CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 12-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7080 |
0.7110 |
0.0030 |
0.4% |
0.6915 |
| High |
0.7140 |
0.7132 |
-0.0008 |
-0.1% |
0.7140 |
| Low |
0.7067 |
0.7088 |
0.0022 |
0.3% |
0.6902 |
| Close |
0.7111 |
0.7131 |
0.0021 |
0.3% |
0.7131 |
| Range |
0.0074 |
0.0044 |
-0.0030 |
-40.1% |
0.0238 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
89,046 |
72,261 |
-16,785 |
-18.8% |
405,306 |
|
| Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7249 |
0.7234 |
0.7155 |
|
| R3 |
0.7205 |
0.7190 |
0.7143 |
|
| R2 |
0.7161 |
0.7161 |
0.7139 |
|
| R1 |
0.7146 |
0.7146 |
0.7135 |
0.7154 |
| PP |
0.7117 |
0.7117 |
0.7117 |
0.7121 |
| S1 |
0.7102 |
0.7102 |
0.7127 |
0.7110 |
| S2 |
0.7073 |
0.7073 |
0.7123 |
|
| S3 |
0.7029 |
0.7058 |
0.7119 |
|
| S4 |
0.6985 |
0.7014 |
0.7107 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7772 |
0.7689 |
0.7262 |
|
| R3 |
0.7534 |
0.7451 |
0.7196 |
|
| R2 |
0.7296 |
0.7296 |
0.7175 |
|
| R1 |
0.7213 |
0.7213 |
0.7153 |
0.7255 |
| PP |
0.7058 |
0.7058 |
0.7058 |
0.7078 |
| S1 |
0.6975 |
0.6975 |
0.7109 |
0.7017 |
| S2 |
0.6820 |
0.6820 |
0.7087 |
|
| S3 |
0.6582 |
0.6737 |
0.7066 |
|
| S4 |
0.6344 |
0.6499 |
0.7000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7140 |
0.6902 |
0.0238 |
3.3% |
0.0087 |
1.2% |
96% |
False |
False |
81,061 |
| 10 |
0.7140 |
0.6874 |
0.0267 |
3.7% |
0.0086 |
1.2% |
97% |
False |
False |
81,608 |
| 20 |
0.7140 |
0.6793 |
0.0347 |
4.9% |
0.0085 |
1.2% |
97% |
False |
False |
86,727 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.4% |
0.0087 |
1.2% |
98% |
False |
False |
92,824 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.5% |
0.0087 |
1.2% |
74% |
False |
False |
74,816 |
| 80 |
0.7475 |
0.6686 |
0.0789 |
11.1% |
0.0090 |
1.3% |
56% |
False |
False |
56,152 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
13.7% |
0.0083 |
1.2% |
45% |
False |
False |
44,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7319 |
|
2.618 |
0.7247 |
|
1.618 |
0.7203 |
|
1.000 |
0.7176 |
|
0.618 |
0.7159 |
|
HIGH |
0.7132 |
|
0.618 |
0.7115 |
|
0.500 |
0.7110 |
|
0.382 |
0.7105 |
|
LOW |
0.7088 |
|
0.618 |
0.7061 |
|
1.000 |
0.7044 |
|
1.618 |
0.7017 |
|
2.618 |
0.6973 |
|
4.250 |
0.6901 |
|
|
| Fisher Pivots for day following 12-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7124 |
0.7102 |
| PP |
0.7117 |
0.7074 |
| S1 |
0.7110 |
0.7045 |
|