CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6798 |
0.6749 |
-0.0050 |
-0.7% |
0.6793 |
| High |
0.6800 |
0.6896 |
0.0096 |
1.4% |
0.6855 |
| Low |
0.6731 |
0.6723 |
-0.0008 |
-0.1% |
0.6671 |
| Close |
0.6744 |
0.6860 |
0.0116 |
1.7% |
0.6805 |
| Range |
0.0069 |
0.0173 |
0.0104 |
150.0% |
0.0184 |
| ATR |
0.0097 |
0.0102 |
0.0005 |
5.6% |
0.0000 |
| Volume |
64,691 |
172,476 |
107,785 |
166.6% |
402,823 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7344 |
0.7274 |
0.6954 |
|
| R3 |
0.7171 |
0.7102 |
0.6907 |
|
| R2 |
0.6999 |
0.6999 |
0.6891 |
|
| R1 |
0.6929 |
0.6929 |
0.6875 |
0.6964 |
| PP |
0.6826 |
0.6826 |
0.6826 |
0.6843 |
| S1 |
0.6757 |
0.6757 |
0.6844 |
0.6791 |
| S2 |
0.6654 |
0.6654 |
0.6828 |
|
| S3 |
0.6481 |
0.6584 |
0.6812 |
|
| S4 |
0.6309 |
0.6412 |
0.6765 |
|
|
| 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 |
0.6896 |
0.6671 |
0.0225 |
3.3% |
0.0094 |
1.4% |
84% |
True |
False |
92,986 |
| 10 |
0.6896 |
0.6671 |
0.0225 |
3.3% |
0.0099 |
1.4% |
84% |
True |
False |
98,160 |
| 20 |
0.6896 |
0.6591 |
0.0305 |
4.4% |
0.0094 |
1.4% |
88% |
True |
False |
92,688 |
| 40 |
0.6896 |
0.6219 |
0.0677 |
9.9% |
0.0106 |
1.5% |
95% |
True |
False |
101,734 |
| 60 |
0.6896 |
0.6181 |
0.0715 |
10.4% |
0.0108 |
1.6% |
95% |
True |
False |
102,510 |
| 80 |
0.7018 |
0.6181 |
0.0837 |
12.2% |
0.0102 |
1.5% |
81% |
False |
False |
83,257 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.0% |
0.0096 |
1.4% |
71% |
False |
False |
66,648 |
| 120 |
0.7140 |
0.6181 |
0.0959 |
14.0% |
0.0092 |
1.3% |
71% |
False |
False |
55,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7629 |
|
2.618 |
0.7347 |
|
1.618 |
0.7175 |
|
1.000 |
0.7068 |
|
0.618 |
0.7002 |
|
HIGH |
0.6896 |
|
0.618 |
0.6830 |
|
0.500 |
0.6809 |
|
0.382 |
0.6789 |
|
LOW |
0.6723 |
|
0.618 |
0.6616 |
|
1.000 |
0.6551 |
|
1.618 |
0.6444 |
|
2.618 |
0.6271 |
|
4.250 |
0.5990 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6843 |
0.6843 |
| PP |
0.6826 |
0.6826 |
| S1 |
0.6809 |
0.6809 |
|