CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 06-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2022 |
06-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6820 |
0.6804 |
-0.0017 |
-0.2% |
0.6947 |
| High |
0.6899 |
0.6831 |
-0.0069 |
-1.0% |
0.6970 |
| Low |
0.6766 |
0.6766 |
0.0001 |
0.0% |
0.6767 |
| Close |
0.6794 |
0.6795 |
0.0001 |
0.0% |
0.6821 |
| Range |
0.0134 |
0.0065 |
-0.0069 |
-51.7% |
0.0203 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
149,183 |
88,078 |
-61,105 |
-41.0% |
471,662 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6991 |
0.6957 |
0.6830 |
|
| R3 |
0.6926 |
0.6893 |
0.6812 |
|
| R2 |
0.6862 |
0.6862 |
0.6806 |
|
| R1 |
0.6828 |
0.6828 |
0.6800 |
0.6813 |
| PP |
0.6797 |
0.6797 |
0.6797 |
0.6789 |
| S1 |
0.6764 |
0.6764 |
0.6789 |
0.6748 |
| S2 |
0.6733 |
0.6733 |
0.6783 |
|
| S3 |
0.6668 |
0.6699 |
0.6777 |
|
| S4 |
0.6604 |
0.6635 |
0.6759 |
|
|
| 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 |
0.6925 |
0.6766 |
0.0160 |
2.3% |
0.0093 |
1.4% |
18% |
False |
False |
110,916 |
| 10 |
0.6977 |
0.6766 |
0.0211 |
3.1% |
0.0080 |
1.2% |
14% |
False |
False |
94,835 |
| 20 |
0.7257 |
0.6766 |
0.0492 |
7.2% |
0.0095 |
1.4% |
6% |
False |
False |
101,618 |
| 40 |
0.7291 |
0.6766 |
0.0526 |
7.7% |
0.0088 |
1.3% |
6% |
False |
False |
51,669 |
| 60 |
0.7513 |
0.6766 |
0.0747 |
11.0% |
0.0087 |
1.3% |
4% |
False |
False |
34,477 |
| 80 |
0.7665 |
0.6766 |
0.0899 |
13.2% |
0.0080 |
1.2% |
3% |
False |
False |
25,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7105 |
|
2.618 |
0.6999 |
|
1.618 |
0.6935 |
|
1.000 |
0.6895 |
|
0.618 |
0.6870 |
|
HIGH |
0.6831 |
|
0.618 |
0.6806 |
|
0.500 |
0.6798 |
|
0.382 |
0.6791 |
|
LOW |
0.6766 |
|
0.618 |
0.6726 |
|
1.000 |
0.6702 |
|
1.618 |
0.6662 |
|
2.618 |
0.6597 |
|
4.250 |
0.6492 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6798 |
0.6837 |
| PP |
0.6797 |
0.6823 |
| S1 |
0.6796 |
0.6809 |
|