CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 05-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6952 |
0.6970 |
0.0018 |
0.3% |
0.6995 |
| High |
0.6994 |
0.6979 |
-0.0015 |
-0.2% |
0.7052 |
| Low |
0.6939 |
0.6874 |
-0.0066 |
-0.9% |
0.6874 |
| Close |
0.6986 |
0.6911 |
-0.0075 |
-1.1% |
0.6911 |
| Range |
0.0055 |
0.0106 |
0.0051 |
91.8% |
0.0178 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.2% |
0.0000 |
| Volume |
56,260 |
84,217 |
27,957 |
49.7% |
410,778 |
|
| Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7238 |
0.7180 |
0.6969 |
|
| R3 |
0.7132 |
0.7074 |
0.6940 |
|
| R2 |
0.7027 |
0.7027 |
0.6930 |
|
| R1 |
0.6969 |
0.6969 |
0.6921 |
0.6945 |
| PP |
0.6921 |
0.6921 |
0.6921 |
0.6909 |
| S1 |
0.6863 |
0.6863 |
0.6901 |
0.6840 |
| S2 |
0.6816 |
0.6816 |
0.6892 |
|
| S3 |
0.6710 |
0.6758 |
0.6882 |
|
| S4 |
0.6605 |
0.6652 |
0.6853 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7479 |
0.7373 |
0.7009 |
|
| R3 |
0.7301 |
0.7195 |
0.6960 |
|
| R2 |
0.7123 |
0.7123 |
0.6944 |
|
| R1 |
0.7017 |
0.7017 |
0.6927 |
0.6981 |
| PP |
0.6945 |
0.6945 |
0.6945 |
0.6927 |
| S1 |
0.6839 |
0.6839 |
0.6895 |
0.6803 |
| S2 |
0.6767 |
0.6767 |
0.6878 |
|
| S3 |
0.6589 |
0.6661 |
0.6862 |
|
| S4 |
0.6411 |
0.6483 |
0.6813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7052 |
0.6874 |
0.0178 |
2.6% |
0.0086 |
1.2% |
21% |
False |
True |
82,155 |
| 10 |
0.7052 |
0.6874 |
0.0178 |
2.6% |
0.0086 |
1.2% |
21% |
False |
True |
88,196 |
| 20 |
0.7052 |
0.6686 |
0.0366 |
5.3% |
0.0087 |
1.3% |
62% |
False |
False |
92,079 |
| 40 |
0.7202 |
0.6686 |
0.0516 |
7.5% |
0.0091 |
1.3% |
44% |
False |
False |
97,244 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0088 |
1.3% |
37% |
False |
False |
68,084 |
| 80 |
0.7500 |
0.6686 |
0.0814 |
11.8% |
0.0088 |
1.3% |
28% |
False |
False |
51,090 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.2% |
0.0081 |
1.2% |
23% |
False |
False |
40,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7427 |
|
2.618 |
0.7255 |
|
1.618 |
0.7150 |
|
1.000 |
0.7085 |
|
0.618 |
0.7044 |
|
HIGH |
0.6979 |
|
0.618 |
0.6939 |
|
0.500 |
0.6926 |
|
0.382 |
0.6914 |
|
LOW |
0.6874 |
|
0.618 |
0.6808 |
|
1.000 |
0.6768 |
|
1.618 |
0.6703 |
|
2.618 |
0.6597 |
|
4.250 |
0.6425 |
|
|
| Fisher Pivots for day following 05-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6926 |
0.6934 |
| PP |
0.6921 |
0.6926 |
| S1 |
0.6916 |
0.6919 |
|