CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 07-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2022 |
07-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6804 |
0.6789 |
-0.0015 |
-0.2% |
0.6947 |
| High |
0.6831 |
0.6853 |
0.0023 |
0.3% |
0.6970 |
| Low |
0.6766 |
0.6769 |
0.0003 |
0.0% |
0.6767 |
| Close |
0.6795 |
0.6844 |
0.0050 |
0.7% |
0.6821 |
| Range |
0.0065 |
0.0084 |
0.0020 |
30.2% |
0.0203 |
| ATR |
0.0091 |
0.0091 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
88,078 |
90,649 |
2,571 |
2.9% |
471,662 |
|
| Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7074 |
0.7043 |
0.6890 |
|
| R3 |
0.6990 |
0.6959 |
0.6867 |
|
| R2 |
0.6906 |
0.6906 |
0.6859 |
|
| R1 |
0.6875 |
0.6875 |
0.6852 |
0.6891 |
| PP |
0.6822 |
0.6822 |
0.6822 |
0.6830 |
| S1 |
0.6791 |
0.6791 |
0.6836 |
0.6807 |
| S2 |
0.6738 |
0.6738 |
0.6829 |
|
| S3 |
0.6654 |
0.6707 |
0.6821 |
|
| S4 |
0.6570 |
0.6623 |
0.6798 |
|
|
| 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 |
0.6923 |
0.6766 |
0.0158 |
2.3% |
0.0098 |
1.4% |
50% |
False |
False |
112,065 |
| 10 |
0.6970 |
0.6766 |
0.0205 |
3.0% |
0.0079 |
1.2% |
38% |
False |
False |
95,696 |
| 20 |
0.7240 |
0.6766 |
0.0475 |
6.9% |
0.0095 |
1.4% |
17% |
False |
False |
103,707 |
| 40 |
0.7291 |
0.6766 |
0.0526 |
7.7% |
0.0087 |
1.3% |
15% |
False |
False |
53,930 |
| 60 |
0.7500 |
0.6766 |
0.0734 |
10.7% |
0.0087 |
1.3% |
11% |
False |
False |
35,987 |
| 80 |
0.7665 |
0.6766 |
0.0899 |
13.1% |
0.0080 |
1.2% |
9% |
False |
False |
27,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7210 |
|
2.618 |
0.7073 |
|
1.618 |
0.6989 |
|
1.000 |
0.6937 |
|
0.618 |
0.6905 |
|
HIGH |
0.6853 |
|
0.618 |
0.6821 |
|
0.500 |
0.6811 |
|
0.382 |
0.6801 |
|
LOW |
0.6769 |
|
0.618 |
0.6717 |
|
1.000 |
0.6685 |
|
1.618 |
0.6633 |
|
2.618 |
0.6549 |
|
4.250 |
0.6412 |
|
|
| Fisher Pivots for day following 07-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6833 |
0.6840 |
| PP |
0.6822 |
0.6836 |
| S1 |
0.6811 |
0.6832 |
|