CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 19-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2022 |
19-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6940 |
0.6917 |
-0.0023 |
-0.3% |
0.7124 |
| High |
0.6973 |
0.6922 |
-0.0051 |
-0.7% |
0.7128 |
| Low |
0.6902 |
0.6861 |
-0.0041 |
-0.6% |
0.6861 |
| Close |
0.6920 |
0.6869 |
-0.0051 |
-0.7% |
0.6869 |
| Range |
0.0071 |
0.0061 |
-0.0010 |
-14.1% |
0.0267 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
93,223 |
78,340 |
-14,883 |
-16.0% |
443,745 |
|
| Daily Pivots for day following 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7067 |
0.7029 |
0.6903 |
|
| R3 |
0.7006 |
0.6968 |
0.6886 |
|
| R2 |
0.6945 |
0.6945 |
0.6880 |
|
| R1 |
0.6907 |
0.6907 |
0.6875 |
0.6896 |
| PP |
0.6884 |
0.6884 |
0.6884 |
0.6878 |
| S1 |
0.6846 |
0.6846 |
0.6863 |
0.6835 |
| S2 |
0.6823 |
0.6823 |
0.6858 |
|
| S3 |
0.6762 |
0.6785 |
0.6852 |
|
| S4 |
0.6701 |
0.6724 |
0.6835 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7754 |
0.7578 |
0.7016 |
|
| R3 |
0.7487 |
0.7311 |
0.6942 |
|
| R2 |
0.7220 |
0.7220 |
0.6918 |
|
| R1 |
0.7044 |
0.7044 |
0.6893 |
0.6999 |
| PP |
0.6953 |
0.6953 |
0.6953 |
0.6930 |
| S1 |
0.6777 |
0.6777 |
0.6845 |
0.6732 |
| S2 |
0.6686 |
0.6686 |
0.6820 |
|
| S3 |
0.6419 |
0.6510 |
0.6796 |
|
| S4 |
0.6152 |
0.6243 |
0.6722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7128 |
0.6861 |
0.0267 |
3.9% |
0.0082 |
1.2% |
3% |
False |
True |
88,749 |
| 10 |
0.7140 |
0.6861 |
0.0279 |
4.1% |
0.0084 |
1.2% |
3% |
False |
True |
84,905 |
| 20 |
0.7140 |
0.6861 |
0.0279 |
4.1% |
0.0085 |
1.2% |
3% |
False |
True |
86,550 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.6% |
0.0085 |
1.2% |
40% |
False |
False |
91,430 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0087 |
1.3% |
30% |
False |
False |
82,179 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0089 |
1.3% |
30% |
False |
False |
61,692 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.2% |
0.0084 |
1.2% |
19% |
False |
False |
49,367 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.2% |
0.0079 |
1.1% |
19% |
False |
False |
41,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7181 |
|
2.618 |
0.7082 |
|
1.618 |
0.7021 |
|
1.000 |
0.6983 |
|
0.618 |
0.6960 |
|
HIGH |
0.6922 |
|
0.618 |
0.6899 |
|
0.500 |
0.6892 |
|
0.382 |
0.6884 |
|
LOW |
0.6861 |
|
0.618 |
0.6823 |
|
1.000 |
0.6800 |
|
1.618 |
0.6762 |
|
2.618 |
0.6701 |
|
4.250 |
0.6602 |
|
|
| Fisher Pivots for day following 19-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6892 |
0.6945 |
| PP |
0.6884 |
0.6920 |
| S1 |
0.6877 |
0.6894 |
|