CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 10-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6989 |
0.6968 |
-0.0022 |
-0.3% |
0.6995 |
| High |
0.6999 |
0.7113 |
0.0114 |
1.6% |
0.7052 |
| Low |
0.6957 |
0.6951 |
-0.0007 |
-0.1% |
0.6874 |
| Close |
0.6959 |
0.7089 |
0.0130 |
1.9% |
0.6911 |
| Range |
0.0042 |
0.0162 |
0.0120 |
285.7% |
0.0178 |
| ATR |
0.0086 |
0.0091 |
0.0005 |
6.3% |
0.0000 |
| Volume |
52,551 |
111,473 |
58,922 |
112.1% |
410,778 |
|
| Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7537 |
0.7475 |
0.7178 |
|
| R3 |
0.7375 |
0.7313 |
0.7134 |
|
| R2 |
0.7213 |
0.7213 |
0.7119 |
|
| R1 |
0.7151 |
0.7151 |
0.7104 |
0.7182 |
| PP |
0.7051 |
0.7051 |
0.7051 |
0.7066 |
| S1 |
0.6989 |
0.6989 |
0.7074 |
0.7020 |
| S2 |
0.6889 |
0.6889 |
0.7059 |
|
| S3 |
0.6727 |
0.6827 |
0.7044 |
|
| S4 |
0.6565 |
0.6665 |
0.7000 |
|
|
| 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 |
0.7113 |
0.6874 |
0.0239 |
3.4% |
0.0095 |
1.3% |
90% |
True |
False |
76,895 |
| 10 |
0.7113 |
0.6874 |
0.0239 |
3.4% |
0.0092 |
1.3% |
90% |
True |
False |
87,695 |
| 20 |
0.7113 |
0.6686 |
0.0427 |
6.0% |
0.0088 |
1.2% |
94% |
True |
False |
89,722 |
| 40 |
0.7113 |
0.6686 |
0.0427 |
6.0% |
0.0091 |
1.3% |
94% |
True |
False |
95,410 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.5% |
0.0088 |
1.2% |
67% |
False |
False |
72,137 |
| 80 |
0.7475 |
0.6686 |
0.0789 |
11.1% |
0.0089 |
1.3% |
51% |
False |
False |
54,137 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
13.8% |
0.0082 |
1.2% |
41% |
False |
False |
43,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7801 |
|
2.618 |
0.7537 |
|
1.618 |
0.7375 |
|
1.000 |
0.7275 |
|
0.618 |
0.7213 |
|
HIGH |
0.7113 |
|
0.618 |
0.7051 |
|
0.500 |
0.7032 |
|
0.382 |
0.7012 |
|
LOW |
0.6951 |
|
0.618 |
0.6850 |
|
1.000 |
0.6789 |
|
1.618 |
0.6688 |
|
2.618 |
0.6526 |
|
4.250 |
0.6262 |
|
|
| Fisher Pivots for day following 10-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7070 |
0.7062 |
| PP |
0.7051 |
0.7035 |
| S1 |
0.7032 |
0.7007 |
|