CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 17-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2022 |
17-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7028 |
0.7026 |
-0.0002 |
0.0% |
0.6915 |
| High |
0.7043 |
0.7030 |
-0.0014 |
-0.2% |
0.7140 |
| Low |
0.6994 |
0.6914 |
-0.0080 |
-1.1% |
0.6902 |
| Close |
0.7025 |
0.6947 |
-0.0078 |
-1.1% |
0.7131 |
| Range |
0.0050 |
0.0116 |
0.0066 |
133.3% |
0.0238 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.4% |
0.0000 |
| Volume |
72,017 |
110,390 |
38,373 |
53.3% |
405,306 |
|
| Daily Pivots for day following 17-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7310 |
0.7244 |
0.7010 |
|
| R3 |
0.7194 |
0.7128 |
0.6978 |
|
| R2 |
0.7079 |
0.7079 |
0.6968 |
|
| R1 |
0.7013 |
0.7013 |
0.6957 |
0.6988 |
| PP |
0.6963 |
0.6963 |
0.6963 |
0.6951 |
| S1 |
0.6897 |
0.6897 |
0.6936 |
0.6873 |
| S2 |
0.6848 |
0.6848 |
0.6925 |
|
| S3 |
0.6732 |
0.6782 |
0.6915 |
|
| S4 |
0.6617 |
0.6666 |
0.6883 |
|
|
| 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 |
0.6914 |
0.0226 |
3.3% |
0.0079 |
1.1% |
14% |
False |
True |
86,697 |
| 10 |
0.7140 |
0.6874 |
0.0267 |
3.8% |
0.0087 |
1.3% |
27% |
False |
False |
81,796 |
| 20 |
0.7140 |
0.6863 |
0.0277 |
4.0% |
0.0087 |
1.3% |
30% |
False |
False |
87,544 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.5% |
0.0085 |
1.2% |
57% |
False |
False |
91,111 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0087 |
1.3% |
43% |
False |
False |
79,328 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0089 |
1.3% |
43% |
False |
False |
59,550 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.1% |
0.0084 |
1.2% |
27% |
False |
False |
47,653 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.1% |
0.0079 |
1.1% |
27% |
False |
False |
39,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7520 |
|
2.618 |
0.7332 |
|
1.618 |
0.7216 |
|
1.000 |
0.7145 |
|
0.618 |
0.7101 |
|
HIGH |
0.7030 |
|
0.618 |
0.6985 |
|
0.500 |
0.6972 |
|
0.382 |
0.6958 |
|
LOW |
0.6914 |
|
0.618 |
0.6843 |
|
1.000 |
0.6799 |
|
1.618 |
0.6727 |
|
2.618 |
0.6612 |
|
4.250 |
0.6423 |
|
|
| Fisher Pivots for day following 17-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6972 |
0.7021 |
| PP |
0.6963 |
0.6996 |
| S1 |
0.6955 |
0.6971 |
|