CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 29-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2022 |
29-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6725 |
0.6656 |
-0.0070 |
-1.0% |
0.6679 |
| High |
0.6730 |
0.6754 |
0.0024 |
0.4% |
0.6786 |
| Low |
0.6646 |
0.6645 |
-0.0002 |
0.0% |
0.6591 |
| Close |
0.6651 |
0.6691 |
0.0041 |
0.6% |
0.6748 |
| Range |
0.0084 |
0.0109 |
0.0026 |
30.5% |
0.0195 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
0.3% |
0.0000 |
| Volume |
88,757 |
84,985 |
-3,772 |
-4.2% |
291,281 |
|
| Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7023 |
0.6966 |
0.6751 |
|
| R3 |
0.6914 |
0.6857 |
0.6721 |
|
| R2 |
0.6805 |
0.6805 |
0.6711 |
|
| R1 |
0.6748 |
0.6748 |
0.6701 |
0.6777 |
| PP |
0.6696 |
0.6696 |
0.6696 |
0.6711 |
| S1 |
0.6639 |
0.6639 |
0.6681 |
0.6668 |
| S2 |
0.6587 |
0.6587 |
0.6671 |
|
| S3 |
0.6478 |
0.6530 |
0.6661 |
|
| S4 |
0.6369 |
0.6421 |
0.6631 |
|
|
| 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 |
0.6608 |
0.0178 |
2.7% |
0.0081 |
1.2% |
47% |
False |
False |
80,321 |
| 10 |
0.6805 |
0.6591 |
0.0214 |
3.2% |
0.0088 |
1.3% |
47% |
False |
False |
87,216 |
| 20 |
0.6805 |
0.6281 |
0.0524 |
7.8% |
0.0108 |
1.6% |
78% |
False |
False |
100,028 |
| 40 |
0.6805 |
0.6181 |
0.0624 |
9.3% |
0.0109 |
1.6% |
82% |
False |
False |
102,103 |
| 60 |
0.6928 |
0.6181 |
0.0747 |
11.2% |
0.0106 |
1.6% |
68% |
False |
False |
94,385 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0099 |
1.5% |
53% |
False |
False |
71,009 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0094 |
1.4% |
53% |
False |
False |
56,838 |
| 120 |
0.7184 |
0.6181 |
0.1003 |
15.0% |
0.0091 |
1.4% |
51% |
False |
False |
47,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7217 |
|
2.618 |
0.7039 |
|
1.618 |
0.6930 |
|
1.000 |
0.6863 |
|
0.618 |
0.6821 |
|
HIGH |
0.6754 |
|
0.618 |
0.6712 |
|
0.500 |
0.6699 |
|
0.382 |
0.6686 |
|
LOW |
0.6645 |
|
0.618 |
0.6577 |
|
1.000 |
0.6536 |
|
1.618 |
0.6468 |
|
2.618 |
0.6359 |
|
4.250 |
0.6181 |
|
|
| Fisher Pivots for day following 29-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6699 |
0.6715 |
| PP |
0.6696 |
0.6707 |
| S1 |
0.6694 |
0.6699 |
|