CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 09-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2022 |
09-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6725 |
0.6773 |
0.0049 |
0.7% |
0.6793 |
| High |
0.6783 |
0.6816 |
0.0033 |
0.5% |
0.6855 |
| Low |
0.6701 |
0.6745 |
0.0045 |
0.7% |
0.6671 |
| Close |
0.6773 |
0.6805 |
0.0032 |
0.5% |
0.6805 |
| Range |
0.0083 |
0.0071 |
-0.0012 |
-14.5% |
0.0184 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
65,035 |
86,569 |
21,534 |
33.1% |
402,823 |
|
| Daily Pivots for day following 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7000 |
0.6973 |
0.6844 |
|
| R3 |
0.6930 |
0.6903 |
0.6824 |
|
| R2 |
0.6859 |
0.6859 |
0.6818 |
|
| R1 |
0.6832 |
0.6832 |
0.6811 |
0.6846 |
| PP |
0.6789 |
0.6789 |
0.6789 |
0.6795 |
| S1 |
0.6762 |
0.6762 |
0.6799 |
0.6775 |
| S2 |
0.6718 |
0.6718 |
0.6792 |
|
| S3 |
0.6648 |
0.6691 |
0.6786 |
|
| S4 |
0.6577 |
0.6621 |
0.6766 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7329 |
0.7251 |
0.6906 |
|
| R3 |
0.7145 |
0.7067 |
0.6856 |
|
| R2 |
0.6961 |
0.6961 |
0.6839 |
|
| R1 |
0.6883 |
0.6883 |
0.6822 |
0.6922 |
| PP |
0.6777 |
0.6777 |
0.6777 |
0.6797 |
| S1 |
0.6699 |
0.6699 |
0.6788 |
0.6738 |
| S2 |
0.6593 |
0.6593 |
0.6771 |
|
| S3 |
0.6409 |
0.6515 |
0.6754 |
|
| S4 |
0.6225 |
0.6331 |
0.6704 |
|
|
| 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% |
0.0091 |
1.3% |
73% |
False |
False |
80,564 |
| 10 |
0.6858 |
0.6645 |
0.0214 |
3.1% |
0.0095 |
1.4% |
75% |
False |
False |
91,817 |
| 20 |
0.6858 |
0.6586 |
0.0273 |
4.0% |
0.0091 |
1.3% |
81% |
False |
False |
91,831 |
| 40 |
0.6858 |
0.6205 |
0.0654 |
9.6% |
0.0107 |
1.6% |
92% |
False |
False |
100,889 |
| 60 |
0.6858 |
0.6181 |
0.0677 |
9.9% |
0.0106 |
1.6% |
92% |
False |
False |
101,257 |
| 80 |
0.7018 |
0.6181 |
0.0837 |
12.3% |
0.0100 |
1.5% |
75% |
False |
False |
80,296 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.1% |
0.0095 |
1.4% |
65% |
False |
False |
64,277 |
| 120 |
0.7140 |
0.6181 |
0.0959 |
14.1% |
0.0091 |
1.3% |
65% |
False |
False |
53,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7115 |
|
2.618 |
0.7000 |
|
1.618 |
0.6930 |
|
1.000 |
0.6886 |
|
0.618 |
0.6859 |
|
HIGH |
0.6816 |
|
0.618 |
0.6789 |
|
0.500 |
0.6780 |
|
0.382 |
0.6772 |
|
LOW |
0.6745 |
|
0.618 |
0.6701 |
|
1.000 |
0.6675 |
|
1.618 |
0.6631 |
|
2.618 |
0.6560 |
|
4.250 |
0.6445 |
|
|
| Fisher Pivots for day following 09-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6797 |
0.6784 |
| PP |
0.6789 |
0.6764 |
| S1 |
0.6780 |
0.6743 |
|