
0.6427 |
|
4.250 |
0.6291 |
|
|
| Fisher Pivots for day following 28-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6688 |
0.6713 |
| PP |
0.6675 |
0.6692 |
| S1 |
0.6663 |
0.6671 |
|