CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 08-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2022 |
08-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6789 |
0.6844 |
0.0055 |
0.8% |
0.6820 |
| High |
0.6853 |
0.6880 |
0.0027 |
0.4% |
0.6899 |
| Low |
0.6769 |
0.6796 |
0.0027 |
0.4% |
0.6766 |
| Close |
0.6844 |
0.6855 |
0.0011 |
0.2% |
0.6855 |
| Range |
0.0084 |
0.0084 |
-0.0001 |
-0.6% |
0.0134 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
90,649 |
86,403 |
-4,246 |
-4.7% |
414,313 |
|
| Daily Pivots for day following 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7094 |
0.7058 |
0.6900 |
|
| R3 |
0.7010 |
0.6974 |
0.6877 |
|
| R2 |
0.6927 |
0.6927 |
0.6870 |
|
| R1 |
0.6891 |
0.6891 |
0.6862 |
0.6909 |
| PP |
0.6843 |
0.6843 |
0.6843 |
0.6852 |
| S1 |
0.6807 |
0.6807 |
0.6847 |
0.6825 |
| S2 |
0.6760 |
0.6760 |
0.6839 |
|
| S3 |
0.6676 |
0.6724 |
0.6832 |
|
| S4 |
0.6593 |
0.6640 |
0.6809 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7240 |
0.7181 |
0.6928 |
|
| R3 |
0.7107 |
0.7047 |
0.6891 |
|
| R2 |
0.6973 |
0.6973 |
0.6879 |
|
| R1 |
0.6914 |
0.6914 |
0.6867 |
0.6944 |
| PP |
0.6840 |
0.6840 |
0.6840 |
0.6855 |
| S1 |
0.6780 |
0.6780 |
0.6842 |
0.6810 |
| S2 |
0.6706 |
0.6706 |
0.6830 |
|
| S3 |
0.6573 |
0.6647 |
0.6818 |
|
| S4 |
0.6439 |
0.6513 |
0.6781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6908 |
0.6766 |
0.0143 |
2.1% |
0.0101 |
1.5% |
62% |
False |
False |
109,262 |
| 10 |
0.6970 |
0.6766 |
0.0205 |
3.0% |
0.0081 |
1.2% |
44% |
False |
False |
96,656 |
| 20 |
0.7202 |
0.6766 |
0.0436 |
6.4% |
0.0096 |
1.4% |
20% |
False |
False |
102,409 |
| 40 |
0.7291 |
0.6766 |
0.0526 |
7.7% |
0.0088 |
1.3% |
17% |
False |
False |
56,087 |
| 60 |
0.7500 |
0.6766 |
0.0734 |
10.7% |
0.0088 |
1.3% |
12% |
False |
False |
37,427 |
| 80 |
0.7665 |
0.6766 |
0.0899 |
13.1% |
0.0080 |
1.2% |
10% |
False |
False |
28,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7234 |
|
2.618 |
0.7098 |
|
1.618 |
0.7015 |
|
1.000 |
0.6963 |
|
0.618 |
0.6931 |
|
HIGH |
0.6880 |
|
0.618 |
0.6848 |
|
0.500 |
0.6838 |
|
0.382 |
0.6828 |
|
LOW |
0.6796 |
|
0.618 |
0.6744 |
|
1.000 |
0.6713 |
|
1.618 |
0.6661 |
|
2.618 |
0.6577 |
|
4.250 |
0.6441 |
|
|
| Fisher Pivots for day following 08-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6849 |
0.6844 |
| PP |
0.6843 |
0.6833 |
| S1 |
0.6838 |
0.6823 |
|