CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6960 |
0.6941 |
-0.0019 |
-0.3% |
0.6796 |
| High |
0.6988 |
0.7018 |
0.0030 |
0.4% |
0.6982 |
| Low |
0.6926 |
0.6916 |
-0.0010 |
-0.1% |
0.6793 |
| Close |
0.6936 |
0.6999 |
0.0063 |
0.9% |
0.6917 |
| Range |
0.0062 |
0.0102 |
0.0040 |
63.7% |
0.0189 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.3% |
0.0000 |
| Volume |
75,204 |
101,481 |
26,277 |
34.9% |
447,277 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7282 |
0.7242 |
0.7054 |
|
| R3 |
0.7180 |
0.7140 |
0.7026 |
|
| R2 |
0.7079 |
0.7079 |
0.7017 |
|
| R1 |
0.7039 |
0.7039 |
0.7008 |
0.7059 |
| PP |
0.6977 |
0.6977 |
0.6977 |
0.6987 |
| S1 |
0.6937 |
0.6937 |
0.6989 |
0.6957 |
| S2 |
0.6876 |
0.6876 |
0.6980 |
|
| S3 |
0.6774 |
0.6836 |
0.6971 |
|
| S4 |
0.6673 |
0.6734 |
0.6943 |
|
|
| 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 |
0.7018 |
0.6863 |
0.0155 |
2.2% |
0.0083 |
1.2% |
88% |
True |
False |
88,091 |
| 10 |
0.7018 |
0.6686 |
0.0332 |
4.7% |
0.0084 |
1.2% |
94% |
True |
False |
91,749 |
| 20 |
0.7018 |
0.6686 |
0.0332 |
4.7% |
0.0088 |
1.3% |
94% |
True |
False |
97,013 |
| 40 |
0.7291 |
0.6686 |
0.0605 |
8.6% |
0.0090 |
1.3% |
52% |
False |
False |
86,174 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.6% |
0.0089 |
1.3% |
52% |
False |
False |
57,549 |
| 80 |
0.7665 |
0.6686 |
0.0979 |
14.0% |
0.0085 |
1.2% |
32% |
False |
False |
43,183 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.0% |
0.0080 |
1.1% |
32% |
False |
False |
34,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7449 |
|
2.618 |
0.7283 |
|
1.618 |
0.7182 |
|
1.000 |
0.7119 |
|
0.618 |
0.7080 |
|
HIGH |
0.7018 |
|
0.618 |
0.6979 |
|
0.500 |
0.6967 |
|
0.382 |
0.6955 |
|
LOW |
0.6916 |
|
0.618 |
0.6853 |
|
1.000 |
0.6815 |
|
1.618 |
0.6752 |
|
2.618 |
0.6650 |
|
4.250 |
0.6485 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6988 |
0.6982 |
| PP |
0.6977 |
0.6966 |
| S1 |
0.6967 |
0.6950 |
|