CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 18-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2022 |
18-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7026 |
0.6940 |
-0.0087 |
-1.2% |
0.6915 |
| High |
0.7030 |
0.6973 |
-0.0057 |
-0.8% |
0.7140 |
| Low |
0.6914 |
0.6902 |
-0.0013 |
-0.2% |
0.6902 |
| Close |
0.6947 |
0.6920 |
-0.0027 |
-0.4% |
0.7131 |
| Range |
0.0116 |
0.0071 |
-0.0045 |
-38.5% |
0.0238 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
110,390 |
93,223 |
-17,167 |
-15.6% |
405,306 |
|
| Daily Pivots for day following 18-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7144 |
0.7103 |
0.6959 |
|
| R3 |
0.7073 |
0.7032 |
0.6940 |
|
| R2 |
0.7002 |
0.7002 |
0.6933 |
|
| R1 |
0.6961 |
0.6961 |
0.6927 |
0.6946 |
| PP |
0.6931 |
0.6931 |
0.6931 |
0.6924 |
| S1 |
0.6890 |
0.6890 |
0.6913 |
0.6875 |
| S2 |
0.6860 |
0.6860 |
0.6907 |
|
| S3 |
0.6789 |
0.6819 |
0.6900 |
|
| S4 |
0.6718 |
0.6748 |
0.6881 |
|
|
| 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 |
0.7132 |
0.6902 |
0.0231 |
3.3% |
0.0079 |
1.1% |
8% |
False |
True |
87,533 |
| 10 |
0.7140 |
0.6874 |
0.0267 |
3.9% |
0.0089 |
1.3% |
17% |
False |
False |
85,492 |
| 20 |
0.7140 |
0.6874 |
0.0267 |
3.9% |
0.0086 |
1.2% |
17% |
False |
False |
87,275 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.6% |
0.0085 |
1.2% |
52% |
False |
False |
91,391 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0087 |
1.3% |
39% |
False |
False |
80,876 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0089 |
1.3% |
39% |
False |
False |
60,713 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.1% |
0.0084 |
1.2% |
24% |
False |
False |
48,584 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.1% |
0.0078 |
1.1% |
24% |
False |
False |
40,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7274 |
|
2.618 |
0.7158 |
|
1.618 |
0.7087 |
|
1.000 |
0.7044 |
|
0.618 |
0.7016 |
|
HIGH |
0.6973 |
|
0.618 |
0.6945 |
|
0.500 |
0.6937 |
|
0.382 |
0.6929 |
|
LOW |
0.6902 |
|
0.618 |
0.6858 |
|
1.000 |
0.6831 |
|
1.618 |
0.6787 |
|
2.618 |
0.6716 |
|
4.250 |
0.6600 |
|
|
| Fisher Pivots for day following 18-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6937 |
0.6972 |
| PP |
0.6931 |
0.6955 |
| S1 |
0.6926 |
0.6937 |
|