CME Australian Dollar Future September 2022
Trading Metrics calculated at close of trading on 22-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2022 |
22-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.6892 |
0.6937 |
0.0046 |
0.7% |
0.6796 |
High |
0.6944 |
0.6982 |
0.0038 |
0.5% |
0.6982 |
Low |
0.6863 |
0.6898 |
0.0035 |
0.5% |
0.6793 |
Close |
0.6907 |
0.6917 |
0.0011 |
0.2% |
0.6917 |
Range |
0.0081 |
0.0085 |
0.0004 |
4.3% |
0.0189 |
ATR |
0.0088 |
0.0088 |
0.0000 |
-0.3% |
0.0000 |
Volume |
98,600 |
92,845 |
-5,755 |
-5.8% |
447,277 |
|
Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7186 |
0.7136 |
0.6963 |
|
R3 |
0.7101 |
0.7051 |
0.6940 |
|
R2 |
0.7017 |
0.7017 |
0.6932 |
|
R1 |
0.6967 |
0.6967 |
0.6925 |
0.6950 |
PP |
0.6932 |
0.6932 |
0.6932 |
0.6924 |
S1 |
0.6882 |
0.6882 |
0.6909 |
0.6865 |
S2 |
0.6848 |
0.6848 |
0.6902 |
|
S3 |
0.6763 |
0.6798 |
0.6894 |
|
S4 |
0.6679 |
0.6713 |
0.6871 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7464 |
0.7380 |
0.7021 |
|
R3 |
0.7275 |
0.7191 |
0.6969 |
|
R2 |
0.7086 |
0.7086 |
0.6952 |
|
R1 |
0.7002 |
0.7002 |
0.6934 |
0.7044 |
PP |
0.6897 |
0.6897 |
0.6897 |
0.6919 |
S1 |
0.6813 |
0.6813 |
0.6900 |
0.6855 |
S2 |
0.6708 |
0.6708 |
0.6882 |
|
S3 |
0.6519 |
0.6624 |
0.6865 |
|
S4 |
0.6330 |
0.6435 |
0.6813 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6982 |
0.6793 |
0.0189 |
2.7% |
0.0080 |
1.2% |
66% |
True |
False |
89,455 |
10 |
0.6982 |
0.6686 |
0.0296 |
4.3% |
0.0088 |
1.3% |
78% |
True |
False |
95,961 |
20 |
0.6982 |
0.6686 |
0.0296 |
4.3% |
0.0085 |
1.2% |
78% |
True |
False |
96,309 |
40 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0088 |
1.3% |
38% |
False |
False |
79,994 |
60 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0090 |
1.3% |
38% |
False |
False |
53,406 |
80 |
0.7665 |
0.6686 |
0.0979 |
14.1% |
0.0084 |
1.2% |
24% |
False |
False |
40,071 |
100 |
0.7665 |
0.6686 |
0.0979 |
14.1% |
0.0078 |
1.1% |
24% |
False |
False |
32,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7341 |
2.618 |
0.7203 |
1.618 |
0.7119 |
1.000 |
0.7067 |
0.618 |
0.7034 |
HIGH |
0.6982 |
0.618 |
0.6950 |
0.500 |
0.6940 |
0.382 |
0.6930 |
LOW |
0.6898 |
0.618 |
0.6845 |
1.000 |
0.6813 |
1.618 |
0.6761 |
2.618 |
0.6676 |
4.250 |
0.6538 |
|
|
Fisher Pivots for day following 22-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6940 |
0.6923 |
PP |
0.6932 |
0.6921 |
S1 |
0.6925 |
0.6919 |
|