CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 04-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6926 |
0.6952 |
0.0027 |
0.4% |
0.6926 |
| High |
0.6960 |
0.6994 |
0.0034 |
0.5% |
0.7036 |
| Low |
0.6891 |
0.6939 |
0.0048 |
0.7% |
0.6883 |
| Close |
0.6951 |
0.6986 |
0.0035 |
0.5% |
0.7000 |
| Range |
0.0069 |
0.0055 |
-0.0014 |
-20.3% |
0.0154 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
78,060 |
56,260 |
-21,800 |
-27.9% |
471,185 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7138 |
0.7117 |
0.7016 |
|
| R3 |
0.7083 |
0.7062 |
0.7001 |
|
| R2 |
0.7028 |
0.7028 |
0.6996 |
|
| R1 |
0.7007 |
0.7007 |
0.6991 |
0.7017 |
| PP |
0.6973 |
0.6973 |
0.6973 |
0.6978 |
| S1 |
0.6952 |
0.6952 |
0.6980 |
0.6962 |
| S2 |
0.6918 |
0.6918 |
0.6975 |
|
| S3 |
0.6863 |
0.6897 |
0.6970 |
|
| S4 |
0.6808 |
0.6842 |
0.6955 |
|
|
| 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% |
0.0089 |
1.3% |
59% |
False |
False |
90,271 |
| 10 |
0.7052 |
0.6883 |
0.0169 |
2.4% |
0.0084 |
1.2% |
61% |
False |
False |
89,059 |
| 20 |
0.7052 |
0.6686 |
0.0366 |
5.2% |
0.0086 |
1.2% |
82% |
False |
False |
92,188 |
| 40 |
0.7240 |
0.6686 |
0.0554 |
7.9% |
0.0090 |
1.3% |
54% |
False |
False |
97,947 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0087 |
1.2% |
50% |
False |
False |
66,683 |
| 80 |
0.7500 |
0.6686 |
0.0814 |
11.6% |
0.0087 |
1.2% |
37% |
False |
False |
50,037 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.0% |
0.0081 |
1.2% |
31% |
False |
False |
40,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7228 |
|
2.618 |
0.7138 |
|
1.618 |
0.7083 |
|
1.000 |
0.7049 |
|
0.618 |
0.7028 |
|
HIGH |
0.6994 |
|
0.618 |
0.6973 |
|
0.500 |
0.6967 |
|
0.382 |
0.6960 |
|
LOW |
0.6939 |
|
0.618 |
0.6905 |
|
1.000 |
0.6884 |
|
1.618 |
0.6850 |
|
2.618 |
0.6795 |
|
4.250 |
0.6705 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6979 |
0.6978 |
| PP |
0.6973 |
0.6971 |
| S1 |
0.6967 |
0.6964 |
|