CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 02-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2022 |
02-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6794 |
0.6813 |
0.0020 |
0.3% |
0.6725 |
| High |
0.6858 |
0.6840 |
-0.0019 |
-0.3% |
0.6858 |
| Low |
0.6787 |
0.6745 |
-0.0042 |
-0.6% |
0.6645 |
| Close |
0.6822 |
0.6813 |
-0.0010 |
-0.1% |
0.6813 |
| Range |
0.0072 |
0.0095 |
0.0023 |
32.2% |
0.0214 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
124,083 |
93,912 |
-30,171 |
-24.3% |
515,354 |
|
| Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7083 |
0.7042 |
0.6864 |
|
| R3 |
0.6988 |
0.6948 |
0.6838 |
|
| R2 |
0.6894 |
0.6894 |
0.6830 |
|
| R1 |
0.6853 |
0.6853 |
0.6821 |
0.6826 |
| PP |
0.6799 |
0.6799 |
0.6799 |
0.6786 |
| S1 |
0.6759 |
0.6759 |
0.6804 |
0.6732 |
| S2 |
0.6705 |
0.6705 |
0.6795 |
|
| S3 |
0.6610 |
0.6664 |
0.6787 |
|
| S4 |
0.6516 |
0.6570 |
0.6761 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7412 |
0.7326 |
0.6930 |
|
| R3 |
0.7199 |
0.7112 |
0.6871 |
|
| R2 |
0.6985 |
0.6985 |
0.6852 |
|
| R1 |
0.6899 |
0.6899 |
0.6832 |
0.6942 |
| PP |
0.6772 |
0.6772 |
0.6772 |
0.6793 |
| S1 |
0.6685 |
0.6685 |
0.6793 |
0.6729 |
| S2 |
0.6558 |
0.6558 |
0.6773 |
|
| S3 |
0.6345 |
0.6472 |
0.6754 |
|
| S4 |
0.6131 |
0.6258 |
0.6695 |
|
|
| 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% |
0.0098 |
1.4% |
79% |
False |
False |
103,070 |
| 10 |
0.6858 |
0.6591 |
0.0268 |
3.9% |
0.0087 |
1.3% |
83% |
False |
False |
87,667 |
| 20 |
0.6858 |
0.6294 |
0.0564 |
8.3% |
0.0106 |
1.6% |
92% |
False |
False |
101,608 |
| 40 |
0.6858 |
0.6181 |
0.0677 |
9.9% |
0.0107 |
1.6% |
93% |
False |
False |
102,971 |
| 60 |
0.6928 |
0.6181 |
0.0747 |
11.0% |
0.0107 |
1.6% |
85% |
False |
False |
99,734 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.1% |
0.0099 |
1.5% |
66% |
False |
False |
75,268 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.1% |
0.0094 |
1.4% |
66% |
False |
False |
60,252 |
| 120 |
0.7140 |
0.6181 |
0.0959 |
14.1% |
0.0091 |
1.3% |
66% |
False |
False |
50,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7241 |
|
2.618 |
0.7087 |
|
1.618 |
0.6992 |
|
1.000 |
0.6934 |
|
0.618 |
0.6898 |
|
HIGH |
0.6840 |
|
0.618 |
0.6803 |
|
0.500 |
0.6792 |
|
0.382 |
0.6781 |
|
LOW |
0.6745 |
|
0.618 |
0.6687 |
|
1.000 |
0.6651 |
|
1.618 |
0.6592 |
|
2.618 |
0.6498 |
|
4.250 |
0.6343 |
|
|
| Fisher Pivots for day following 02-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6806 |
0.6797 |
| PP |
0.6799 |
0.6782 |
| S1 |
0.6792 |
0.6766 |
|