CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 31-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2022 |
31-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6903 |
0.6856 |
-0.0048 |
-0.7% |
0.6875 |
| High |
0.6958 |
0.6905 |
-0.0053 |
-0.8% |
0.7011 |
| Low |
0.6847 |
0.6836 |
-0.0011 |
-0.2% |
0.6858 |
| Close |
0.6857 |
0.6848 |
-0.0009 |
-0.1% |
0.6893 |
| Range |
0.0111 |
0.0070 |
-0.0042 |
-37.4% |
0.0153 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
99,947 |
109,741 |
9,794 |
9.8% |
439,598 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7071 |
0.7029 |
0.6886 |
|
| R3 |
0.7002 |
0.6959 |
0.6867 |
|
| R2 |
0.6932 |
0.6932 |
0.6860 |
|
| R1 |
0.6890 |
0.6890 |
0.6854 |
0.6876 |
| PP |
0.6863 |
0.6863 |
0.6863 |
0.6856 |
| S1 |
0.6820 |
0.6820 |
0.6841 |
0.6807 |
| S2 |
0.6793 |
0.6793 |
0.6835 |
|
| S3 |
0.6724 |
0.6751 |
0.6828 |
|
| S4 |
0.6654 |
0.6681 |
0.6809 |
|
|
| 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 |
0.6836 |
0.0175 |
2.6% |
0.0095 |
1.4% |
7% |
False |
True |
98,424 |
| 10 |
0.7011 |
0.6836 |
0.0175 |
2.6% |
0.0083 |
1.2% |
7% |
False |
True |
91,549 |
| 20 |
0.7140 |
0.6836 |
0.0305 |
4.4% |
0.0085 |
1.2% |
4% |
False |
True |
86,673 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.6% |
0.0086 |
1.3% |
36% |
False |
False |
90,290 |
| 60 |
0.7257 |
0.6686 |
0.0571 |
8.3% |
0.0089 |
1.3% |
28% |
False |
False |
94,066 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0087 |
1.3% |
27% |
False |
False |
70,980 |
| 100 |
0.7513 |
0.6686 |
0.0827 |
12.1% |
0.0087 |
1.3% |
20% |
False |
False |
56,802 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.3% |
0.0082 |
1.2% |
17% |
False |
False |
47,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7200 |
|
2.618 |
0.7087 |
|
1.618 |
0.7017 |
|
1.000 |
0.6975 |
|
0.618 |
0.6948 |
|
HIGH |
0.6905 |
|
0.618 |
0.6878 |
|
0.500 |
0.6870 |
|
0.382 |
0.6862 |
|
LOW |
0.6836 |
|
0.618 |
0.6793 |
|
1.000 |
0.6766 |
|
1.618 |
0.6723 |
|
2.618 |
0.6654 |
|
4.250 |
0.6540 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6870 |
0.6897 |
| PP |
0.6863 |
0.6880 |
| S1 |
0.6855 |
0.6864 |
|