CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 02-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6995 |
0.7033 |
0.0038 |
0.5% |
0.6926 |
| High |
0.7052 |
0.7037 |
-0.0015 |
-0.2% |
0.7036 |
| Low |
0.6973 |
0.6917 |
-0.0056 |
-0.8% |
0.6883 |
| Close |
0.7026 |
0.6929 |
-0.0097 |
-1.4% |
0.7000 |
| Range |
0.0079 |
0.0121 |
0.0042 |
52.5% |
0.0154 |
| ATR |
0.0087 |
0.0090 |
0.0002 |
2.7% |
0.0000 |
| Volume |
77,077 |
115,164 |
38,087 |
49.4% |
471,185 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7322 |
0.7246 |
0.6995 |
|
| R3 |
0.7202 |
0.7126 |
0.6962 |
|
| R2 |
0.7081 |
0.7081 |
0.6951 |
|
| R1 |
0.7005 |
0.7005 |
0.6940 |
0.6983 |
| PP |
0.6961 |
0.6961 |
0.6961 |
0.6950 |
| S1 |
0.6885 |
0.6885 |
0.6918 |
0.6863 |
| S2 |
0.6840 |
0.6840 |
0.6907 |
|
| S3 |
0.6720 |
0.6764 |
0.6896 |
|
| S4 |
0.6599 |
0.6644 |
0.6863 |
|
|
| 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 |
2.0% |
0.0096 |
1.4% |
10% |
False |
False |
103,179 |
| 10 |
0.7052 |
0.6863 |
0.0189 |
2.7% |
0.0085 |
1.2% |
35% |
False |
False |
94,189 |
| 20 |
0.7052 |
0.6686 |
0.0366 |
5.3% |
0.0087 |
1.3% |
66% |
False |
False |
94,408 |
| 40 |
0.7257 |
0.6686 |
0.0571 |
8.2% |
0.0091 |
1.3% |
43% |
False |
False |
96,249 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0088 |
1.3% |
40% |
False |
False |
64,450 |
| 80 |
0.7524 |
0.6686 |
0.0838 |
12.1% |
0.0086 |
1.2% |
29% |
False |
False |
48,359 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.1% |
0.0081 |
1.2% |
25% |
False |
False |
38,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7549 |
|
2.618 |
0.7352 |
|
1.618 |
0.7232 |
|
1.000 |
0.7158 |
|
0.618 |
0.7111 |
|
HIGH |
0.7037 |
|
0.618 |
0.6991 |
|
0.500 |
0.6977 |
|
0.382 |
0.6963 |
|
LOW |
0.6917 |
|
0.618 |
0.6842 |
|
1.000 |
0.6796 |
|
1.618 |
0.6722 |
|
2.618 |
0.6601 |
|
4.250 |
0.6404 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6977 |
0.6984 |
| PP |
0.6961 |
0.6965 |
| S1 |
0.6945 |
0.6947 |
|