CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6705 |
0.6697 |
-0.0008 |
-0.1% |
0.6798 |
| High |
0.6736 |
0.6732 |
-0.0004 |
-0.1% |
0.6896 |
| Low |
0.6676 |
0.6684 |
0.0008 |
0.1% |
0.6676 |
| Close |
0.6694 |
0.6723 |
0.0029 |
0.4% |
0.6694 |
| Range |
0.0060 |
0.0048 |
-0.0012 |
-20.0% |
0.0220 |
| ATR |
0.0103 |
0.0099 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
14,913 |
205 |
-14,708 |
-98.6% |
492,568 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6857 |
0.6838 |
0.6749 |
|
| R3 |
0.6809 |
0.6790 |
0.6736 |
|
| R2 |
0.6761 |
0.6761 |
0.6731 |
|
| R1 |
0.6742 |
0.6742 |
0.6727 |
0.6751 |
| PP |
0.6713 |
0.6713 |
0.6713 |
0.6718 |
| S1 |
0.6694 |
0.6694 |
0.6718 |
0.6703 |
| S2 |
0.6665 |
0.6665 |
0.6714 |
|
| S3 |
0.6617 |
0.6646 |
0.6709 |
|
| S4 |
0.6569 |
0.6598 |
0.6696 |
|
|
| 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% |
0.0109 |
1.6% |
21% |
False |
False |
85,616 |
| 10 |
0.6896 |
0.6671 |
0.0225 |
3.3% |
0.0091 |
1.3% |
23% |
False |
False |
79,965 |
| 20 |
0.6896 |
0.6591 |
0.0305 |
4.5% |
0.0094 |
1.4% |
43% |
False |
False |
85,111 |
| 40 |
0.6896 |
0.6281 |
0.0615 |
9.1% |
0.0104 |
1.5% |
72% |
False |
False |
97,348 |
| 60 |
0.6896 |
0.6181 |
0.0715 |
10.6% |
0.0107 |
1.6% |
76% |
False |
False |
99,852 |
| 80 |
0.7018 |
0.6181 |
0.0837 |
12.5% |
0.0103 |
1.5% |
65% |
False |
False |
86,444 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0097 |
1.4% |
56% |
False |
False |
69,184 |
| 120 |
0.7140 |
0.6181 |
0.0959 |
14.3% |
0.0093 |
1.4% |
56% |
False |
False |
57,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6936 |
|
2.618 |
0.6858 |
|
1.618 |
0.6810 |
|
1.000 |
0.6780 |
|
0.618 |
0.6762 |
|
HIGH |
0.6732 |
|
0.618 |
0.6714 |
|
0.500 |
0.6708 |
|
0.382 |
0.6702 |
|
LOW |
0.6684 |
|
0.618 |
0.6654 |
|
1.000 |
0.6636 |
|
1.618 |
0.6606 |
|
2.618 |
0.6558 |
|
4.250 |
0.6480 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6718 |
0.6773 |
| PP |
0.6713 |
0.6756 |
| S1 |
0.6708 |
0.6739 |
|