CME Australian Dollar Future September 2022


Trading Metrics calculated at close of trading on 26-Aug-2022
Day Change Summary
Previous Current
25-Aug-2022 26-Aug-2022 Change Change % Previous Week
Open 0.6912 0.6982 0.0070 1.0% 0.6875
High 0.6993 0.7011 0.0018 0.3% 0.7011
Low 0.6904 0.6890 -0.0015 -0.2% 0.6858
Close 0.6980 0.6893 -0.0087 -1.2% 0.6893
Range 0.0089 0.0121 0.0032 36.0% 0.0153
ATR 0.0084 0.0086 0.0003 3.2% 0.0000
Volume 85,855 101,934 16,079 18.7% 439,598
Daily Pivots for day following 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7294 0.7214 0.6959
R3 0.7173 0.7093 0.6926
R2 0.7052 0.7052 0.6915
R1 0.6972 0.6972 0.6904 0.6952
PP 0.6931 0.6931 0.6931 0.6921
S1 0.6851 0.6851 0.6881 0.6831
S2 0.6810 0.6810 0.6870
S3 0.6689 0.6730 0.6859
S4 0.6568 0.6609 0.6826
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7379 0.7289 0.6977
R3 0.7226 0.7136 0.6935
R2 0.7073 0.7073 0.6921
R1 0.6983 0.6983 0.6907 0.7028
PP 0.6920 0.6920 0.6920 0.6943
S1 0.6830 0.6830 0.6878 0.6875
S2 0.6767 0.6767 0.6864
S3 0.6614 0.6677 0.6850
S4 0.6461 0.6524 0.6808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7011 0.6858 0.0153 2.2% 0.0087 1.3% 23% True False 87,919
10 0.7128 0.6858 0.0271 3.9% 0.0085 1.2% 13% False False 88,334
20 0.7140 0.6858 0.0283 4.1% 0.0086 1.2% 12% False False 84,971
40 0.7140 0.6686 0.0454 6.6% 0.0088 1.3% 45% False False 91,913
60 0.7291 0.6686 0.0605 8.8% 0.0089 1.3% 34% False False 89,402
80 0.7291 0.6686 0.0605 8.8% 0.0089 1.3% 34% False False 67,180
100 0.7665 0.6686 0.0979 14.2% 0.0086 1.2% 21% False False 53,761
120 0.7665 0.6686 0.0979 14.2% 0.0081 1.2% 21% False False 44,808
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7525
2.618 0.7327
1.618 0.7206
1.000 0.7132
0.618 0.7085
HIGH 0.7011
0.618 0.6964
0.500 0.6950
0.382 0.6936
LOW 0.6890
0.618 0.6815
1.000 0.6769
1.618 0.6694
2.618 0.6573
4.250 0.6375
Fisher Pivots for day following 26-Aug-2022
Pivot 1 day 3 day
R1 0.6950 0.6946
PP 0.6931 0.6928
S1 0.6912 0.6910

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These figures are updated between 7pm and 10pm EST after a trading day.

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