CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6968 |
0.7080 |
0.0113 |
1.6% |
0.6995 |
| High |
0.7113 |
0.7140 |
0.0028 |
0.4% |
0.7052 |
| Low |
0.6951 |
0.7067 |
0.0116 |
1.7% |
0.6874 |
| Close |
0.7089 |
0.7111 |
0.0022 |
0.3% |
0.6911 |
| Range |
0.0162 |
0.0074 |
-0.0089 |
-54.6% |
0.0178 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
111,473 |
89,046 |
-22,427 |
-20.1% |
410,778 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7326 |
0.7292 |
0.7151 |
|
| R3 |
0.7253 |
0.7218 |
0.7131 |
|
| R2 |
0.7179 |
0.7179 |
0.7124 |
|
| R1 |
0.7145 |
0.7145 |
0.7117 |
0.7162 |
| PP |
0.7106 |
0.7106 |
0.7106 |
0.7114 |
| S1 |
0.7071 |
0.7071 |
0.7104 |
0.7089 |
| S2 |
0.7032 |
0.7032 |
0.7097 |
|
| S3 |
0.6959 |
0.6998 |
0.7090 |
|
| S4 |
0.6885 |
0.6924 |
0.7070 |
|
|
| 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 |
0.7140 |
0.6874 |
0.0267 |
3.7% |
0.0099 |
1.4% |
89% |
True |
False |
83,452 |
| 10 |
0.7140 |
0.6874 |
0.0267 |
3.7% |
0.0094 |
1.3% |
89% |
True |
False |
86,862 |
| 20 |
0.7140 |
0.6724 |
0.0417 |
5.9% |
0.0087 |
1.2% |
93% |
True |
False |
87,600 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.4% |
0.0090 |
1.3% |
94% |
True |
False |
94,593 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.5% |
0.0087 |
1.2% |
70% |
False |
False |
73,620 |
| 80 |
0.7475 |
0.6686 |
0.0789 |
11.1% |
0.0089 |
1.3% |
54% |
False |
False |
55,250 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
13.8% |
0.0083 |
1.2% |
43% |
False |
False |
44,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7452 |
|
2.618 |
0.7332 |
|
1.618 |
0.7259 |
|
1.000 |
0.7214 |
|
0.618 |
0.7185 |
|
HIGH |
0.7140 |
|
0.618 |
0.7112 |
|
0.500 |
0.7103 |
|
0.382 |
0.7095 |
|
LOW |
0.7067 |
|
0.618 |
0.7021 |
|
1.000 |
0.6993 |
|
1.618 |
0.6948 |
|
2.618 |
0.6874 |
|
4.250 |
0.6754 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7108 |
0.7089 |
| PP |
0.7106 |
0.7067 |
| S1 |
0.7103 |
0.7045 |
|