CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 06-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2022 |
06-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6793 |
0.6704 |
-0.0090 |
-1.3% |
0.6725 |
| High |
0.6855 |
0.6748 |
-0.0108 |
-1.6% |
0.6858 |
| Low |
0.6690 |
0.6684 |
-0.0006 |
-0.1% |
0.6645 |
| Close |
0.6700 |
0.6690 |
-0.0010 |
-0.1% |
0.6813 |
| Range |
0.0165 |
0.0064 |
-0.0102 |
-61.5% |
0.0214 |
| ATR |
0.0107 |
0.0104 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
95,941 |
79,117 |
-16,824 |
-17.5% |
515,354 |
|
| Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6898 |
0.6857 |
0.6725 |
|
| R3 |
0.6834 |
0.6794 |
0.6707 |
|
| R2 |
0.6771 |
0.6771 |
0.6702 |
|
| R1 |
0.6730 |
0.6730 |
0.6696 |
0.6719 |
| PP |
0.6707 |
0.6707 |
0.6707 |
0.6701 |
| S1 |
0.6667 |
0.6667 |
0.6684 |
0.6655 |
| S2 |
0.6644 |
0.6644 |
0.6678 |
|
| S3 |
0.6580 |
0.6603 |
0.6673 |
|
| S4 |
0.6517 |
0.6540 |
0.6655 |
|
|
| 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 |
0.6675 |
0.0184 |
2.7% |
0.0105 |
1.6% |
8% |
False |
False |
103,334 |
| 10 |
0.6858 |
0.6608 |
0.0250 |
3.7% |
0.0093 |
1.4% |
33% |
False |
False |
91,827 |
| 20 |
0.6858 |
0.6394 |
0.0464 |
6.9% |
0.0103 |
1.5% |
64% |
False |
False |
97,052 |
| 40 |
0.6858 |
0.6181 |
0.0677 |
10.1% |
0.0109 |
1.6% |
75% |
False |
False |
103,284 |
| 60 |
0.6928 |
0.6181 |
0.0747 |
11.2% |
0.0107 |
1.6% |
68% |
False |
False |
102,124 |
| 80 |
0.7134 |
0.6181 |
0.0953 |
14.2% |
0.0101 |
1.5% |
53% |
False |
False |
77,453 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0095 |
1.4% |
53% |
False |
False |
62,001 |
| 120 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0091 |
1.4% |
53% |
False |
False |
51,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7017 |
|
2.618 |
0.6914 |
|
1.618 |
0.6850 |
|
1.000 |
0.6811 |
|
0.618 |
0.6787 |
|
HIGH |
0.6748 |
|
0.618 |
0.6723 |
|
0.500 |
0.6716 |
|
0.382 |
0.6708 |
|
LOW |
0.6684 |
|
0.618 |
0.6645 |
|
1.000 |
0.6621 |
|
1.618 |
0.6581 |
|
2.618 |
0.6518 |
|
4.250 |
0.6414 |
|
|
| Fisher Pivots for day following 06-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6716 |
0.6770 |
| PP |
0.6707 |
0.6743 |
| S1 |
0.6699 |
0.6717 |
|