CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 26-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2022 |
26-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6926 |
0.6960 |
0.0034 |
0.5% |
0.6796 |
| High |
0.6970 |
0.6988 |
0.0018 |
0.3% |
0.6982 |
| Low |
0.6883 |
0.6926 |
0.0043 |
0.6% |
0.6793 |
| Close |
0.6958 |
0.6936 |
-0.0022 |
-0.3% |
0.6917 |
| Range |
0.0088 |
0.0062 |
-0.0026 |
-29.1% |
0.0189 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
72,326 |
75,204 |
2,878 |
4.0% |
447,277 |
|
| Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7136 |
0.7098 |
0.6970 |
|
| R3 |
0.7074 |
0.7036 |
0.6953 |
|
| R2 |
0.7012 |
0.7012 |
0.6947 |
|
| R1 |
0.6974 |
0.6974 |
0.6941 |
0.6962 |
| PP |
0.6950 |
0.6950 |
0.6950 |
0.6944 |
| S1 |
0.6912 |
0.6912 |
0.6930 |
0.6900 |
| S2 |
0.6888 |
0.6888 |
0.6924 |
|
| S3 |
0.6826 |
0.6850 |
0.6918 |
|
| S4 |
0.6764 |
0.6788 |
0.6901 |
|
|
| 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 |
0.6988 |
0.6863 |
0.0125 |
1.8% |
0.0075 |
1.1% |
58% |
True |
False |
85,200 |
| 10 |
0.6988 |
0.6686 |
0.0302 |
4.3% |
0.0082 |
1.2% |
83% |
True |
False |
94,248 |
| 20 |
0.6988 |
0.6686 |
0.0302 |
4.3% |
0.0086 |
1.2% |
83% |
True |
False |
95,622 |
| 40 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0089 |
1.3% |
41% |
False |
False |
83,662 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0089 |
1.3% |
41% |
False |
False |
55,859 |
| 80 |
0.7665 |
0.6686 |
0.0979 |
14.1% |
0.0085 |
1.2% |
25% |
False |
False |
41,915 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.1% |
0.0079 |
1.1% |
25% |
False |
False |
33,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7251 |
|
2.618 |
0.7150 |
|
1.618 |
0.7088 |
|
1.000 |
0.7050 |
|
0.618 |
0.7026 |
|
HIGH |
0.6988 |
|
0.618 |
0.6964 |
|
0.500 |
0.6957 |
|
0.382 |
0.6949 |
|
LOW |
0.6926 |
|
0.618 |
0.6887 |
|
1.000 |
0.6864 |
|
1.618 |
0.6825 |
|
2.618 |
0.6763 |
|
4.250 |
0.6662 |
|
|
| Fisher Pivots for day following 26-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6957 |
0.6935 |
| PP |
0.6950 |
0.6935 |
| S1 |
0.6943 |
0.6935 |
|