CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6787 |
0.6790 |
0.0003 |
0.0% |
0.6887 |
| High |
0.6856 |
0.6833 |
-0.0023 |
-0.3% |
0.6958 |
| Low |
0.6781 |
0.6728 |
-0.0053 |
-0.8% |
0.6772 |
| Close |
0.6816 |
0.6732 |
-0.0084 |
-1.2% |
0.6816 |
| Range |
0.0076 |
0.0105 |
0.0030 |
39.1% |
0.0186 |
| ATR |
0.0085 |
0.0087 |
0.0001 |
1.7% |
0.0000 |
| Volume |
115,215 |
133,996 |
18,781 |
16.3% |
543,030 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7079 |
0.7011 |
0.6790 |
|
| R3 |
0.6974 |
0.6906 |
0.6761 |
|
| R2 |
0.6869 |
0.6869 |
0.6751 |
|
| R1 |
0.6801 |
0.6801 |
0.6742 |
0.6783 |
| PP |
0.6764 |
0.6764 |
0.6764 |
0.6755 |
| S1 |
0.6696 |
0.6696 |
0.6722 |
0.6678 |
| S2 |
0.6659 |
0.6659 |
0.6713 |
|
| S3 |
0.6554 |
0.6591 |
0.6703 |
|
| S4 |
0.6449 |
0.6486 |
0.6674 |
|
|
| 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 |
0.6728 |
0.0230 |
3.4% |
0.0087 |
1.3% |
2% |
False |
True |
116,476 |
| 10 |
0.7011 |
0.6728 |
0.0283 |
4.2% |
0.0089 |
1.3% |
1% |
False |
True |
104,124 |
| 20 |
0.7140 |
0.6728 |
0.0412 |
6.1% |
0.0084 |
1.3% |
1% |
False |
True |
94,285 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.7% |
0.0085 |
1.3% |
10% |
False |
False |
92,966 |
| 60 |
0.7142 |
0.6686 |
0.0456 |
6.8% |
0.0089 |
1.3% |
10% |
False |
False |
96,332 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
9.0% |
0.0087 |
1.3% |
8% |
False |
False |
75,629 |
| 100 |
0.7489 |
0.6686 |
0.0803 |
11.9% |
0.0087 |
1.3% |
6% |
False |
False |
60,528 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.5% |
0.0082 |
1.2% |
5% |
False |
False |
50,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7279 |
|
2.618 |
0.7108 |
|
1.618 |
0.7003 |
|
1.000 |
0.6938 |
|
0.618 |
0.6898 |
|
HIGH |
0.6833 |
|
0.618 |
0.6793 |
|
0.500 |
0.6781 |
|
0.382 |
0.6768 |
|
LOW |
0.6728 |
|
0.618 |
0.6663 |
|
1.000 |
0.6623 |
|
1.618 |
0.6558 |
|
2.618 |
0.6453 |
|
4.250 |
0.6282 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6781 |
0.6792 |
| PP |
0.6764 |
0.6772 |
| S1 |
0.6748 |
0.6752 |
|