CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 22-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2022 |
22-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6917 |
0.6875 |
-0.0042 |
-0.6% |
0.7124 |
| High |
0.6922 |
0.6931 |
0.0009 |
0.1% |
0.7128 |
| Low |
0.6861 |
0.6864 |
0.0003 |
0.0% |
0.6861 |
| Close |
0.6869 |
0.6873 |
0.0004 |
0.1% |
0.6869 |
| Range |
0.0061 |
0.0067 |
0.0006 |
9.0% |
0.0267 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
78,340 |
75,379 |
-2,961 |
-3.8% |
443,745 |
|
| Daily Pivots for day following 22-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7089 |
0.7047 |
0.6909 |
|
| R3 |
0.7022 |
0.6981 |
0.6891 |
|
| R2 |
0.6956 |
0.6956 |
0.6885 |
|
| R1 |
0.6914 |
0.6914 |
0.6879 |
0.6902 |
| PP |
0.6889 |
0.6889 |
0.6889 |
0.6883 |
| S1 |
0.6848 |
0.6848 |
0.6866 |
0.6835 |
| S2 |
0.6823 |
0.6823 |
0.6860 |
|
| S3 |
0.6756 |
0.6781 |
0.6854 |
|
| S4 |
0.6690 |
0.6715 |
0.6836 |
|
|
| 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 |
0.7043 |
0.6861 |
0.0182 |
2.6% |
0.0073 |
1.1% |
6% |
False |
False |
85,869 |
| 10 |
0.7140 |
0.6861 |
0.0279 |
4.1% |
0.0080 |
1.2% |
4% |
False |
False |
84,445 |
| 20 |
0.7140 |
0.6861 |
0.0279 |
4.1% |
0.0084 |
1.2% |
4% |
False |
False |
86,703 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.6% |
0.0085 |
1.2% |
41% |
False |
False |
91,299 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0087 |
1.3% |
31% |
False |
False |
83,432 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0089 |
1.3% |
31% |
False |
False |
62,630 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.2% |
0.0084 |
1.2% |
19% |
False |
False |
50,121 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.2% |
0.0079 |
1.2% |
19% |
False |
False |
41,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7213 |
|
2.618 |
0.7105 |
|
1.618 |
0.7038 |
|
1.000 |
0.6997 |
|
0.618 |
0.6972 |
|
HIGH |
0.6931 |
|
0.618 |
0.6905 |
|
0.500 |
0.6897 |
|
0.382 |
0.6889 |
|
LOW |
0.6864 |
|
0.618 |
0.6823 |
|
1.000 |
0.6798 |
|
1.618 |
0.6756 |
|
2.618 |
0.6690 |
|
4.250 |
0.6581 |
|
|
| Fisher Pivots for day following 22-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6897 |
0.6917 |
| PP |
0.6889 |
0.6902 |
| S1 |
0.6881 |
0.6887 |
|