CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 16-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2022 |
16-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7124 |
0.7028 |
-0.0097 |
-1.4% |
0.6915 |
| High |
0.7128 |
0.7043 |
-0.0085 |
-1.2% |
0.7140 |
| Low |
0.7014 |
0.6994 |
-0.0021 |
-0.3% |
0.6902 |
| Close |
0.7023 |
0.7025 |
0.0002 |
0.0% |
0.7131 |
| Range |
0.0114 |
0.0050 |
-0.0065 |
-56.6% |
0.0238 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
89,775 |
72,017 |
-17,758 |
-19.8% |
405,306 |
|
| Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7169 |
0.7146 |
0.7052 |
|
| R3 |
0.7119 |
0.7097 |
0.7038 |
|
| R2 |
0.7070 |
0.7070 |
0.7034 |
|
| R1 |
0.7047 |
0.7047 |
0.7029 |
0.7034 |
| PP |
0.7020 |
0.7020 |
0.7020 |
0.7014 |
| S1 |
0.6998 |
0.6998 |
0.7020 |
0.6984 |
| S2 |
0.6971 |
0.6971 |
0.7015 |
|
| S3 |
0.6921 |
0.6948 |
0.7011 |
|
| S4 |
0.6872 |
0.6899 |
0.6997 |
|
|
| 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% |
0.0089 |
1.3% |
39% |
False |
False |
86,914 |
| 10 |
0.7140 |
0.6874 |
0.0267 |
3.8% |
0.0083 |
1.2% |
57% |
False |
False |
78,563 |
| 20 |
0.7140 |
0.6863 |
0.0277 |
3.9% |
0.0084 |
1.2% |
58% |
False |
False |
86,376 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.5% |
0.0084 |
1.2% |
75% |
False |
False |
91,101 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.6% |
0.0086 |
1.2% |
56% |
False |
False |
77,496 |
| 80 |
0.7393 |
0.6686 |
0.0707 |
10.1% |
0.0090 |
1.3% |
48% |
False |
False |
58,173 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
13.9% |
0.0083 |
1.2% |
35% |
False |
False |
46,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7253 |
|
2.618 |
0.7173 |
|
1.618 |
0.7123 |
|
1.000 |
0.7093 |
|
0.618 |
0.7074 |
|
HIGH |
0.7043 |
|
0.618 |
0.7024 |
|
0.500 |
0.7018 |
|
0.382 |
0.7012 |
|
LOW |
0.6994 |
|
0.618 |
0.6963 |
|
1.000 |
0.6944 |
|
1.618 |
0.6913 |
|
2.618 |
0.6864 |
|
4.250 |
0.6783 |
|
|
| Fisher Pivots for day following 16-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7022 |
0.7063 |
| PP |
0.7020 |
0.7050 |
| S1 |
0.7018 |
0.7037 |
|