CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 29-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2022 |
29-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6996 |
0.6996 |
-0.0001 |
0.0% |
0.6926 |
| High |
0.7019 |
0.7036 |
0.0018 |
0.2% |
0.7036 |
| Low |
0.6960 |
0.6916 |
-0.0045 |
-0.6% |
0.6883 |
| Close |
0.6978 |
0.7000 |
0.0022 |
0.3% |
0.7000 |
| Range |
0.0059 |
0.0121 |
0.0062 |
106.0% |
0.0154 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.0% |
0.0000 |
| Volume |
97,376 |
124,798 |
27,422 |
28.2% |
471,185 |
|
| Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7345 |
0.7293 |
0.7066 |
|
| R3 |
0.7225 |
0.7173 |
0.7033 |
|
| R2 |
0.7104 |
0.7104 |
0.7022 |
|
| R1 |
0.7052 |
0.7052 |
0.7011 |
0.7078 |
| PP |
0.6984 |
0.6984 |
0.6984 |
0.6997 |
| S1 |
0.6932 |
0.6932 |
0.6989 |
0.6958 |
| S2 |
0.6863 |
0.6863 |
0.6978 |
|
| S3 |
0.6743 |
0.6811 |
0.6967 |
|
| S4 |
0.6622 |
0.6691 |
0.6934 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7433 |
0.7370 |
0.7084 |
|
| R3 |
0.7280 |
0.7217 |
0.7042 |
|
| R2 |
0.7126 |
0.7126 |
0.7028 |
|
| R1 |
0.7063 |
0.7063 |
0.7014 |
0.7095 |
| PP |
0.6973 |
0.6973 |
0.6973 |
0.6989 |
| S1 |
0.6910 |
0.6910 |
0.6986 |
0.6941 |
| S2 |
0.6819 |
0.6819 |
0.6972 |
|
| S3 |
0.6666 |
0.6756 |
0.6958 |
|
| S4 |
0.6512 |
0.6603 |
0.6916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7036 |
0.6883 |
0.0154 |
2.2% |
0.0086 |
1.2% |
77% |
True |
False |
94,237 |
| 10 |
0.7036 |
0.6793 |
0.0243 |
3.5% |
0.0083 |
1.2% |
85% |
True |
False |
91,846 |
| 20 |
0.7036 |
0.6686 |
0.0350 |
5.0% |
0.0091 |
1.3% |
90% |
True |
False |
98,855 |
| 40 |
0.7291 |
0.6686 |
0.0605 |
8.6% |
0.0091 |
1.3% |
52% |
False |
False |
91,618 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.6% |
0.0090 |
1.3% |
52% |
False |
False |
61,250 |
| 80 |
0.7665 |
0.6686 |
0.0979 |
14.0% |
0.0086 |
1.2% |
32% |
False |
False |
45,958 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.0% |
0.0080 |
1.1% |
32% |
False |
False |
36,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7548 |
|
2.618 |
0.7351 |
|
1.618 |
0.7231 |
|
1.000 |
0.7157 |
|
0.618 |
0.7110 |
|
HIGH |
0.7036 |
|
0.618 |
0.6990 |
|
0.500 |
0.6976 |
|
0.382 |
0.6962 |
|
LOW |
0.6916 |
|
0.618 |
0.6841 |
|
1.000 |
0.6795 |
|
1.618 |
0.6721 |
|
2.618 |
0.6600 |
|
4.250 |
0.6403 |
|
|
| Fisher Pivots for day following 29-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6992 |
0.6992 |
| PP |
0.6984 |
0.6984 |
| S1 |
0.6976 |
0.6976 |
|