CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 23-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6875 |
0.6878 |
0.0003 |
0.0% |
0.7124 |
| High |
0.6931 |
0.6965 |
0.0035 |
0.5% |
0.7128 |
| Low |
0.6864 |
0.6858 |
-0.0007 |
-0.1% |
0.6861 |
| Close |
0.6873 |
0.6921 |
0.0048 |
0.7% |
0.6869 |
| Range |
0.0067 |
0.0108 |
0.0041 |
61.7% |
0.0267 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.0% |
0.0000 |
| Volume |
75,379 |
98,150 |
22,771 |
30.2% |
443,745 |
|
| Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7237 |
0.7186 |
0.6980 |
|
| R3 |
0.7129 |
0.7079 |
0.6950 |
|
| R2 |
0.7022 |
0.7022 |
0.6940 |
|
| R1 |
0.6971 |
0.6971 |
0.6930 |
0.6997 |
| PP |
0.6914 |
0.6914 |
0.6914 |
0.6927 |
| S1 |
0.6864 |
0.6864 |
0.6911 |
0.6889 |
| S2 |
0.6807 |
0.6807 |
0.6901 |
|
| S3 |
0.6699 |
0.6756 |
0.6891 |
|
| S4 |
0.6592 |
0.6649 |
0.6861 |
|
|
| 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 |
0.7030 |
0.6858 |
0.0172 |
2.5% |
0.0084 |
1.2% |
37% |
False |
True |
91,096 |
| 10 |
0.7140 |
0.6858 |
0.0283 |
4.1% |
0.0086 |
1.2% |
22% |
False |
True |
89,005 |
| 20 |
0.7140 |
0.6858 |
0.0283 |
4.1% |
0.0086 |
1.2% |
22% |
False |
True |
87,850 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.6% |
0.0086 |
1.2% |
52% |
False |
False |
91,736 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0088 |
1.3% |
39% |
False |
False |
85,058 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0089 |
1.3% |
39% |
False |
False |
63,856 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.1% |
0.0085 |
1.2% |
24% |
False |
False |
51,102 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.1% |
0.0080 |
1.2% |
24% |
False |
False |
42,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7422 |
|
2.618 |
0.7246 |
|
1.618 |
0.7139 |
|
1.000 |
0.7073 |
|
0.618 |
0.7031 |
|
HIGH |
0.6965 |
|
0.618 |
0.6924 |
|
0.500 |
0.6911 |
|
0.382 |
0.6899 |
|
LOW |
0.6858 |
|
0.618 |
0.6791 |
|
1.000 |
0.6750 |
|
1.618 |
0.6684 |
|
2.618 |
0.6576 |
|
4.250 |
0.6401 |
|
|
| Fisher Pivots for day following 23-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6917 |
0.6917 |
| PP |
0.6914 |
0.6914 |
| S1 |
0.6911 |
0.6911 |
|