CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 07-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2022 |
07-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6790 |
0.6736 |
-0.0054 |
-0.8% |
0.6887 |
| High |
0.6833 |
0.6770 |
-0.0063 |
-0.9% |
0.6958 |
| Low |
0.6728 |
0.6699 |
-0.0029 |
-0.4% |
0.6772 |
| Close |
0.6732 |
0.6753 |
0.0021 |
0.3% |
0.6816 |
| Range |
0.0105 |
0.0071 |
-0.0034 |
-32.4% |
0.0186 |
| ATR |
0.0087 |
0.0085 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
133,996 |
96,714 |
-37,282 |
-27.8% |
543,030 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6954 |
0.6924 |
0.6792 |
|
| R3 |
0.6883 |
0.6853 |
0.6772 |
|
| R2 |
0.6812 |
0.6812 |
0.6766 |
|
| R1 |
0.6782 |
0.6782 |
0.6759 |
0.6797 |
| PP |
0.6741 |
0.6741 |
0.6741 |
0.6748 |
| S1 |
0.6711 |
0.6711 |
0.6746 |
0.6726 |
| S2 |
0.6670 |
0.6670 |
0.6739 |
|
| S3 |
0.6599 |
0.6640 |
0.6733 |
|
| S4 |
0.6528 |
0.6569 |
0.6713 |
|
|
| 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 |
0.6905 |
0.6699 |
0.0206 |
3.1% |
0.0079 |
1.2% |
26% |
False |
True |
115,829 |
| 10 |
0.7011 |
0.6699 |
0.0312 |
4.6% |
0.0085 |
1.3% |
17% |
False |
True |
103,980 |
| 20 |
0.7140 |
0.6699 |
0.0441 |
6.5% |
0.0086 |
1.3% |
12% |
False |
True |
96,493 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.7% |
0.0085 |
1.3% |
15% |
False |
False |
93,482 |
| 60 |
0.7140 |
0.6686 |
0.0454 |
6.7% |
0.0089 |
1.3% |
15% |
False |
False |
95,725 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
9.0% |
0.0086 |
1.3% |
11% |
False |
False |
76,833 |
| 100 |
0.7489 |
0.6686 |
0.0803 |
11.9% |
0.0087 |
1.3% |
8% |
False |
False |
61,494 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.5% |
0.0082 |
1.2% |
7% |
False |
False |
51,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7072 |
|
2.618 |
0.6956 |
|
1.618 |
0.6885 |
|
1.000 |
0.6841 |
|
0.618 |
0.6814 |
|
HIGH |
0.6770 |
|
0.618 |
0.6743 |
|
0.500 |
0.6735 |
|
0.382 |
0.6726 |
|
LOW |
0.6699 |
|
0.618 |
0.6655 |
|
1.000 |
0.6628 |
|
1.618 |
0.6584 |
|
2.618 |
0.6513 |
|
4.250 |
0.6397 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6747 |
0.6778 |
| PP |
0.6741 |
0.6769 |
| S1 |
0.6735 |
0.6761 |
|