CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 24-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6878 |
0.6932 |
0.0054 |
0.8% |
0.7124 |
| High |
0.6965 |
0.6933 |
-0.0032 |
-0.5% |
0.7128 |
| Low |
0.6858 |
0.6881 |
0.0023 |
0.3% |
0.6861 |
| Close |
0.6921 |
0.6906 |
-0.0015 |
-0.2% |
0.6869 |
| Range |
0.0108 |
0.0053 |
-0.0055 |
-51.2% |
0.0267 |
| ATR |
0.0086 |
0.0083 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
98,150 |
78,280 |
-19,870 |
-20.2% |
443,745 |
|
| Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7064 |
0.7037 |
0.6934 |
|
| R3 |
0.7011 |
0.6985 |
0.6920 |
|
| R2 |
0.6959 |
0.6959 |
0.6915 |
|
| R1 |
0.6932 |
0.6932 |
0.6910 |
0.6919 |
| PP |
0.6906 |
0.6906 |
0.6906 |
0.6900 |
| S1 |
0.6880 |
0.6880 |
0.6901 |
0.6867 |
| S2 |
0.6854 |
0.6854 |
0.6896 |
|
| S3 |
0.6801 |
0.6827 |
0.6891 |
|
| S4 |
0.6749 |
0.6775 |
0.6877 |
|
|
| 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 |
0.6973 |
0.6858 |
0.0115 |
1.7% |
0.0072 |
1.0% |
42% |
False |
False |
84,674 |
| 10 |
0.7140 |
0.6858 |
0.0283 |
4.1% |
0.0076 |
1.1% |
17% |
False |
False |
85,686 |
| 20 |
0.7140 |
0.6858 |
0.0283 |
4.1% |
0.0084 |
1.2% |
17% |
False |
False |
86,690 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.6% |
0.0086 |
1.2% |
48% |
False |
False |
91,851 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0088 |
1.3% |
36% |
False |
False |
86,346 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0088 |
1.3% |
36% |
False |
False |
64,834 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.2% |
0.0085 |
1.2% |
22% |
False |
False |
51,884 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.2% |
0.0081 |
1.2% |
22% |
False |
False |
43,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7156 |
|
2.618 |
0.7070 |
|
1.618 |
0.7018 |
|
1.000 |
0.6986 |
|
0.618 |
0.6965 |
|
HIGH |
0.6933 |
|
0.618 |
0.6913 |
|
0.500 |
0.6907 |
|
0.382 |
0.6901 |
|
LOW |
0.6881 |
|
0.618 |
0.6848 |
|
1.000 |
0.6828 |
|
1.618 |
0.6796 |
|
2.618 |
0.6743 |
|
4.250 |
0.6657 |
|
|
| Fisher Pivots for day following 24-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6907 |
0.6911 |
| PP |
0.6906 |
0.6909 |
| S1 |
0.6906 |
0.6907 |
|