CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 03-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2022 |
03-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7033 |
0.6926 |
-0.0107 |
-1.5% |
0.6926 |
| High |
0.7037 |
0.6960 |
-0.0077 |
-1.1% |
0.7036 |
| Low |
0.6917 |
0.6891 |
-0.0026 |
-0.4% |
0.6883 |
| Close |
0.6929 |
0.6951 |
0.0022 |
0.3% |
0.7000 |
| Range |
0.0121 |
0.0069 |
-0.0052 |
-42.7% |
0.0154 |
| ATR |
0.0090 |
0.0088 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
115,164 |
78,060 |
-37,104 |
-32.2% |
471,185 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7141 |
0.7115 |
0.6989 |
|
| R3 |
0.7072 |
0.7046 |
0.6970 |
|
| R2 |
0.7003 |
0.7003 |
0.6964 |
|
| R1 |
0.6977 |
0.6977 |
0.6957 |
0.6990 |
| PP |
0.6934 |
0.6934 |
0.6934 |
0.6941 |
| S1 |
0.6908 |
0.6908 |
0.6945 |
0.6921 |
| S2 |
0.6865 |
0.6865 |
0.6938 |
|
| S3 |
0.6796 |
0.6839 |
0.6932 |
|
| S4 |
0.6727 |
0.6770 |
0.6913 |
|
|
| 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 |
0.6891 |
0.0161 |
2.3% |
0.0090 |
1.3% |
37% |
False |
True |
98,495 |
| 10 |
0.7052 |
0.6863 |
0.0189 |
2.7% |
0.0086 |
1.2% |
47% |
False |
False |
93,293 |
| 20 |
0.7052 |
0.6686 |
0.0366 |
5.3% |
0.0087 |
1.3% |
73% |
False |
False |
93,907 |
| 40 |
0.7257 |
0.6686 |
0.0571 |
8.2% |
0.0091 |
1.3% |
46% |
False |
False |
97,763 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0088 |
1.3% |
44% |
False |
False |
65,749 |
| 80 |
0.7513 |
0.6686 |
0.0827 |
11.9% |
0.0087 |
1.2% |
32% |
False |
False |
49,335 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.1% |
0.0081 |
1.2% |
27% |
False |
False |
39,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7253 |
|
2.618 |
0.7141 |
|
1.618 |
0.7072 |
|
1.000 |
0.7029 |
|
0.618 |
0.7003 |
|
HIGH |
0.6960 |
|
0.618 |
0.6934 |
|
0.500 |
0.6926 |
|
0.382 |
0.6917 |
|
LOW |
0.6891 |
|
0.618 |
0.6848 |
|
1.000 |
0.6822 |
|
1.618 |
0.6779 |
|
2.618 |
0.6710 |
|
4.250 |
0.6598 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6943 |
0.6971 |
| PP |
0.6934 |
0.6965 |
| S1 |
0.6926 |
0.6958 |
|