CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6749 |
0.6857 |
0.0109 |
1.6% |
0.6793 |
| High |
0.6896 |
0.6884 |
-0.0012 |
-0.2% |
0.6855 |
| Low |
0.6723 |
0.6812 |
0.0089 |
1.3% |
0.6671 |
| Close |
0.6860 |
0.6850 |
-0.0010 |
-0.1% |
0.6805 |
| Range |
0.0173 |
0.0072 |
-0.0101 |
-58.3% |
0.0184 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
172,476 |
139,269 |
-33,207 |
-19.3% |
402,823 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7064 |
0.7029 |
0.6890 |
|
| R3 |
0.6992 |
0.6957 |
0.6870 |
|
| R2 |
0.6920 |
0.6920 |
0.6863 |
|
| R1 |
0.6885 |
0.6885 |
0.6857 |
0.6867 |
| PP |
0.6848 |
0.6848 |
0.6848 |
0.6839 |
| S1 |
0.6813 |
0.6813 |
0.6843 |
0.6795 |
| S2 |
0.6776 |
0.6776 |
0.6837 |
|
| S3 |
0.6704 |
0.6741 |
0.6830 |
|
| S4 |
0.6632 |
0.6669 |
0.6810 |
|
|
| 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 |
0.6701 |
0.0195 |
2.8% |
0.0093 |
1.4% |
77% |
False |
False |
105,608 |
| 10 |
0.6896 |
0.6671 |
0.0225 |
3.3% |
0.0094 |
1.4% |
80% |
False |
False |
99,725 |
| 20 |
0.6896 |
0.6591 |
0.0305 |
4.5% |
0.0092 |
1.3% |
85% |
False |
False |
92,531 |
| 40 |
0.6896 |
0.6219 |
0.0677 |
9.9% |
0.0106 |
1.5% |
93% |
False |
False |
103,093 |
| 60 |
0.6896 |
0.6181 |
0.0715 |
10.4% |
0.0108 |
1.6% |
94% |
False |
False |
103,549 |
| 80 |
0.7018 |
0.6181 |
0.0837 |
12.2% |
0.0102 |
1.5% |
80% |
False |
False |
84,997 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.0% |
0.0096 |
1.4% |
70% |
False |
False |
68,041 |
| 120 |
0.7140 |
0.6181 |
0.0959 |
14.0% |
0.0092 |
1.3% |
70% |
False |
False |
56,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7190 |
|
2.618 |
0.7072 |
|
1.618 |
0.7000 |
|
1.000 |
0.6956 |
|
0.618 |
0.6928 |
|
HIGH |
0.6884 |
|
0.618 |
0.6856 |
|
0.500 |
0.6848 |
|
0.382 |
0.6839 |
|
LOW |
0.6812 |
|
0.618 |
0.6767 |
|
1.000 |
0.6740 |
|
1.618 |
0.6695 |
|
2.618 |
0.6623 |
|
4.250 |
0.6506 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6849 |
0.6836 |
| PP |
0.6848 |
0.6823 |
| S1 |
0.6848 |
0.6809 |
|