CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 04-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6363 |
0.6298 |
-0.0065 |
-1.0% |
0.6418 |
| High |
0.6381 |
0.6492 |
0.0112 |
1.7% |
0.6503 |
| Low |
0.6281 |
0.6294 |
0.0014 |
0.2% |
0.6281 |
| Close |
0.6307 |
0.6485 |
0.0178 |
2.8% |
0.6485 |
| Range |
0.0100 |
0.0198 |
0.0098 |
98.0% |
0.0223 |
| ATR |
0.0111 |
0.0118 |
0.0006 |
5.6% |
0.0000 |
| Volume |
106,341 |
168,029 |
61,688 |
58.0% |
546,630 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7018 |
0.6949 |
0.6594 |
|
| R3 |
0.6820 |
0.6751 |
0.6539 |
|
| R2 |
0.6622 |
0.6622 |
0.6521 |
|
| R1 |
0.6553 |
0.6553 |
0.6503 |
0.6588 |
| PP |
0.6424 |
0.6424 |
0.6424 |
0.6441 |
| S1 |
0.6355 |
0.6355 |
0.6467 |
0.6390 |
| S2 |
0.6226 |
0.6226 |
0.6449 |
|
| S3 |
0.6028 |
0.6157 |
0.6431 |
|
| S4 |
0.5830 |
0.5959 |
0.6376 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7090 |
0.7010 |
0.6607 |
|
| R3 |
0.6868 |
0.6788 |
0.6546 |
|
| R2 |
0.6645 |
0.6645 |
0.6526 |
|
| R1 |
0.6565 |
0.6565 |
0.6505 |
0.6605 |
| PP |
0.6423 |
0.6423 |
0.6423 |
0.6443 |
| S1 |
0.6343 |
0.6343 |
0.6465 |
0.6383 |
| S2 |
0.6200 |
0.6200 |
0.6444 |
|
| S3 |
0.5978 |
0.6120 |
0.6424 |
|
| S4 |
0.5755 |
0.5898 |
0.6363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6503 |
0.6281 |
0.0223 |
3.4% |
0.0118 |
1.8% |
92% |
False |
False |
109,326 |
| 10 |
0.6531 |
0.6281 |
0.0250 |
3.9% |
0.0117 |
1.8% |
82% |
False |
False |
113,421 |
| 20 |
0.6531 |
0.6181 |
0.0350 |
5.4% |
0.0115 |
1.8% |
87% |
False |
False |
108,806 |
| 40 |
0.6928 |
0.6181 |
0.0747 |
11.5% |
0.0109 |
1.7% |
41% |
False |
False |
102,744 |
| 60 |
0.7138 |
0.6181 |
0.0957 |
14.8% |
0.0099 |
1.5% |
32% |
False |
False |
69,285 |
| 80 |
0.7140 |
0.6181 |
0.0959 |
14.8% |
0.0092 |
1.4% |
32% |
False |
False |
52,013 |
| 100 |
0.7140 |
0.6181 |
0.0959 |
14.8% |
0.0089 |
1.4% |
32% |
False |
False |
41,623 |
| 120 |
0.7287 |
0.6181 |
0.1106 |
17.1% |
0.0082 |
1.3% |
27% |
False |
False |
34,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7334 |
|
2.618 |
0.7010 |
|
1.618 |
0.6812 |
|
1.000 |
0.6690 |
|
0.618 |
0.6614 |
|
HIGH |
0.6492 |
|
0.618 |
0.6416 |
|
0.500 |
0.6393 |
|
0.382 |
0.6370 |
|
LOW |
0.6294 |
|
0.618 |
0.6172 |
|
1.000 |
0.6096 |
|
1.618 |
0.5974 |
|
2.618 |
0.5776 |
|
4.250 |
0.5453 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6454 |
0.6454 |
| PP |
0.6424 |
0.6423 |
| S1 |
0.6393 |
0.6392 |
|