CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 09-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2022 |
09-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6915 |
0.6989 |
0.0075 |
1.1% |
0.6995 |
| High |
0.7014 |
0.6999 |
-0.0015 |
-0.2% |
0.7052 |
| Low |
0.6902 |
0.6957 |
0.0055 |
0.8% |
0.6874 |
| Close |
0.6984 |
0.6959 |
-0.0025 |
-0.4% |
0.6911 |
| Range |
0.0112 |
0.0042 |
-0.0070 |
-62.5% |
0.0178 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
79,975 |
52,551 |
-27,424 |
-34.3% |
410,778 |
|
| Daily Pivots for day following 09-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7098 |
0.7070 |
0.6982 |
|
| R3 |
0.7056 |
0.7028 |
0.6971 |
|
| R2 |
0.7014 |
0.7014 |
0.6967 |
|
| R1 |
0.6986 |
0.6986 |
0.6963 |
0.6979 |
| PP |
0.6972 |
0.6972 |
0.6972 |
0.6968 |
| S1 |
0.6944 |
0.6944 |
0.6955 |
0.6937 |
| S2 |
0.6930 |
0.6930 |
0.6951 |
|
| S3 |
0.6888 |
0.6902 |
0.6947 |
|
| S4 |
0.6846 |
0.6860 |
0.6936 |
|
|
| 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 |
0.7014 |
0.6874 |
0.0141 |
2.0% |
0.0077 |
1.1% |
61% |
False |
False |
70,212 |
| 10 |
0.7052 |
0.6874 |
0.0178 |
2.6% |
0.0086 |
1.2% |
48% |
False |
False |
86,695 |
| 20 |
0.7052 |
0.6686 |
0.0366 |
5.3% |
0.0084 |
1.2% |
75% |
False |
False |
90,472 |
| 40 |
0.7073 |
0.6686 |
0.0387 |
5.6% |
0.0090 |
1.3% |
71% |
False |
False |
95,341 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0086 |
1.2% |
45% |
False |
False |
70,280 |
| 80 |
0.7489 |
0.6686 |
0.0803 |
11.5% |
0.0088 |
1.3% |
34% |
False |
False |
52,744 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.1% |
0.0081 |
1.2% |
28% |
False |
False |
42,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7178 |
|
2.618 |
0.7109 |
|
1.618 |
0.7067 |
|
1.000 |
0.7041 |
|
0.618 |
0.7025 |
|
HIGH |
0.6999 |
|
0.618 |
0.6983 |
|
0.500 |
0.6978 |
|
0.382 |
0.6973 |
|
LOW |
0.6957 |
|
0.618 |
0.6931 |
|
1.000 |
0.6915 |
|
1.618 |
0.6889 |
|
2.618 |
0.6847 |
|
4.250 |
0.6779 |
|
|
| Fisher Pivots for day following 09-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6978 |
0.6954 |
| PP |
0.6972 |
0.6949 |
| S1 |
0.6965 |
0.6944 |
|