CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 15-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6763 |
0.6752 |
-0.0012 |
-0.2% |
0.6860 |
| High |
0.6793 |
0.6811 |
0.0018 |
0.3% |
0.6860 |
| Low |
0.6686 |
0.6724 |
0.0038 |
0.6% |
0.6686 |
| Close |
0.6762 |
0.6795 |
0.0033 |
0.5% |
0.6795 |
| Range |
0.0107 |
0.0087 |
-0.0020 |
-18.7% |
0.0174 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
131,475 |
89,728 |
-41,747 |
-31.8% |
512,342 |
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7037 |
0.7003 |
0.6842 |
|
| R3 |
0.6950 |
0.6916 |
0.6818 |
|
| R2 |
0.6863 |
0.6863 |
0.6810 |
|
| R1 |
0.6829 |
0.6829 |
0.6802 |
0.6846 |
| PP |
0.6776 |
0.6776 |
0.6776 |
0.6785 |
| S1 |
0.6742 |
0.6742 |
0.6787 |
0.6759 |
| S2 |
0.6689 |
0.6689 |
0.6779 |
|
| S3 |
0.6602 |
0.6655 |
0.6771 |
|
| S4 |
0.6515 |
0.6568 |
0.6747 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7302 |
0.7222 |
0.6890 |
|
| R3 |
0.7128 |
0.7048 |
0.6842 |
|
| R2 |
0.6954 |
0.6954 |
0.6826 |
|
| R1 |
0.6874 |
0.6874 |
0.6810 |
0.6827 |
| PP |
0.6780 |
0.6780 |
0.6780 |
0.6757 |
| S1 |
0.6700 |
0.6700 |
0.6779 |
0.6653 |
| S2 |
0.6606 |
0.6606 |
0.6763 |
|
| S3 |
0.6432 |
0.6526 |
0.6747 |
|
| S4 |
0.6258 |
0.6352 |
0.6699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6860 |
0.6686 |
0.0174 |
2.6% |
0.0097 |
1.4% |
62% |
False |
False |
102,468 |
| 10 |
0.6908 |
0.6686 |
0.0222 |
3.3% |
0.0099 |
1.5% |
49% |
False |
False |
105,865 |
| 20 |
0.7073 |
0.6686 |
0.0387 |
5.7% |
0.0090 |
1.3% |
28% |
False |
False |
98,921 |
| 40 |
0.7291 |
0.6686 |
0.0605 |
8.9% |
0.0088 |
1.3% |
18% |
False |
False |
68,861 |
| 60 |
0.7475 |
0.6686 |
0.0789 |
11.6% |
0.0091 |
1.3% |
14% |
False |
False |
45,961 |
| 80 |
0.7665 |
0.6686 |
0.0979 |
14.4% |
0.0082 |
1.2% |
11% |
False |
False |
34,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7180 |
|
2.618 |
0.7038 |
|
1.618 |
0.6951 |
|
1.000 |
0.6898 |
|
0.618 |
0.6864 |
|
HIGH |
0.6811 |
|
0.618 |
0.6777 |
|
0.500 |
0.6767 |
|
0.382 |
0.6757 |
|
LOW |
0.6724 |
|
0.618 |
0.6670 |
|
1.000 |
0.6637 |
|
1.618 |
0.6583 |
|
2.618 |
0.6496 |
|
4.250 |
0.6354 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6785 |
0.6779 |
| PP |
0.6776 |
0.6764 |
| S1 |
0.6767 |
0.6748 |
|