CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 01-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6996 |
0.6995 |
-0.0001 |
0.0% |
0.6926 |
| High |
0.7036 |
0.7052 |
0.0016 |
0.2% |
0.7036 |
| Low |
0.6916 |
0.6973 |
0.0057 |
0.8% |
0.6883 |
| Close |
0.7000 |
0.7026 |
0.0026 |
0.4% |
0.7000 |
| Range |
0.0121 |
0.0079 |
-0.0042 |
-34.4% |
0.0154 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
124,798 |
77,077 |
-47,721 |
-38.2% |
471,185 |
|
| Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7254 |
0.7219 |
0.7069 |
|
| R3 |
0.7175 |
0.7140 |
0.7048 |
|
| R2 |
0.7096 |
0.7096 |
0.7040 |
|
| R1 |
0.7061 |
0.7061 |
0.7033 |
0.7078 |
| PP |
0.7017 |
0.7017 |
0.7017 |
0.7025 |
| S1 |
0.6982 |
0.6982 |
0.7019 |
0.6999 |
| S2 |
0.6938 |
0.6938 |
0.7012 |
|
| S3 |
0.6859 |
0.6903 |
0.7004 |
|
| S4 |
0.6780 |
0.6824 |
0.6983 |
|
|
| 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 |
0.7052 |
0.6916 |
0.0136 |
1.9% |
0.0084 |
1.2% |
81% |
True |
False |
95,187 |
| 10 |
0.7052 |
0.6807 |
0.0245 |
3.5% |
0.0084 |
1.2% |
90% |
True |
False |
92,021 |
| 20 |
0.7052 |
0.6686 |
0.0366 |
5.2% |
0.0088 |
1.2% |
93% |
True |
False |
96,109 |
| 40 |
0.7291 |
0.6686 |
0.0605 |
8.6% |
0.0090 |
1.3% |
56% |
False |
False |
93,468 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.6% |
0.0089 |
1.3% |
56% |
False |
False |
62,533 |
| 80 |
0.7601 |
0.6686 |
0.0915 |
13.0% |
0.0086 |
1.2% |
37% |
False |
False |
46,920 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
13.9% |
0.0080 |
1.1% |
35% |
False |
False |
37,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7387 |
|
2.618 |
0.7258 |
|
1.618 |
0.7179 |
|
1.000 |
0.7131 |
|
0.618 |
0.7100 |
|
HIGH |
0.7052 |
|
0.618 |
0.7021 |
|
0.500 |
0.7012 |
|
0.382 |
0.7003 |
|
LOW |
0.6973 |
|
0.618 |
0.6924 |
|
1.000 |
0.6894 |
|
1.618 |
0.6845 |
|
2.618 |
0.6766 |
|
4.250 |
0.6637 |
|
|
| Fisher Pivots for day following 01-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7021 |
0.7012 |
| PP |
0.7017 |
0.6998 |
| S1 |
0.7012 |
0.6984 |
|