CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 08-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2022 |
08-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6970 |
0.6915 |
-0.0055 |
-0.8% |
0.6995 |
| High |
0.6979 |
0.7014 |
0.0035 |
0.5% |
0.7052 |
| Low |
0.6874 |
0.6902 |
0.0029 |
0.4% |
0.6874 |
| Close |
0.6911 |
0.6984 |
0.0073 |
1.1% |
0.6911 |
| Range |
0.0106 |
0.0112 |
0.0007 |
6.2% |
0.0178 |
| ATR |
0.0088 |
0.0089 |
0.0002 |
2.0% |
0.0000 |
| Volume |
84,217 |
79,975 |
-4,242 |
-5.0% |
410,778 |
|
| Daily Pivots for day following 08-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7303 |
0.7255 |
0.7046 |
|
| R3 |
0.7191 |
0.7143 |
0.7015 |
|
| R2 |
0.7079 |
0.7079 |
0.7005 |
|
| R1 |
0.7031 |
0.7031 |
0.6994 |
0.7055 |
| PP |
0.6967 |
0.6967 |
0.6967 |
0.6979 |
| S1 |
0.6919 |
0.6919 |
0.6974 |
0.6943 |
| S2 |
0.6855 |
0.6855 |
0.6963 |
|
| S3 |
0.6743 |
0.6807 |
0.6953 |
|
| S4 |
0.6631 |
0.6695 |
0.6922 |
|
|
| 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 |
0.7037 |
0.6874 |
0.0164 |
2.3% |
0.0092 |
1.3% |
68% |
False |
False |
82,735 |
| 10 |
0.7052 |
0.6874 |
0.0178 |
2.5% |
0.0088 |
1.3% |
62% |
False |
False |
88,961 |
| 20 |
0.7052 |
0.6686 |
0.0366 |
5.2% |
0.0086 |
1.2% |
82% |
False |
False |
91,647 |
| 40 |
0.7142 |
0.6686 |
0.0456 |
6.5% |
0.0092 |
1.3% |
65% |
False |
False |
97,356 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0088 |
1.3% |
49% |
False |
False |
69,411 |
| 80 |
0.7489 |
0.6686 |
0.0803 |
11.5% |
0.0088 |
1.3% |
37% |
False |
False |
52,088 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.0% |
0.0082 |
1.2% |
30% |
False |
False |
41,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7490 |
|
2.618 |
0.7307 |
|
1.618 |
0.7195 |
|
1.000 |
0.7126 |
|
0.618 |
0.7083 |
|
HIGH |
0.7014 |
|
0.618 |
0.6971 |
|
0.500 |
0.6958 |
|
0.382 |
0.6945 |
|
LOW |
0.6902 |
|
0.618 |
0.6833 |
|
1.000 |
0.6790 |
|
1.618 |
0.6721 |
|
2.618 |
0.6609 |
|
4.250 |
0.6426 |
|
|
| Fisher Pivots for day following 08-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6975 |
0.6971 |
| PP |
0.6967 |
0.6957 |
| S1 |
0.6958 |
0.6944 |
|