CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6857 |
0.6861 |
0.0004 |
0.1% |
0.6793 |
| High |
0.6884 |
0.6871 |
-0.0013 |
-0.2% |
0.6855 |
| Low |
0.6812 |
0.6678 |
-0.0134 |
-2.0% |
0.6671 |
| Close |
0.6850 |
0.6704 |
-0.0147 |
-2.1% |
0.6805 |
| Range |
0.0072 |
0.0193 |
0.0121 |
168.1% |
0.0184 |
| ATR |
0.0100 |
0.0107 |
0.0007 |
6.6% |
0.0000 |
| Volume |
139,269 |
101,219 |
-38,050 |
-27.3% |
402,823 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7330 |
0.7210 |
0.6810 |
|
| R3 |
0.7137 |
0.7017 |
0.6757 |
|
| R2 |
0.6944 |
0.6944 |
0.6739 |
|
| R1 |
0.6824 |
0.6824 |
0.6721 |
0.6787 |
| PP |
0.6751 |
0.6751 |
0.6751 |
0.6732 |
| S1 |
0.6631 |
0.6631 |
0.6686 |
0.6594 |
| S2 |
0.6558 |
0.6558 |
0.6668 |
|
| S3 |
0.6365 |
0.6438 |
0.6650 |
|
| S4 |
0.6172 |
0.6245 |
0.6597 |
|
|
| 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 |
0.6678 |
0.0218 |
3.3% |
0.0115 |
1.7% |
12% |
False |
True |
112,844 |
| 10 |
0.6896 |
0.6671 |
0.0225 |
3.3% |
0.0106 |
1.6% |
14% |
False |
False |
97,439 |
| 20 |
0.6896 |
0.6591 |
0.0305 |
4.5% |
0.0098 |
1.5% |
37% |
False |
False |
92,880 |
| 40 |
0.6896 |
0.6219 |
0.0677 |
10.1% |
0.0109 |
1.6% |
72% |
False |
False |
103,821 |
| 60 |
0.6896 |
0.6181 |
0.0715 |
10.7% |
0.0110 |
1.6% |
73% |
False |
False |
103,349 |
| 80 |
0.7018 |
0.6181 |
0.0837 |
12.5% |
0.0103 |
1.5% |
62% |
False |
False |
86,258 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0098 |
1.5% |
54% |
False |
False |
69,052 |
| 120 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0093 |
1.4% |
54% |
False |
False |
57,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7691 |
|
2.618 |
0.7376 |
|
1.618 |
0.7183 |
|
1.000 |
0.7064 |
|
0.618 |
0.6990 |
|
HIGH |
0.6871 |
|
0.618 |
0.6797 |
|
0.500 |
0.6774 |
|
0.382 |
0.6751 |
|
LOW |
0.6678 |
|
0.618 |
0.6558 |
|
1.000 |
0.6485 |
|
1.618 |
0.6365 |
|
2.618 |
0.6172 |
|
4.250 |
0.5857 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6774 |
0.6787 |
| PP |
0.6751 |
0.6759 |
| S1 |
0.6727 |
0.6731 |
|