CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6844 |
0.6860 |
0.0016 |
0.2% |
0.6820 |
| High |
0.6880 |
0.6860 |
-0.0020 |
-0.3% |
0.6899 |
| Low |
0.6796 |
0.6719 |
-0.0078 |
-1.1% |
0.6766 |
| Close |
0.6855 |
0.6746 |
-0.0109 |
-1.6% |
0.6855 |
| Range |
0.0084 |
0.0142 |
0.0058 |
69.5% |
0.0134 |
| ATR |
0.0090 |
0.0094 |
0.0004 |
4.1% |
0.0000 |
| Volume |
86,403 |
88,599 |
2,196 |
2.5% |
414,313 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7199 |
0.7114 |
0.6824 |
|
| R3 |
0.7058 |
0.6973 |
0.6785 |
|
| R2 |
0.6916 |
0.6916 |
0.6772 |
|
| R1 |
0.6831 |
0.6831 |
0.6759 |
0.6803 |
| PP |
0.6775 |
0.6775 |
0.6775 |
0.6761 |
| S1 |
0.6690 |
0.6690 |
0.6733 |
0.6662 |
| S2 |
0.6633 |
0.6633 |
0.6720 |
|
| S3 |
0.6492 |
0.6548 |
0.6707 |
|
| S4 |
0.6350 |
0.6407 |
0.6668 |
|
|
| 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 |
0.6899 |
0.6719 |
0.0181 |
2.7% |
0.0101 |
1.5% |
15% |
False |
True |
100,582 |
| 10 |
0.6970 |
0.6719 |
0.0252 |
3.7% |
0.0089 |
1.3% |
11% |
False |
True |
97,457 |
| 20 |
0.7142 |
0.6719 |
0.0423 |
6.3% |
0.0098 |
1.4% |
7% |
False |
True |
103,065 |
| 40 |
0.7291 |
0.6719 |
0.0573 |
8.5% |
0.0089 |
1.3% |
5% |
False |
True |
58,292 |
| 60 |
0.7489 |
0.6719 |
0.0770 |
11.4% |
0.0089 |
1.3% |
4% |
False |
True |
38,902 |
| 80 |
0.7665 |
0.6719 |
0.0946 |
14.0% |
0.0081 |
1.2% |
3% |
False |
True |
29,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7461 |
|
2.618 |
0.7230 |
|
1.618 |
0.7089 |
|
1.000 |
0.7002 |
|
0.618 |
0.6947 |
|
HIGH |
0.6860 |
|
0.618 |
0.6806 |
|
0.500 |
0.6789 |
|
0.382 |
0.6773 |
|
LOW |
0.6719 |
|
0.618 |
0.6631 |
|
1.000 |
0.6577 |
|
1.618 |
0.6490 |
|
2.618 |
0.6348 |
|
4.250 |
0.6117 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6789 |
0.6799 |
| PP |
0.6775 |
0.6781 |
| S1 |
0.6760 |
0.6764 |
|