CME Australian Dollar Future September 2022
Trading Metrics calculated at close of trading on 25-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2022 |
25-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.6937 |
0.6926 |
-0.0011 |
-0.2% |
0.6796 |
High |
0.6982 |
0.6970 |
-0.0012 |
-0.2% |
0.6982 |
Low |
0.6898 |
0.6883 |
-0.0015 |
-0.2% |
0.6793 |
Close |
0.6917 |
0.6958 |
0.0041 |
0.6% |
0.6917 |
Range |
0.0085 |
0.0088 |
0.0003 |
3.6% |
0.0189 |
ATR |
0.0088 |
0.0088 |
0.0000 |
0.0% |
0.0000 |
Volume |
92,845 |
72,326 |
-20,519 |
-22.1% |
447,277 |
|
Daily Pivots for day following 25-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7199 |
0.7166 |
0.7006 |
|
R3 |
0.7112 |
0.7078 |
0.6982 |
|
R2 |
0.7024 |
0.7024 |
0.6974 |
|
R1 |
0.6991 |
0.6991 |
0.6966 |
0.7008 |
PP |
0.6937 |
0.6937 |
0.6937 |
0.6945 |
S1 |
0.6903 |
0.6903 |
0.6949 |
0.6920 |
S2 |
0.6849 |
0.6849 |
0.6941 |
|
S3 |
0.6762 |
0.6816 |
0.6933 |
|
S4 |
0.6674 |
0.6728 |
0.6909 |
|
|
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 |
0.6807 |
0.0175 |
2.5% |
0.0084 |
1.2% |
86% |
False |
False |
88,855 |
10 |
0.6982 |
0.6686 |
0.0296 |
4.3% |
0.0083 |
1.2% |
92% |
False |
False |
94,334 |
20 |
0.6982 |
0.6686 |
0.0296 |
4.3% |
0.0086 |
1.2% |
92% |
False |
False |
95,896 |
40 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0088 |
1.3% |
45% |
False |
False |
81,797 |
60 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0090 |
1.3% |
45% |
False |
False |
54,606 |
80 |
0.7665 |
0.6686 |
0.0979 |
14.1% |
0.0084 |
1.2% |
28% |
False |
False |
40,975 |
100 |
0.7665 |
0.6686 |
0.0979 |
14.1% |
0.0078 |
1.1% |
28% |
False |
False |
32,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7342 |
2.618 |
0.7199 |
1.618 |
0.7112 |
1.000 |
0.7058 |
0.618 |
0.7024 |
HIGH |
0.6970 |
0.618 |
0.6937 |
0.500 |
0.6926 |
0.382 |
0.6916 |
LOW |
0.6883 |
0.618 |
0.6828 |
1.000 |
0.6795 |
1.618 |
0.6741 |
2.618 |
0.6653 |
4.250 |
0.6511 |
|
|
Fisher Pivots for day following 25-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6947 |
0.6946 |
PP |
0.6937 |
0.6934 |
S1 |
0.6926 |
0.6923 |
|