CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 15-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7110 |
0.7124 |
0.0014 |
0.2% |
0.6915 |
| High |
0.7132 |
0.7128 |
-0.0004 |
-0.1% |
0.7140 |
| Low |
0.7088 |
0.7014 |
-0.0074 |
-1.0% |
0.6902 |
| Close |
0.7131 |
0.7023 |
-0.0109 |
-1.5% |
0.7131 |
| Range |
0.0044 |
0.0114 |
0.0070 |
159.1% |
0.0238 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.5% |
0.0000 |
| Volume |
72,261 |
89,775 |
17,514 |
24.2% |
405,306 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7397 |
0.7324 |
0.7085 |
|
| R3 |
0.7283 |
0.7210 |
0.7054 |
|
| R2 |
0.7169 |
0.7169 |
0.7043 |
|
| R1 |
0.7096 |
0.7096 |
0.7033 |
0.7075 |
| PP |
0.7055 |
0.7055 |
0.7055 |
0.7045 |
| S1 |
0.6982 |
0.6982 |
0.7012 |
0.6961 |
| S2 |
0.6941 |
0.6941 |
0.7002 |
|
| S3 |
0.6827 |
0.6868 |
0.6991 |
|
| S4 |
0.6713 |
0.6754 |
0.6960 |
|
|
| 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 |
0.6951 |
0.0190 |
2.7% |
0.0087 |
1.2% |
38% |
False |
False |
83,021 |
| 10 |
0.7140 |
0.6874 |
0.0267 |
3.8% |
0.0090 |
1.3% |
56% |
False |
False |
82,878 |
| 20 |
0.7140 |
0.6807 |
0.0333 |
4.7% |
0.0087 |
1.2% |
65% |
False |
False |
87,449 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.5% |
0.0087 |
1.2% |
74% |
False |
False |
91,808 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.6% |
0.0087 |
1.2% |
56% |
False |
False |
76,310 |
| 80 |
0.7475 |
0.6686 |
0.0789 |
11.2% |
0.0090 |
1.3% |
43% |
False |
False |
57,273 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
13.9% |
0.0083 |
1.2% |
34% |
False |
False |
45,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7613 |
|
2.618 |
0.7426 |
|
1.618 |
0.7312 |
|
1.000 |
0.7242 |
|
0.618 |
0.7198 |
|
HIGH |
0.7128 |
|
0.618 |
0.7084 |
|
0.500 |
0.7071 |
|
0.382 |
0.7058 |
|
LOW |
0.7014 |
|
0.618 |
0.6944 |
|
1.000 |
0.6900 |
|
1.618 |
0.6830 |
|
2.618 |
0.6716 |
|
4.250 |
0.6530 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7071 |
0.7077 |
| PP |
0.7055 |
0.7059 |
| S1 |
0.7039 |
0.7041 |
|