CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 26-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6321 |
0.6401 |
0.0080 |
1.3% |
0.6215 |
| High |
0.6422 |
0.6521 |
0.0099 |
1.5% |
0.6402 |
| Low |
0.6312 |
0.6381 |
0.0069 |
1.1% |
0.6215 |
| Close |
0.6397 |
0.6504 |
0.0108 |
1.7% |
0.6375 |
| Range |
0.0110 |
0.0140 |
0.0030 |
27.4% |
0.0187 |
| ATR |
0.0112 |
0.0114 |
0.0002 |
1.8% |
0.0000 |
| Volume |
94,632 |
121,631 |
26,999 |
28.5% |
508,888 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6887 |
0.6835 |
0.6581 |
|
| R3 |
0.6748 |
0.6696 |
0.6542 |
|
| R2 |
0.6608 |
0.6608 |
0.6530 |
|
| R1 |
0.6556 |
0.6556 |
0.6517 |
0.6582 |
| PP |
0.6469 |
0.6469 |
0.6469 |
0.6482 |
| S1 |
0.6417 |
0.6417 |
0.6491 |
0.6443 |
| S2 |
0.6329 |
0.6329 |
0.6478 |
|
| S3 |
0.6190 |
0.6277 |
0.6466 |
|
| S4 |
0.6050 |
0.6138 |
0.6427 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6891 |
0.6820 |
0.6477 |
|
| R3 |
0.6704 |
0.6633 |
0.6426 |
|
| R2 |
0.6517 |
0.6517 |
0.6409 |
|
| R1 |
0.6446 |
0.6446 |
0.6392 |
0.6482 |
| PP |
0.6330 |
0.6330 |
0.6330 |
0.6348 |
| S1 |
0.6259 |
0.6259 |
0.6357 |
0.6295 |
| S2 |
0.6143 |
0.6143 |
0.6340 |
|
| S3 |
0.5956 |
0.6072 |
0.6323 |
|
| S4 |
0.5769 |
0.5885 |
0.6272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6521 |
0.6219 |
0.0302 |
4.6% |
0.0140 |
2.1% |
95% |
True |
False |
128,722 |
| 10 |
0.6521 |
0.6181 |
0.0340 |
5.2% |
0.0126 |
1.9% |
95% |
True |
False |
112,824 |
| 20 |
0.6559 |
0.6181 |
0.0378 |
5.8% |
0.0115 |
1.8% |
85% |
False |
False |
106,194 |
| 40 |
0.6928 |
0.6181 |
0.0747 |
11.5% |
0.0104 |
1.6% |
43% |
False |
False |
84,716 |
| 60 |
0.7140 |
0.6181 |
0.0959 |
14.7% |
0.0095 |
1.5% |
34% |
False |
False |
56,564 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.7% |
0.0089 |
1.4% |
34% |
False |
False |
42,460 |
| 100 |
0.7232 |
0.6181 |
0.1051 |
16.2% |
0.0086 |
1.3% |
31% |
False |
False |
33,990 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.0% |
0.0078 |
1.2% |
29% |
False |
False |
28,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7113 |
|
2.618 |
0.6886 |
|
1.618 |
0.6746 |
|
1.000 |
0.6660 |
|
0.618 |
0.6607 |
|
HIGH |
0.6521 |
|
0.618 |
0.6467 |
|
0.500 |
0.6451 |
|
0.382 |
0.6434 |
|
LOW |
0.6381 |
|
0.618 |
0.6295 |
|
1.000 |
0.6242 |
|
1.618 |
0.6155 |
|
2.618 |
0.6016 |
|
4.250 |
0.5788 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6486 |
0.6470 |
| PP |
0.6469 |
0.6435 |
| S1 |
0.6451 |
0.6401 |
|