CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6843 |
0.6787 |
-0.0057 |
-0.8% |
0.6887 |
| High |
0.6846 |
0.6856 |
0.0010 |
0.1% |
0.6958 |
| Low |
0.6772 |
0.6781 |
0.0009 |
0.1% |
0.6772 |
| Close |
0.6783 |
0.6816 |
0.0033 |
0.5% |
0.6816 |
| Range |
0.0074 |
0.0076 |
0.0002 |
2.0% |
0.0186 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
123,481 |
115,215 |
-8,266 |
-6.7% |
543,030 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7044 |
0.7005 |
0.6857 |
|
| R3 |
0.6968 |
0.6930 |
0.6836 |
|
| R2 |
0.6893 |
0.6893 |
0.6829 |
|
| R1 |
0.6854 |
0.6854 |
0.6822 |
0.6874 |
| PP |
0.6817 |
0.6817 |
0.6817 |
0.6827 |
| S1 |
0.6779 |
0.6779 |
0.6809 |
0.6798 |
| S2 |
0.6742 |
0.6742 |
0.6802 |
|
| S3 |
0.6666 |
0.6703 |
0.6795 |
|
| S4 |
0.6591 |
0.6628 |
0.6774 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7405 |
0.7296 |
0.6918 |
|
| R3 |
0.7219 |
0.7110 |
0.6867 |
|
| R2 |
0.7034 |
0.7034 |
0.6850 |
|
| R1 |
0.6925 |
0.6925 |
0.6833 |
0.6887 |
| PP |
0.6848 |
0.6848 |
0.6848 |
0.6829 |
| S1 |
0.6739 |
0.6739 |
0.6798 |
0.6701 |
| S2 |
0.6663 |
0.6663 |
0.6781 |
|
| S3 |
0.6477 |
0.6554 |
0.6764 |
|
| S4 |
0.6292 |
0.6368 |
0.6713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6958 |
0.6772 |
0.0186 |
2.7% |
0.0083 |
1.2% |
23% |
False |
False |
108,606 |
| 10 |
0.7011 |
0.6772 |
0.0239 |
3.5% |
0.0085 |
1.2% |
18% |
False |
False |
98,262 |
| 20 |
0.7140 |
0.6772 |
0.0368 |
5.4% |
0.0085 |
1.2% |
12% |
False |
False |
91,583 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.7% |
0.0086 |
1.3% |
29% |
False |
False |
91,831 |
| 60 |
0.7202 |
0.6686 |
0.0516 |
7.6% |
0.0089 |
1.3% |
25% |
False |
False |
95,357 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
8.9% |
0.0087 |
1.3% |
21% |
False |
False |
73,959 |
| 100 |
0.7500 |
0.6686 |
0.0814 |
11.9% |
0.0087 |
1.3% |
16% |
False |
False |
59,189 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.4% |
0.0082 |
1.2% |
13% |
False |
False |
49,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7177 |
|
2.618 |
0.7054 |
|
1.618 |
0.6978 |
|
1.000 |
0.6932 |
|
0.618 |
0.6903 |
|
HIGH |
0.6856 |
|
0.618 |
0.6827 |
|
0.500 |
0.6818 |
|
0.382 |
0.6809 |
|
LOW |
0.6781 |
|
0.618 |
0.6734 |
|
1.000 |
0.6705 |
|
1.618 |
0.6658 |
|
2.618 |
0.6583 |
|
4.250 |
0.6460 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6818 |
0.6839 |
| PP |
0.6817 |
0.6831 |
| S1 |
0.6816 |
0.6823 |
|