CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 29-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
29-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6982 |
0.6887 |
-0.0095 |
-1.4% |
0.6875 |
| High |
0.7011 |
0.6927 |
-0.0084 |
-1.2% |
0.7011 |
| Low |
0.6890 |
0.6842 |
-0.0048 |
-0.7% |
0.6858 |
| Close |
0.6893 |
0.6902 |
0.0009 |
0.1% |
0.6893 |
| Range |
0.0121 |
0.0085 |
-0.0036 |
-29.8% |
0.0153 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
101,934 |
94,646 |
-7,288 |
-7.1% |
439,598 |
|
| Daily Pivots for day following 29-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7145 |
0.7108 |
0.6948 |
|
| R3 |
0.7060 |
0.7023 |
0.6925 |
|
| R2 |
0.6975 |
0.6975 |
0.6917 |
|
| R1 |
0.6938 |
0.6938 |
0.6909 |
0.6957 |
| PP |
0.6890 |
0.6890 |
0.6890 |
0.6899 |
| S1 |
0.6853 |
0.6853 |
0.6894 |
0.6872 |
| S2 |
0.6805 |
0.6805 |
0.6886 |
|
| S3 |
0.6720 |
0.6768 |
0.6878 |
|
| S4 |
0.6635 |
0.6683 |
0.6855 |
|
|
| 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 |
0.6842 |
0.0169 |
2.4% |
0.0091 |
1.3% |
35% |
False |
True |
91,773 |
| 10 |
0.7043 |
0.6842 |
0.0201 |
2.9% |
0.0082 |
1.2% |
30% |
False |
True |
88,821 |
| 20 |
0.7140 |
0.6842 |
0.0298 |
4.3% |
0.0086 |
1.2% |
20% |
False |
True |
85,849 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.6% |
0.0087 |
1.3% |
47% |
False |
False |
90,979 |
| 60 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0088 |
1.3% |
36% |
False |
False |
90,928 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0088 |
1.3% |
36% |
False |
False |
68,362 |
| 100 |
0.7601 |
0.6686 |
0.0915 |
13.3% |
0.0086 |
1.2% |
24% |
False |
False |
54,706 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.2% |
0.0081 |
1.2% |
22% |
False |
False |
45,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7288 |
|
2.618 |
0.7150 |
|
1.618 |
0.7065 |
|
1.000 |
0.7012 |
|
0.618 |
0.6980 |
|
HIGH |
0.6927 |
|
0.618 |
0.6895 |
|
0.500 |
0.6885 |
|
0.382 |
0.6874 |
|
LOW |
0.6842 |
|
0.618 |
0.6789 |
|
1.000 |
0.6757 |
|
1.618 |
0.6704 |
|
2.618 |
0.6619 |
|
4.250 |
0.6481 |
|
|
| Fisher Pivots for day following 29-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6896 |
0.6926 |
| PP |
0.6890 |
0.6918 |
| S1 |
0.6885 |
0.6910 |
|