CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 20-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6817 |
0.6904 |
0.0087 |
1.3% |
0.6860 |
| High |
0.6917 |
0.6935 |
0.0019 |
0.3% |
0.6860 |
| Low |
0.6807 |
0.6878 |
0.0071 |
1.0% |
0.6686 |
| Close |
0.6900 |
0.6889 |
-0.0011 |
-0.2% |
0.6795 |
| Range |
0.0110 |
0.0058 |
-0.0052 |
-47.5% |
0.0174 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
93,482 |
87,025 |
-6,457 |
-6.9% |
512,342 |
|
| Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7073 |
0.7039 |
0.6921 |
|
| R3 |
0.7016 |
0.6981 |
0.6905 |
|
| R2 |
0.6958 |
0.6958 |
0.6900 |
|
| R1 |
0.6924 |
0.6924 |
0.6894 |
0.6912 |
| PP |
0.6901 |
0.6901 |
0.6901 |
0.6895 |
| S1 |
0.6866 |
0.6866 |
0.6884 |
0.6855 |
| S2 |
0.6843 |
0.6843 |
0.6878 |
|
| S3 |
0.6786 |
0.6809 |
0.6873 |
|
| S4 |
0.6728 |
0.6751 |
0.6857 |
|
|
| 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 |
0.6935 |
0.6686 |
0.0249 |
3.6% |
0.0086 |
1.2% |
82% |
True |
False |
95,407 |
| 10 |
0.6935 |
0.6686 |
0.0249 |
3.6% |
0.0088 |
1.3% |
82% |
True |
False |
94,522 |
| 20 |
0.6977 |
0.6686 |
0.0291 |
4.2% |
0.0084 |
1.2% |
70% |
False |
False |
94,679 |
| 40 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0087 |
1.3% |
34% |
False |
False |
75,220 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0090 |
1.3% |
34% |
False |
False |
50,218 |
| 80 |
0.7665 |
0.6686 |
0.0979 |
14.2% |
0.0083 |
1.2% |
21% |
False |
False |
37,680 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.2% |
0.0077 |
1.1% |
21% |
False |
False |
30,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7179 |
|
2.618 |
0.7086 |
|
1.618 |
0.7028 |
|
1.000 |
0.6993 |
|
0.618 |
0.6971 |
|
HIGH |
0.6935 |
|
0.618 |
0.6913 |
|
0.500 |
0.6906 |
|
0.382 |
0.6899 |
|
LOW |
0.6878 |
|
0.618 |
0.6842 |
|
1.000 |
0.6820 |
|
1.618 |
0.6784 |
|
2.618 |
0.6727 |
|
4.250 |
0.6633 |
|
|
| Fisher Pivots for day following 20-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6906 |
0.6881 |
| PP |
0.6901 |
0.6872 |
| S1 |
0.6895 |
0.6864 |
|