CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 05-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6908 |
0.6820 |
-0.0088 |
-1.3% |
0.6947 |
| High |
0.6908 |
0.6899 |
-0.0009 |
-0.1% |
0.6970 |
| Low |
0.6767 |
0.6766 |
-0.0002 |
0.0% |
0.6767 |
| Close |
0.6821 |
0.6794 |
-0.0027 |
-0.4% |
0.6821 |
| Range |
0.0141 |
0.0134 |
-0.0008 |
-5.3% |
0.0203 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.5% |
0.0000 |
| Volume |
131,998 |
149,183 |
17,185 |
13.0% |
471,662 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7220 |
0.7141 |
0.6867 |
|
| R3 |
0.7087 |
0.7007 |
0.6831 |
|
| R2 |
0.6953 |
0.6953 |
0.6818 |
|
| R1 |
0.6874 |
0.6874 |
0.6806 |
0.6847 |
| PP |
0.6820 |
0.6820 |
0.6820 |
0.6806 |
| S1 |
0.6740 |
0.6740 |
0.6782 |
0.6713 |
| S2 |
0.6686 |
0.6686 |
0.6770 |
|
| S3 |
0.6553 |
0.6607 |
0.6757 |
|
| S4 |
0.6419 |
0.6473 |
0.6721 |
|
|
| 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 |
0.6766 |
0.0205 |
3.0% |
0.0092 |
1.4% |
14% |
False |
True |
108,032 |
| 10 |
0.6999 |
0.6766 |
0.0233 |
3.4% |
0.0080 |
1.2% |
12% |
False |
True |
97,023 |
| 20 |
0.7257 |
0.6766 |
0.0492 |
7.2% |
0.0094 |
1.4% |
6% |
False |
True |
98,089 |
| 40 |
0.7291 |
0.6766 |
0.0526 |
7.7% |
0.0088 |
1.3% |
5% |
False |
True |
49,471 |
| 60 |
0.7524 |
0.6766 |
0.0758 |
11.2% |
0.0086 |
1.3% |
4% |
False |
True |
33,009 |
| 80 |
0.7665 |
0.6766 |
0.0899 |
13.2% |
0.0079 |
1.2% |
3% |
False |
True |
24,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7466 |
|
2.618 |
0.7249 |
|
1.618 |
0.7115 |
|
1.000 |
0.7033 |
|
0.618 |
0.6982 |
|
HIGH |
0.6899 |
|
0.618 |
0.6848 |
|
0.500 |
0.6832 |
|
0.382 |
0.6816 |
|
LOW |
0.6766 |
|
0.618 |
0.6683 |
|
1.000 |
0.6632 |
|
1.618 |
0.6549 |
|
2.618 |
0.6416 |
|
4.250 |
0.6198 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6832 |
0.6844 |
| PP |
0.6820 |
0.6828 |
| S1 |
0.6807 |
0.6811 |
|