CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 09-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2022 |
09-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6769 |
0.6750 |
-0.0019 |
-0.3% |
0.6790 |
| High |
0.6775 |
0.6878 |
0.0104 |
1.5% |
0.6878 |
| Low |
0.6713 |
0.6749 |
0.0037 |
0.5% |
0.6699 |
| Close |
0.6747 |
0.6841 |
0.0095 |
1.4% |
0.6841 |
| Range |
0.0062 |
0.0129 |
0.0067 |
108.1% |
0.0179 |
| ATR |
0.0084 |
0.0087 |
0.0003 |
4.1% |
0.0000 |
| Volume |
106,734 |
105,078 |
-1,656 |
-1.6% |
442,522 |
|
| Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7210 |
0.7154 |
0.6912 |
|
| R3 |
0.7081 |
0.7025 |
0.6876 |
|
| R2 |
0.6952 |
0.6952 |
0.6865 |
|
| R1 |
0.6896 |
0.6896 |
0.6853 |
0.6924 |
| PP |
0.6823 |
0.6823 |
0.6823 |
0.6837 |
| S1 |
0.6767 |
0.6767 |
0.6829 |
0.6795 |
| S2 |
0.6694 |
0.6694 |
0.6817 |
|
| S3 |
0.6565 |
0.6638 |
0.6806 |
|
| S4 |
0.6436 |
0.6509 |
0.6770 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7343 |
0.7271 |
0.6939 |
|
| R3 |
0.7164 |
0.7092 |
0.6890 |
|
| R2 |
0.6985 |
0.6985 |
0.6874 |
|
| R1 |
0.6913 |
0.6913 |
0.6857 |
0.6949 |
| PP |
0.6806 |
0.6806 |
0.6806 |
0.6824 |
| S1 |
0.6734 |
0.6734 |
0.6825 |
0.6770 |
| S2 |
0.6627 |
0.6627 |
0.6808 |
|
| S3 |
0.6448 |
0.6555 |
0.6792 |
|
| S4 |
0.6269 |
0.6376 |
0.6743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6878 |
0.6699 |
0.0179 |
2.6% |
0.0089 |
1.3% |
79% |
True |
False |
111,547 |
| 10 |
0.7011 |
0.6699 |
0.0312 |
4.6% |
0.0090 |
1.3% |
46% |
False |
False |
108,748 |
| 20 |
0.7132 |
0.6699 |
0.0433 |
6.3% |
0.0084 |
1.2% |
33% |
False |
False |
97,057 |
| 40 |
0.7140 |
0.6699 |
0.0441 |
6.4% |
0.0085 |
1.2% |
32% |
False |
False |
92,329 |
| 60 |
0.7140 |
0.6686 |
0.0454 |
6.6% |
0.0088 |
1.3% |
34% |
False |
False |
95,414 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0086 |
1.3% |
26% |
False |
False |
79,479 |
| 100 |
0.7475 |
0.6686 |
0.0789 |
11.5% |
0.0088 |
1.3% |
20% |
False |
False |
63,611 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.3% |
0.0083 |
1.2% |
16% |
False |
False |
53,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7426 |
|
2.618 |
0.7216 |
|
1.618 |
0.7087 |
|
1.000 |
0.7007 |
|
0.618 |
0.6958 |
|
HIGH |
0.6878 |
|
0.618 |
0.6829 |
|
0.500 |
0.6814 |
|
0.382 |
0.6798 |
|
LOW |
0.6749 |
|
0.618 |
0.6669 |
|
1.000 |
0.6620 |
|
1.618 |
0.6540 |
|
2.618 |
0.6411 |
|
4.250 |
0.6201 |
|
|
| Fisher Pivots for day following 09-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6832 |
0.6824 |
| PP |
0.6823 |
0.6806 |
| S1 |
0.6814 |
0.6789 |
|