CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 21-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6904 |
0.6892 |
-0.0013 |
-0.2% |
0.6860 |
| High |
0.6935 |
0.6944 |
0.0009 |
0.1% |
0.6860 |
| Low |
0.6878 |
0.6863 |
-0.0015 |
-0.2% |
0.6686 |
| Close |
0.6889 |
0.6907 |
0.0018 |
0.3% |
0.6795 |
| Range |
0.0058 |
0.0081 |
0.0024 |
40.9% |
0.0174 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
87,025 |
98,600 |
11,575 |
13.3% |
512,342 |
|
| Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7148 |
0.7108 |
0.6951 |
|
| R3 |
0.7067 |
0.7027 |
0.6929 |
|
| R2 |
0.6986 |
0.6986 |
0.6921 |
|
| R1 |
0.6946 |
0.6946 |
0.6914 |
0.6966 |
| PP |
0.6905 |
0.6905 |
0.6905 |
0.6914 |
| S1 |
0.6865 |
0.6865 |
0.6899 |
0.6885 |
| S2 |
0.6824 |
0.6824 |
0.6892 |
|
| S3 |
0.6743 |
0.6784 |
0.6884 |
|
| S4 |
0.6662 |
0.6703 |
0.6862 |
|
|
| 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 |
0.6944 |
0.6724 |
0.0221 |
3.2% |
0.0080 |
1.2% |
83% |
True |
False |
88,832 |
| 10 |
0.6944 |
0.6686 |
0.0258 |
3.7% |
0.0088 |
1.3% |
85% |
True |
False |
95,317 |
| 20 |
0.6970 |
0.6686 |
0.0284 |
4.1% |
0.0083 |
1.2% |
78% |
False |
False |
95,506 |
| 40 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0087 |
1.3% |
36% |
False |
False |
77,676 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0090 |
1.3% |
36% |
False |
False |
51,859 |
| 80 |
0.7665 |
0.6686 |
0.0979 |
14.2% |
0.0083 |
1.2% |
23% |
False |
False |
38,912 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.2% |
0.0077 |
1.1% |
23% |
False |
False |
31,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7288 |
|
2.618 |
0.7156 |
|
1.618 |
0.7075 |
|
1.000 |
0.7025 |
|
0.618 |
0.6994 |
|
HIGH |
0.6944 |
|
0.618 |
0.6913 |
|
0.500 |
0.6904 |
|
0.382 |
0.6894 |
|
LOW |
0.6863 |
|
0.618 |
0.6813 |
|
1.000 |
0.6782 |
|
1.618 |
0.6732 |
|
2.618 |
0.6651 |
|
4.250 |
0.6519 |
|
|
| Fisher Pivots for day following 21-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6906 |
0.6896 |
| PP |
0.6905 |
0.6886 |
| S1 |
0.6904 |
0.6876 |
|