CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 05-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6813 |
0.6793 |
-0.0020 |
-0.3% |
0.6725 |
| High |
0.6840 |
0.6855 |
0.0016 |
0.2% |
0.6858 |
| Low |
0.6745 |
0.6690 |
-0.0055 |
-0.8% |
0.6645 |
| Close |
0.6813 |
0.6700 |
-0.0113 |
-1.7% |
0.6813 |
| Range |
0.0095 |
0.0165 |
0.0071 |
74.6% |
0.0214 |
| ATR |
0.0103 |
0.0107 |
0.0004 |
4.3% |
0.0000 |
| Volume |
93,912 |
95,941 |
2,029 |
2.2% |
515,354 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7243 |
0.7136 |
0.6790 |
|
| R3 |
0.7078 |
0.6971 |
0.6745 |
|
| R2 |
0.6913 |
0.6913 |
0.6730 |
|
| R1 |
0.6806 |
0.6806 |
0.6715 |
0.6777 |
| PP |
0.6748 |
0.6748 |
0.6748 |
0.6734 |
| S1 |
0.6641 |
0.6641 |
0.6684 |
0.6612 |
| S2 |
0.6583 |
0.6583 |
0.6669 |
|
| S3 |
0.6418 |
0.6476 |
0.6654 |
|
| S4 |
0.6253 |
0.6311 |
0.6609 |
|
|
| 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 |
3.2% |
0.0114 |
1.7% |
26% |
False |
False |
104,507 |
| 10 |
0.6858 |
0.6591 |
0.0268 |
4.0% |
0.0097 |
1.4% |
41% |
False |
False |
90,257 |
| 20 |
0.6858 |
0.6394 |
0.0464 |
6.9% |
0.0104 |
1.6% |
66% |
False |
False |
98,004 |
| 40 |
0.6858 |
0.6181 |
0.0677 |
10.1% |
0.0110 |
1.6% |
77% |
False |
False |
103,405 |
| 60 |
0.6928 |
0.6181 |
0.0747 |
11.1% |
0.0107 |
1.6% |
69% |
False |
False |
101,164 |
| 80 |
0.7138 |
0.6181 |
0.0957 |
14.3% |
0.0100 |
1.5% |
54% |
False |
False |
76,465 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0095 |
1.4% |
54% |
False |
False |
61,211 |
| 120 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0092 |
1.4% |
54% |
False |
False |
51,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7556 |
|
2.618 |
0.7287 |
|
1.618 |
0.7122 |
|
1.000 |
0.7020 |
|
0.618 |
0.6957 |
|
HIGH |
0.6855 |
|
0.618 |
0.6792 |
|
0.500 |
0.6773 |
|
0.382 |
0.6753 |
|
LOW |
0.6690 |
|
0.618 |
0.6588 |
|
1.000 |
0.6525 |
|
1.618 |
0.6423 |
|
2.618 |
0.6258 |
|
4.250 |
0.5989 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6773 |
0.6774 |
| PP |
0.6748 |
0.6749 |
| S1 |
0.6724 |
0.6724 |
|