CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 16-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6861 |
0.6705 |
-0.0156 |
-2.3% |
0.6798 |
| High |
0.6871 |
0.6736 |
-0.0135 |
-2.0% |
0.6896 |
| Low |
0.6678 |
0.6676 |
-0.0002 |
0.0% |
0.6676 |
| Close |
0.6704 |
0.6694 |
-0.0010 |
-0.1% |
0.6694 |
| Range |
0.0193 |
0.0060 |
-0.0133 |
-68.9% |
0.0220 |
| ATR |
0.0107 |
0.0103 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
101,219 |
14,913 |
-86,306 |
-85.3% |
492,568 |
|
| Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6882 |
0.6848 |
0.6727 |
|
| R3 |
0.6822 |
0.6788 |
0.6711 |
|
| R2 |
0.6762 |
0.6762 |
0.6705 |
|
| R1 |
0.6728 |
0.6728 |
0.6700 |
0.6715 |
| PP |
0.6702 |
0.6702 |
0.6702 |
0.6696 |
| S1 |
0.6668 |
0.6668 |
0.6689 |
0.6655 |
| S2 |
0.6642 |
0.6642 |
0.6683 |
|
| S3 |
0.6582 |
0.6608 |
0.6678 |
|
| S4 |
0.6522 |
0.6548 |
0.6661 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7414 |
0.7273 |
0.6815 |
|
| R3 |
0.7194 |
0.7054 |
0.6754 |
|
| R2 |
0.6975 |
0.6975 |
0.6734 |
|
| R1 |
0.6834 |
0.6834 |
0.6714 |
0.6795 |
| PP |
0.6755 |
0.6755 |
0.6755 |
0.6735 |
| S1 |
0.6615 |
0.6615 |
0.6674 |
0.6575 |
| S2 |
0.6536 |
0.6536 |
0.6654 |
|
| S3 |
0.6316 |
0.6395 |
0.6634 |
|
| S4 |
0.6097 |
0.6176 |
0.6573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6896 |
0.6676 |
0.0220 |
3.3% |
0.0113 |
1.7% |
8% |
False |
True |
98,513 |
| 10 |
0.6896 |
0.6671 |
0.0225 |
3.4% |
0.0102 |
1.5% |
10% |
False |
False |
89,539 |
| 20 |
0.6896 |
0.6591 |
0.0305 |
4.6% |
0.0095 |
1.4% |
34% |
False |
False |
88,603 |
| 40 |
0.6896 |
0.6219 |
0.0677 |
10.1% |
0.0107 |
1.6% |
70% |
False |
False |
101,656 |
| 60 |
0.6896 |
0.6181 |
0.0715 |
10.7% |
0.0109 |
1.6% |
72% |
False |
False |
101,614 |
| 80 |
0.7018 |
0.6181 |
0.0837 |
12.5% |
0.0103 |
1.5% |
61% |
False |
False |
86,444 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0097 |
1.5% |
53% |
False |
False |
69,183 |
| 120 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0093 |
1.4% |
53% |
False |
False |
57,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6991 |
|
2.618 |
0.6893 |
|
1.618 |
0.6833 |
|
1.000 |
0.6796 |
|
0.618 |
0.6773 |
|
HIGH |
0.6736 |
|
0.618 |
0.6713 |
|
0.500 |
0.6706 |
|
0.382 |
0.6699 |
|
LOW |
0.6676 |
|
0.618 |
0.6639 |
|
1.000 |
0.6616 |
|
1.618 |
0.6579 |
|
2.618 |
0.6519 |
|
4.250 |
0.6421 |
|
|
| Fisher Pivots for day following 16-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6706 |
0.6780 |
| PP |
0.6702 |
0.6751 |
| S1 |
0.6698 |
0.6723 |
|