CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 25-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2022 |
25-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6932 |
0.6912 |
-0.0020 |
-0.3% |
0.7124 |
| High |
0.6933 |
0.6993 |
0.0060 |
0.9% |
0.7128 |
| Low |
0.6881 |
0.6904 |
0.0024 |
0.3% |
0.6861 |
| Close |
0.6906 |
0.6980 |
0.0074 |
1.1% |
0.6869 |
| Range |
0.0053 |
0.0089 |
0.0037 |
69.5% |
0.0267 |
| ATR |
0.0083 |
0.0084 |
0.0000 |
0.5% |
0.0000 |
| Volume |
78,280 |
85,855 |
7,575 |
9.7% |
443,745 |
|
| Daily Pivots for day following 25-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7226 |
0.7192 |
0.7028 |
|
| R3 |
0.7137 |
0.7103 |
0.7004 |
|
| R2 |
0.7048 |
0.7048 |
0.6996 |
|
| R1 |
0.7014 |
0.7014 |
0.6988 |
0.7031 |
| PP |
0.6959 |
0.6959 |
0.6959 |
0.6967 |
| S1 |
0.6925 |
0.6925 |
0.6971 |
0.6942 |
| S2 |
0.6870 |
0.6870 |
0.6963 |
|
| S3 |
0.6781 |
0.6836 |
0.6955 |
|
| S4 |
0.6692 |
0.6747 |
0.6931 |
|
|
| 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 |
0.6993 |
0.6858 |
0.0136 |
1.9% |
0.0075 |
1.1% |
90% |
True |
False |
83,200 |
| 10 |
0.7132 |
0.6858 |
0.0275 |
3.9% |
0.0077 |
1.1% |
44% |
False |
False |
85,367 |
| 20 |
0.7140 |
0.6858 |
0.0283 |
4.0% |
0.0085 |
1.2% |
43% |
False |
False |
86,114 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.5% |
0.0087 |
1.2% |
65% |
False |
False |
91,875 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0088 |
1.3% |
49% |
False |
False |
87,729 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
8.7% |
0.0089 |
1.3% |
49% |
False |
False |
65,907 |
| 100 |
0.7665 |
0.6686 |
0.0979 |
14.0% |
0.0086 |
1.2% |
30% |
False |
False |
52,742 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.0% |
0.0081 |
1.2% |
30% |
False |
False |
43,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7371 |
|
2.618 |
0.7226 |
|
1.618 |
0.7137 |
|
1.000 |
0.7082 |
|
0.618 |
0.7048 |
|
HIGH |
0.6993 |
|
0.618 |
0.6959 |
|
0.500 |
0.6949 |
|
0.382 |
0.6938 |
|
LOW |
0.6904 |
|
0.618 |
0.6849 |
|
1.000 |
0.6815 |
|
1.618 |
0.6760 |
|
2.618 |
0.6671 |
|
4.250 |
0.6526 |
|
|
| Fisher Pivots for day following 25-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6969 |
0.6961 |
| PP |
0.6959 |
0.6943 |
| S1 |
0.6949 |
0.6925 |
|