CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 07-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2022 |
07-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6704 |
0.6692 |
-0.0012 |
-0.2% |
0.6725 |
| High |
0.6748 |
0.6745 |
-0.0003 |
0.0% |
0.6858 |
| Low |
0.6684 |
0.6671 |
-0.0013 |
-0.2% |
0.6645 |
| Close |
0.6690 |
0.6734 |
0.0044 |
0.7% |
0.6813 |
| Range |
0.0064 |
0.0074 |
0.0011 |
16.5% |
0.0214 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
79,117 |
76,161 |
-2,956 |
-3.7% |
515,354 |
|
| Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6939 |
0.6910 |
0.6774 |
|
| R3 |
0.6865 |
0.6836 |
0.6754 |
|
| R2 |
0.6791 |
0.6791 |
0.6747 |
|
| R1 |
0.6762 |
0.6762 |
0.6740 |
0.6776 |
| PP |
0.6717 |
0.6717 |
0.6717 |
0.6724 |
| S1 |
0.6688 |
0.6688 |
0.6727 |
0.6702 |
| S2 |
0.6643 |
0.6643 |
0.6720 |
|
| S3 |
0.6569 |
0.6614 |
0.6713 |
|
| S4 |
0.6495 |
0.6540 |
0.6693 |
|
|
| 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 |
0.6671 |
0.0187 |
2.8% |
0.0094 |
1.4% |
33% |
False |
True |
93,842 |
| 10 |
0.6858 |
0.6640 |
0.0219 |
3.2% |
0.0096 |
1.4% |
43% |
False |
False |
93,512 |
| 20 |
0.6858 |
0.6394 |
0.0464 |
6.9% |
0.0101 |
1.5% |
73% |
False |
False |
96,401 |
| 40 |
0.6858 |
0.6181 |
0.0677 |
10.1% |
0.0108 |
1.6% |
82% |
False |
False |
102,344 |
| 60 |
0.6858 |
0.6181 |
0.0677 |
10.1% |
0.0105 |
1.6% |
82% |
False |
False |
102,329 |
| 80 |
0.7042 |
0.6181 |
0.0861 |
12.8% |
0.0100 |
1.5% |
64% |
False |
False |
78,405 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.2% |
0.0095 |
1.4% |
58% |
False |
False |
62,762 |
| 120 |
0.7140 |
0.6181 |
0.0959 |
14.2% |
0.0091 |
1.4% |
58% |
False |
False |
52,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7060 |
|
2.618 |
0.6939 |
|
1.618 |
0.6865 |
|
1.000 |
0.6819 |
|
0.618 |
0.6791 |
|
HIGH |
0.6745 |
|
0.618 |
0.6717 |
|
0.500 |
0.6708 |
|
0.382 |
0.6699 |
|
LOW |
0.6671 |
|
0.618 |
0.6625 |
|
1.000 |
0.6597 |
|
1.618 |
0.6551 |
|
2.618 |
0.6477 |
|
4.250 |
0.6357 |
|
|
| Fisher Pivots for day following 07-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6725 |
0.6763 |
| PP |
0.6717 |
0.6753 |
| S1 |
0.6708 |
0.6743 |
|