CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 12-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2022 |
12-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6773 |
0.6798 |
0.0025 |
0.4% |
0.6793 |
| High |
0.6816 |
0.6800 |
-0.0016 |
-0.2% |
0.6855 |
| Low |
0.6745 |
0.6731 |
-0.0014 |
-0.2% |
0.6671 |
| Close |
0.6805 |
0.6744 |
-0.0062 |
-0.9% |
0.6805 |
| Range |
0.0071 |
0.0069 |
-0.0002 |
-2.1% |
0.0184 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
86,569 |
64,691 |
-21,878 |
-25.3% |
402,823 |
|
| Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6965 |
0.6923 |
0.6781 |
|
| R3 |
0.6896 |
0.6854 |
0.6762 |
|
| R2 |
0.6827 |
0.6827 |
0.6756 |
|
| R1 |
0.6785 |
0.6785 |
0.6750 |
0.6772 |
| PP |
0.6758 |
0.6758 |
0.6758 |
0.6751 |
| S1 |
0.6716 |
0.6716 |
0.6737 |
0.6703 |
| S2 |
0.6689 |
0.6689 |
0.6731 |
|
| S3 |
0.6620 |
0.6647 |
0.6725 |
|
| S4 |
0.6551 |
0.6578 |
0.6706 |
|
|
| 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 |
0.6816 |
0.6671 |
0.0145 |
2.1% |
0.0072 |
1.1% |
50% |
False |
False |
74,314 |
| 10 |
0.6858 |
0.6645 |
0.0214 |
3.2% |
0.0093 |
1.4% |
46% |
False |
False |
89,411 |
| 20 |
0.6858 |
0.6591 |
0.0268 |
4.0% |
0.0088 |
1.3% |
57% |
False |
False |
89,202 |
| 40 |
0.6858 |
0.6215 |
0.0644 |
9.5% |
0.0104 |
1.5% |
82% |
False |
False |
99,368 |
| 60 |
0.6858 |
0.6181 |
0.0677 |
10.0% |
0.0106 |
1.6% |
83% |
False |
False |
100,640 |
| 80 |
0.7018 |
0.6181 |
0.0837 |
12.4% |
0.0101 |
1.5% |
67% |
False |
False |
81,103 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.2% |
0.0095 |
1.4% |
59% |
False |
False |
64,924 |
| 120 |
0.7140 |
0.6181 |
0.0959 |
14.2% |
0.0091 |
1.3% |
59% |
False |
False |
54,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7093 |
|
2.618 |
0.6981 |
|
1.618 |
0.6912 |
|
1.000 |
0.6869 |
|
0.618 |
0.6843 |
|
HIGH |
0.6800 |
|
0.618 |
0.6774 |
|
0.500 |
0.6766 |
|
0.382 |
0.6757 |
|
LOW |
0.6731 |
|
0.618 |
0.6688 |
|
1.000 |
0.6662 |
|
1.618 |
0.6619 |
|
2.618 |
0.6550 |
|
4.250 |
0.6438 |
|
|
| Fisher Pivots for day following 12-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6766 |
0.6758 |
| PP |
0.6758 |
0.6753 |
| S1 |
0.6751 |
0.6748 |
|