CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 08-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2022 |
08-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6736 |
0.6769 |
0.0033 |
0.5% |
0.6887 |
| High |
0.6770 |
0.6775 |
0.0005 |
0.1% |
0.6958 |
| Low |
0.6699 |
0.6713 |
0.0014 |
0.2% |
0.6772 |
| Close |
0.6753 |
0.6747 |
-0.0006 |
-0.1% |
0.6816 |
| Range |
0.0071 |
0.0062 |
-0.0009 |
-12.7% |
0.0186 |
| ATR |
0.0085 |
0.0084 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
96,714 |
106,734 |
10,020 |
10.4% |
543,030 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6931 |
0.6901 |
0.6781 |
|
| R3 |
0.6869 |
0.6839 |
0.6764 |
|
| R2 |
0.6807 |
0.6807 |
0.6758 |
|
| R1 |
0.6777 |
0.6777 |
0.6752 |
0.6761 |
| PP |
0.6745 |
0.6745 |
0.6745 |
0.6737 |
| S1 |
0.6715 |
0.6715 |
0.6741 |
0.6699 |
| S2 |
0.6683 |
0.6683 |
0.6735 |
|
| S3 |
0.6621 |
0.6653 |
0.6729 |
|
| S4 |
0.6559 |
0.6591 |
0.6712 |
|
|
| 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 |
0.6856 |
0.6699 |
0.0157 |
2.3% |
0.0078 |
1.1% |
30% |
False |
False |
115,228 |
| 10 |
0.7011 |
0.6699 |
0.0312 |
4.6% |
0.0086 |
1.3% |
15% |
False |
False |
106,826 |
| 20 |
0.7140 |
0.6699 |
0.0441 |
6.5% |
0.0081 |
1.2% |
11% |
False |
False |
96,256 |
| 40 |
0.7140 |
0.6686 |
0.0454 |
6.7% |
0.0085 |
1.3% |
13% |
False |
False |
92,989 |
| 60 |
0.7140 |
0.6686 |
0.0454 |
6.7% |
0.0088 |
1.3% |
13% |
False |
False |
95,692 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
9.0% |
0.0086 |
1.3% |
10% |
False |
False |
78,166 |
| 100 |
0.7475 |
0.6686 |
0.0789 |
11.7% |
0.0087 |
1.3% |
8% |
False |
False |
62,561 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.5% |
0.0082 |
1.2% |
6% |
False |
False |
52,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7038 |
|
2.618 |
0.6937 |
|
1.618 |
0.6875 |
|
1.000 |
0.6837 |
|
0.618 |
0.6813 |
|
HIGH |
0.6775 |
|
0.618 |
0.6751 |
|
0.500 |
0.6744 |
|
0.382 |
0.6736 |
|
LOW |
0.6713 |
|
0.618 |
0.6674 |
|
1.000 |
0.6651 |
|
1.618 |
0.6612 |
|
2.618 |
0.6550 |
|
4.250 |
0.6449 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6746 |
0.6766 |
| PP |
0.6745 |
0.6760 |
| S1 |
0.6744 |
0.6753 |
|