CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6688 |
0.6794 |
0.0106 |
1.6% |
0.6679 |
| High |
0.6806 |
0.6858 |
0.0053 |
0.8% |
0.6786 |
| Low |
0.6675 |
0.6787 |
0.0112 |
1.7% |
0.6591 |
| Close |
0.6794 |
0.6822 |
0.0028 |
0.4% |
0.6748 |
| Range |
0.0131 |
0.0072 |
-0.0060 |
-45.4% |
0.0195 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
123,617 |
124,083 |
466 |
0.4% |
291,281 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7037 |
0.7001 |
0.6861 |
|
| R3 |
0.6965 |
0.6929 |
0.6842 |
|
| R2 |
0.6894 |
0.6894 |
0.6835 |
|
| R1 |
0.6858 |
0.6858 |
0.6829 |
0.6876 |
| PP |
0.6822 |
0.6822 |
0.6822 |
0.6831 |
| S1 |
0.6786 |
0.6786 |
0.6815 |
0.6804 |
| S2 |
0.6751 |
0.6751 |
0.6809 |
|
| S3 |
0.6679 |
0.6715 |
0.6802 |
|
| S4 |
0.6608 |
0.6643 |
0.6783 |
|
|
| 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 |
0.6858 |
0.6645 |
0.0214 |
3.1% |
0.0091 |
1.3% |
83% |
True |
False |
101,852 |
| 10 |
0.6858 |
0.6591 |
0.0268 |
3.9% |
0.0090 |
1.3% |
87% |
True |
False |
88,321 |
| 20 |
0.6858 |
0.6281 |
0.0578 |
8.5% |
0.0106 |
1.6% |
94% |
True |
False |
102,229 |
| 40 |
0.6858 |
0.6181 |
0.0677 |
9.9% |
0.0109 |
1.6% |
95% |
True |
False |
102,810 |
| 60 |
0.6928 |
0.6181 |
0.0747 |
10.9% |
0.0106 |
1.6% |
86% |
False |
False |
98,333 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.1% |
0.0100 |
1.5% |
67% |
False |
False |
74,097 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.1% |
0.0094 |
1.4% |
67% |
False |
False |
59,313 |
| 120 |
0.7140 |
0.6181 |
0.0959 |
14.1% |
0.0091 |
1.3% |
67% |
False |
False |
49,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7162 |
|
2.618 |
0.7045 |
|
1.618 |
0.6974 |
|
1.000 |
0.6930 |
|
0.618 |
0.6902 |
|
HIGH |
0.6858 |
|
0.618 |
0.6831 |
|
0.500 |
0.6822 |
|
0.382 |
0.6814 |
|
LOW |
0.6787 |
|
0.618 |
0.6742 |
|
1.000 |
0.6715 |
|
1.618 |
0.6671 |
|
2.618 |
0.6599 |
|
4.250 |
0.6483 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6822 |
0.6798 |
| PP |
0.6822 |
0.6775 |
| S1 |
0.6822 |
0.6751 |
|