CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 28-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6941 |
0.6996 |
0.0055 |
0.8% |
0.6796 |
| High |
0.7018 |
0.7019 |
0.0001 |
0.0% |
0.6982 |
| Low |
0.6916 |
0.6960 |
0.0044 |
0.6% |
0.6793 |
| Close |
0.6999 |
0.6978 |
-0.0021 |
-0.3% |
0.6917 |
| Range |
0.0102 |
0.0059 |
-0.0043 |
-42.4% |
0.0189 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
101,481 |
97,376 |
-4,105 |
-4.0% |
447,277 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7161 |
0.7128 |
0.7010 |
|
| R3 |
0.7103 |
0.7070 |
0.6994 |
|
| R2 |
0.7044 |
0.7044 |
0.6989 |
|
| R1 |
0.7011 |
0.7011 |
0.6983 |
0.6998 |
| PP |
0.6986 |
0.6986 |
0.6986 |
0.6979 |
| S1 |
0.6953 |
0.6953 |
0.6973 |
0.6940 |
| S2 |
0.6927 |
0.6927 |
0.6967 |
|
| S3 |
0.6869 |
0.6894 |
0.6962 |
|
| S4 |
0.6810 |
0.6836 |
0.6946 |
|
|
| 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 |
0.7019 |
0.6883 |
0.0136 |
1.9% |
0.0079 |
1.1% |
70% |
True |
False |
87,846 |
| 10 |
0.7019 |
0.6724 |
0.0295 |
4.2% |
0.0080 |
1.1% |
86% |
True |
False |
88,339 |
| 20 |
0.7019 |
0.6686 |
0.0333 |
4.8% |
0.0088 |
1.3% |
88% |
True |
False |
97,636 |
| 40 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0090 |
1.3% |
48% |
False |
False |
88,537 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0090 |
1.3% |
48% |
False |
False |
59,171 |
| 80 |
0.7665 |
0.6686 |
0.0979 |
14.0% |
0.0086 |
1.2% |
30% |
False |
False |
44,400 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.0% |
0.0080 |
1.1% |
30% |
False |
False |
35,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7267 |
|
2.618 |
0.7172 |
|
1.618 |
0.7113 |
|
1.000 |
0.7077 |
|
0.618 |
0.7055 |
|
HIGH |
0.7019 |
|
0.618 |
0.6996 |
|
0.500 |
0.6989 |
|
0.382 |
0.6982 |
|
LOW |
0.6960 |
|
0.618 |
0.6924 |
|
1.000 |
0.6902 |
|
1.618 |
0.6865 |
|
2.618 |
0.6807 |
|
4.250 |
0.6711 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6989 |
0.6974 |
| PP |
0.6986 |
0.6971 |
| S1 |
0.6982 |
0.6967 |
|