CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 08-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2022 |
08-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6692 |
0.6725 |
0.0033 |
0.5% |
0.6725 |
| High |
0.6745 |
0.6783 |
0.0038 |
0.6% |
0.6858 |
| Low |
0.6671 |
0.6701 |
0.0030 |
0.4% |
0.6645 |
| Close |
0.6734 |
0.6773 |
0.0040 |
0.6% |
0.6813 |
| Range |
0.0074 |
0.0083 |
0.0009 |
11.5% |
0.0214 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
76,161 |
65,035 |
-11,126 |
-14.6% |
515,354 |
|
| Daily Pivots for day following 08-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7000 |
0.6969 |
0.6818 |
|
| R3 |
0.6917 |
0.6886 |
0.6796 |
|
| R2 |
0.6835 |
0.6835 |
0.6788 |
|
| R1 |
0.6804 |
0.6804 |
0.6781 |
0.6819 |
| PP |
0.6752 |
0.6752 |
0.6752 |
0.6760 |
| S1 |
0.6721 |
0.6721 |
0.6765 |
0.6737 |
| S2 |
0.6670 |
0.6670 |
0.6758 |
|
| S3 |
0.6587 |
0.6639 |
0.6750 |
|
| S4 |
0.6505 |
0.6556 |
0.6728 |
|
|
| 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 |
0.6855 |
0.6671 |
0.0184 |
2.7% |
0.0096 |
1.4% |
55% |
False |
False |
82,033 |
| 10 |
0.6858 |
0.6645 |
0.0214 |
3.2% |
0.0094 |
1.4% |
60% |
False |
False |
91,942 |
| 20 |
0.6858 |
0.6394 |
0.0464 |
6.9% |
0.0100 |
1.5% |
82% |
False |
False |
95,060 |
| 40 |
0.6858 |
0.6181 |
0.0677 |
10.0% |
0.0108 |
1.6% |
87% |
False |
False |
101,831 |
| 60 |
0.6858 |
0.6181 |
0.0677 |
10.0% |
0.0106 |
1.6% |
87% |
False |
False |
101,152 |
| 80 |
0.7037 |
0.6181 |
0.0856 |
12.6% |
0.0101 |
1.5% |
69% |
False |
False |
79,216 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.2% |
0.0095 |
1.4% |
62% |
False |
False |
63,412 |
| 120 |
0.7140 |
0.6181 |
0.0959 |
14.2% |
0.0091 |
1.3% |
62% |
False |
False |
52,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7134 |
|
2.618 |
0.6999 |
|
1.618 |
0.6916 |
|
1.000 |
0.6866 |
|
0.618 |
0.6834 |
|
HIGH |
0.6783 |
|
0.618 |
0.6751 |
|
0.500 |
0.6742 |
|
0.382 |
0.6732 |
|
LOW |
0.6701 |
|
0.618 |
0.6650 |
|
1.000 |
0.6618 |
|
1.618 |
0.6567 |
|
2.618 |
0.6485 |
|
4.250 |
0.6350 |
|
|
| Fisher Pivots for day following 08-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6763 |
0.6758 |
| PP |
0.6752 |
0.6742 |
| S1 |
0.6742 |
0.6727 |
|