CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6853 |
0.6901 |
0.0048 |
0.7% |
0.6800 |
| High |
0.6912 |
0.6928 |
0.0016 |
0.2% |
0.6889 |
| Low |
0.6836 |
0.6740 |
-0.0097 |
-1.4% |
0.6709 |
| Close |
0.6893 |
0.6748 |
-0.0145 |
-2.1% |
0.6853 |
| Range |
0.0076 |
0.0188 |
0.0113 |
149.0% |
0.0180 |
| ATR |
0.0082 |
0.0090 |
0.0008 |
9.2% |
0.0000 |
| Volume |
21,517 |
63,897 |
42,380 |
197.0% |
30,804 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7369 |
0.7247 |
0.6851 |
|
| R3 |
0.7181 |
0.7059 |
0.6800 |
|
| R2 |
0.6993 |
0.6993 |
0.6782 |
|
| R1 |
0.6871 |
0.6871 |
0.6765 |
0.6838 |
| PP |
0.6805 |
0.6805 |
0.6805 |
0.6789 |
| S1 |
0.6683 |
0.6683 |
0.6731 |
0.6650 |
| S2 |
0.6617 |
0.6617 |
0.6714 |
|
| S3 |
0.6429 |
0.6495 |
0.6696 |
|
| S4 |
0.6241 |
0.6307 |
0.6645 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7355 |
0.7284 |
0.6952 |
|
| R3 |
0.7176 |
0.7104 |
0.6902 |
|
| R2 |
0.6996 |
0.6996 |
0.6886 |
|
| R1 |
0.6925 |
0.6925 |
0.6869 |
0.6961 |
| PP |
0.6817 |
0.6817 |
0.6817 |
0.6835 |
| S1 |
0.6745 |
0.6745 |
0.6837 |
0.6781 |
| S2 |
0.6637 |
0.6637 |
0.6820 |
|
| S3 |
0.6458 |
0.6566 |
0.6804 |
|
| S4 |
0.6278 |
0.6386 |
0.6754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6928 |
0.6709 |
0.0219 |
3.2% |
0.0104 |
1.5% |
18% |
True |
False |
22,340 |
| 10 |
0.6965 |
0.6709 |
0.0256 |
3.8% |
0.0095 |
1.4% |
15% |
False |
False |
12,947 |
| 20 |
0.7042 |
0.6709 |
0.0333 |
4.9% |
0.0086 |
1.3% |
12% |
False |
False |
6,633 |
| 40 |
0.7140 |
0.6709 |
0.0431 |
6.4% |
0.0079 |
1.2% |
9% |
False |
False |
3,412 |
| 60 |
0.7140 |
0.6700 |
0.0441 |
6.5% |
0.0077 |
1.1% |
11% |
False |
False |
2,297 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.7% |
0.0071 |
1.1% |
8% |
False |
False |
1,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7727 |
|
2.618 |
0.7420 |
|
1.618 |
0.7232 |
|
1.000 |
0.7116 |
|
0.618 |
0.7044 |
|
HIGH |
0.6928 |
|
0.618 |
0.6856 |
|
0.500 |
0.6834 |
|
0.382 |
0.6811 |
|
LOW |
0.6740 |
|
0.618 |
0.6623 |
|
1.000 |
0.6552 |
|
1.618 |
0.6435 |
|
2.618 |
0.6247 |
|
4.250 |
0.5941 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6834 |
0.6834 |
| PP |
0.6805 |
0.6805 |
| S1 |
0.6777 |
0.6777 |
|