CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 13-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6741 |
0.6762 |
0.0021 |
0.3% |
0.6820 |
| High |
0.6785 |
0.6809 |
0.0025 |
0.4% |
0.6899 |
| Low |
0.6716 |
0.6731 |
0.0016 |
0.2% |
0.6766 |
| Close |
0.6771 |
0.6776 |
0.0005 |
0.1% |
0.6855 |
| Range |
0.0069 |
0.0078 |
0.0009 |
13.0% |
0.0134 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
76,067 |
126,473 |
50,406 |
66.3% |
414,313 |
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7006 |
0.6969 |
0.6818 |
|
| R3 |
0.6928 |
0.6891 |
0.6797 |
|
| R2 |
0.6850 |
0.6850 |
0.6790 |
|
| R1 |
0.6813 |
0.6813 |
0.6783 |
0.6831 |
| PP |
0.6772 |
0.6772 |
0.6772 |
0.6781 |
| S1 |
0.6735 |
0.6735 |
0.6768 |
0.6753 |
| S2 |
0.6694 |
0.6694 |
0.6761 |
|
| S3 |
0.6616 |
0.6657 |
0.6754 |
|
| S4 |
0.6538 |
0.6579 |
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% |
0.0091 |
1.3% |
37% |
False |
False |
93,638 |
| 10 |
0.6925 |
0.6716 |
0.0210 |
3.1% |
0.0092 |
1.4% |
29% |
False |
False |
102,277 |
| 20 |
0.7073 |
0.6716 |
0.0357 |
5.3% |
0.0094 |
1.4% |
17% |
False |
False |
101,099 |
| 40 |
0.7291 |
0.6716 |
0.0576 |
8.5% |
0.0087 |
1.3% |
10% |
False |
False |
63,344 |
| 60 |
0.7475 |
0.6716 |
0.0760 |
11.2% |
0.0089 |
1.3% |
8% |
False |
False |
42,276 |
| 80 |
0.7665 |
0.6716 |
0.0949 |
14.0% |
0.0081 |
1.2% |
6% |
False |
False |
31,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7141 |
|
2.618 |
0.7013 |
|
1.618 |
0.6935 |
|
1.000 |
0.6887 |
|
0.618 |
0.6857 |
|
HIGH |
0.6809 |
|
0.618 |
0.6779 |
|
0.500 |
0.6770 |
|
0.382 |
0.6761 |
|
LOW |
0.6731 |
|
0.618 |
0.6683 |
|
1.000 |
0.6653 |
|
1.618 |
0.6605 |
|
2.618 |
0.6527 |
|
4.250 |
0.6400 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6774 |
0.6788 |
| PP |
0.6772 |
0.6784 |
| S1 |
0.6770 |
0.6780 |
|