CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 01-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6856 |
0.6843 |
-0.0013 |
-0.2% |
0.6875 |
| High |
0.6905 |
0.6846 |
-0.0059 |
-0.9% |
0.7011 |
| Low |
0.6836 |
0.6772 |
-0.0064 |
-0.9% |
0.6858 |
| Close |
0.6848 |
0.6783 |
-0.0065 |
-0.9% |
0.6893 |
| Range |
0.0070 |
0.0074 |
0.0005 |
6.5% |
0.0153 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
109,741 |
123,481 |
13,740 |
12.5% |
439,598 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7022 |
0.6976 |
0.6823 |
|
| R3 |
0.6948 |
0.6902 |
0.6803 |
|
| R2 |
0.6874 |
0.6874 |
0.6796 |
|
| R1 |
0.6828 |
0.6828 |
0.6789 |
0.6814 |
| PP |
0.6800 |
0.6800 |
0.6800 |
0.6793 |
| S1 |
0.6754 |
0.6754 |
0.6776 |
0.6740 |
| S2 |
0.6726 |
0.6726 |
0.6769 |
|
| S3 |
0.6652 |
0.6680 |
0.6762 |
|
| S4 |
0.6578 |
0.6606 |
0.6742 |
|
|
| 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 |
0.6772 |
0.0239 |
3.5% |
0.0092 |
1.4% |
4% |
False |
True |
105,949 |
| 10 |
0.7011 |
0.6772 |
0.0239 |
3.5% |
0.0084 |
1.2% |
4% |
False |
True |
94,575 |
| 20 |
0.7140 |
0.6772 |
0.0368 |
5.4% |
0.0086 |
1.3% |
3% |
False |
True |
90,034 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.7% |
0.0086 |
1.3% |
21% |
False |
False |
91,111 |
| 60 |
0.7240 |
0.6686 |
0.0554 |
8.2% |
0.0089 |
1.3% |
17% |
False |
False |
95,309 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
8.9% |
0.0087 |
1.3% |
16% |
False |
False |
72,520 |
| 100 |
0.7500 |
0.6686 |
0.0814 |
12.0% |
0.0087 |
1.3% |
12% |
False |
False |
58,037 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.4% |
0.0082 |
1.2% |
10% |
False |
False |
48,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7161 |
|
2.618 |
0.7040 |
|
1.618 |
0.6966 |
|
1.000 |
0.6920 |
|
0.618 |
0.6892 |
|
HIGH |
0.6846 |
|
0.618 |
0.6818 |
|
0.500 |
0.6809 |
|
0.382 |
0.6800 |
|
LOW |
0.6772 |
|
0.618 |
0.6726 |
|
1.000 |
0.6698 |
|
1.618 |
0.6652 |
|
2.618 |
0.6578 |
|
4.250 |
0.6458 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6809 |
0.6865 |
| PP |
0.6800 |
0.6837 |
| S1 |
0.6791 |
0.6810 |
|