CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6860 |
0.6741 |
-0.0120 |
-1.7% |
0.6820 |
| High |
0.6860 |
0.6785 |
-0.0076 |
-1.1% |
0.6899 |
| Low |
0.6719 |
0.6716 |
-0.0003 |
0.0% |
0.6766 |
| Close |
0.6746 |
0.6771 |
0.0025 |
0.4% |
0.6855 |
| Range |
0.0142 |
0.0069 |
-0.0073 |
-51.2% |
0.0134 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
88,599 |
76,067 |
-12,532 |
-14.1% |
414,313 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6964 |
0.6937 |
0.6809 |
|
| R3 |
0.6895 |
0.6868 |
0.6790 |
|
| R2 |
0.6826 |
0.6826 |
0.6784 |
|
| R1 |
0.6799 |
0.6799 |
0.6777 |
0.6812 |
| PP |
0.6757 |
0.6757 |
0.6757 |
0.6764 |
| S1 |
0.6730 |
0.6730 |
0.6765 |
0.6743 |
| S2 |
0.6688 |
0.6688 |
0.6758 |
|
| S3 |
0.6619 |
0.6661 |
0.6752 |
|
| S4 |
0.6550 |
0.6592 |
0.6733 |
|
|
| 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 |
0.6880 |
0.6716 |
0.0164 |
2.4% |
0.0089 |
1.3% |
34% |
False |
True |
85,959 |
| 10 |
0.6970 |
0.6716 |
0.0255 |
3.8% |
0.0090 |
1.3% |
22% |
False |
True |
96,995 |
| 20 |
0.7073 |
0.6716 |
0.0357 |
5.3% |
0.0096 |
1.4% |
16% |
False |
True |
100,210 |
| 40 |
0.7291 |
0.6716 |
0.0576 |
8.5% |
0.0087 |
1.3% |
10% |
False |
True |
60,184 |
| 60 |
0.7489 |
0.6716 |
0.0773 |
11.4% |
0.0089 |
1.3% |
7% |
False |
True |
40,168 |
| 80 |
0.7665 |
0.6716 |
0.0949 |
14.0% |
0.0081 |
1.2% |
6% |
False |
True |
30,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7078 |
|
2.618 |
0.6965 |
|
1.618 |
0.6896 |
|
1.000 |
0.6854 |
|
0.618 |
0.6827 |
|
HIGH |
0.6785 |
|
0.618 |
0.6758 |
|
0.500 |
0.6750 |
|
0.382 |
0.6742 |
|
LOW |
0.6716 |
|
0.618 |
0.6673 |
|
1.000 |
0.6647 |
|
1.618 |
0.6604 |
|
2.618 |
0.6535 |
|
4.250 |
0.6422 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6764 |
0.6798 |
| PP |
0.6757 |
0.6789 |
| S1 |
0.6750 |
0.6780 |
|