CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 19-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6796 |
0.6817 |
0.0022 |
0.3% |
0.6860 |
| High |
0.6860 |
0.6917 |
0.0057 |
0.8% |
0.6860 |
| Low |
0.6793 |
0.6807 |
0.0014 |
0.2% |
0.6686 |
| Close |
0.6818 |
0.6900 |
0.0082 |
1.2% |
0.6795 |
| Range |
0.0067 |
0.0110 |
0.0043 |
64.7% |
0.0174 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.6% |
0.0000 |
| Volume |
75,325 |
93,482 |
18,157 |
24.1% |
512,342 |
|
| Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7203 |
0.7161 |
0.6960 |
|
| R3 |
0.7093 |
0.7051 |
0.6930 |
|
| R2 |
0.6984 |
0.6984 |
0.6920 |
|
| R1 |
0.6942 |
0.6942 |
0.6910 |
0.6963 |
| PP |
0.6874 |
0.6874 |
0.6874 |
0.6885 |
| S1 |
0.6832 |
0.6832 |
0.6889 |
0.6853 |
| S2 |
0.6765 |
0.6765 |
0.6879 |
|
| S3 |
0.6655 |
0.6723 |
0.6869 |
|
| S4 |
0.6546 |
0.6613 |
0.6839 |
|
|
| 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 |
0.6917 |
0.6686 |
0.0231 |
3.3% |
0.0090 |
1.3% |
93% |
True |
False |
103,296 |
| 10 |
0.6917 |
0.6686 |
0.0231 |
3.3% |
0.0089 |
1.3% |
93% |
True |
False |
94,627 |
| 20 |
0.6999 |
0.6686 |
0.0313 |
4.5% |
0.0085 |
1.2% |
68% |
False |
False |
95,825 |
| 40 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0087 |
1.3% |
35% |
False |
False |
73,057 |
| 60 |
0.7393 |
0.6686 |
0.0707 |
10.2% |
0.0092 |
1.3% |
30% |
False |
False |
48,772 |
| 80 |
0.7665 |
0.6686 |
0.0979 |
14.2% |
0.0083 |
1.2% |
22% |
False |
False |
36,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7382 |
|
2.618 |
0.7203 |
|
1.618 |
0.7094 |
|
1.000 |
0.7026 |
|
0.618 |
0.6984 |
|
HIGH |
0.6917 |
|
0.618 |
0.6875 |
|
0.500 |
0.6862 |
|
0.382 |
0.6849 |
|
LOW |
0.6807 |
|
0.618 |
0.6739 |
|
1.000 |
0.6698 |
|
1.618 |
0.6630 |
|
2.618 |
0.6520 |
|
4.250 |
0.6342 |
|
|
| Fisher Pivots for day following 19-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6887 |
0.6873 |
| PP |
0.6874 |
0.6847 |
| S1 |
0.6862 |
0.6820 |
|