CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 01-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2022 |
01-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6885 |
0.6908 |
0.0023 |
0.3% |
0.6947 |
| High |
0.6923 |
0.6908 |
-0.0015 |
-0.2% |
0.6970 |
| Low |
0.6857 |
0.6767 |
-0.0090 |
-1.3% |
0.6767 |
| Close |
0.6911 |
0.6821 |
-0.0090 |
-1.3% |
0.6821 |
| Range |
0.0066 |
0.0141 |
0.0075 |
113.6% |
0.0203 |
| ATR |
0.0086 |
0.0090 |
0.0004 |
4.8% |
0.0000 |
| Volume |
100,419 |
131,998 |
31,579 |
31.4% |
471,662 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7255 |
0.7179 |
0.6899 |
|
| R3 |
0.7114 |
0.7038 |
0.6860 |
|
| R2 |
0.6973 |
0.6973 |
0.6847 |
|
| R1 |
0.6897 |
0.6897 |
0.6834 |
0.6865 |
| PP |
0.6832 |
0.6832 |
0.6832 |
0.6816 |
| S1 |
0.6756 |
0.6756 |
0.6808 |
0.6724 |
| S2 |
0.6691 |
0.6691 |
0.6795 |
|
| S3 |
0.6550 |
0.6615 |
0.6782 |
|
| S4 |
0.6409 |
0.6474 |
0.6743 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7462 |
0.7344 |
0.6933 |
|
| R3 |
0.7259 |
0.7141 |
0.6877 |
|
| R2 |
0.7056 |
0.7056 |
0.6858 |
|
| R1 |
0.6938 |
0.6938 |
0.6840 |
0.6896 |
| PP |
0.6853 |
0.6853 |
0.6853 |
0.6831 |
| S1 |
0.6735 |
0.6735 |
0.6802 |
0.6693 |
| S2 |
0.6650 |
0.6650 |
0.6784 |
|
| S3 |
0.6447 |
0.6532 |
0.6765 |
|
| S4 |
0.6244 |
0.6329 |
0.6709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6970 |
0.6767 |
0.0203 |
3.0% |
0.0076 |
1.1% |
27% |
False |
True |
94,332 |
| 10 |
0.7055 |
0.6767 |
0.0288 |
4.2% |
0.0082 |
1.2% |
19% |
False |
True |
92,137 |
| 20 |
0.7291 |
0.6767 |
0.0524 |
7.7% |
0.0092 |
1.3% |
10% |
False |
True |
90,827 |
| 40 |
0.7291 |
0.6767 |
0.0524 |
7.7% |
0.0089 |
1.3% |
10% |
False |
True |
45,746 |
| 60 |
0.7601 |
0.6767 |
0.0834 |
12.2% |
0.0085 |
1.3% |
6% |
False |
True |
30,524 |
| 80 |
0.7665 |
0.6767 |
0.0898 |
13.2% |
0.0078 |
1.1% |
6% |
False |
True |
22,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7507 |
|
2.618 |
0.7277 |
|
1.618 |
0.7136 |
|
1.000 |
0.7049 |
|
0.618 |
0.6995 |
|
HIGH |
0.6908 |
|
0.618 |
0.6854 |
|
0.500 |
0.6838 |
|
0.382 |
0.6821 |
|
LOW |
0.6767 |
|
0.618 |
0.6680 |
|
1.000 |
0.6626 |
|
1.618 |
0.6539 |
|
2.618 |
0.6398 |
|
4.250 |
0.6168 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6838 |
0.6846 |
| PP |
0.6832 |
0.6838 |
| S1 |
0.6827 |
0.6829 |
|