CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6750 |
0.6841 |
0.0091 |
1.3% |
0.6790 |
| High |
0.6878 |
0.6901 |
0.0023 |
0.3% |
0.6878 |
| Low |
0.6749 |
0.6824 |
0.0075 |
1.1% |
0.6699 |
| Close |
0.6841 |
0.6881 |
0.0040 |
0.6% |
0.6841 |
| Range |
0.0129 |
0.0077 |
-0.0053 |
-40.7% |
0.0179 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
105,078 |
98,427 |
-6,651 |
-6.3% |
442,522 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7098 |
0.7066 |
0.6923 |
|
| R3 |
0.7021 |
0.6989 |
0.6902 |
|
| R2 |
0.6945 |
0.6945 |
0.6895 |
|
| R1 |
0.6913 |
0.6913 |
0.6888 |
0.6929 |
| PP |
0.6868 |
0.6868 |
0.6868 |
0.6876 |
| S1 |
0.6836 |
0.6836 |
0.6873 |
0.6852 |
| S2 |
0.6792 |
0.6792 |
0.6866 |
|
| S3 |
0.6715 |
0.6760 |
0.6859 |
|
| S4 |
0.6639 |
0.6683 |
0.6838 |
|
|
| 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 |
0.6901 |
0.6699 |
0.0202 |
2.9% |
0.0089 |
1.3% |
90% |
True |
False |
108,189 |
| 10 |
0.6958 |
0.6699 |
0.0259 |
3.8% |
0.0086 |
1.2% |
70% |
False |
False |
108,397 |
| 20 |
0.7128 |
0.6699 |
0.0429 |
6.2% |
0.0085 |
1.2% |
42% |
False |
False |
98,366 |
| 40 |
0.7140 |
0.6699 |
0.0441 |
6.4% |
0.0085 |
1.2% |
41% |
False |
False |
92,546 |
| 60 |
0.7140 |
0.6686 |
0.0454 |
6.6% |
0.0087 |
1.3% |
43% |
False |
False |
94,671 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
8.8% |
0.0086 |
1.3% |
32% |
False |
False |
80,704 |
| 100 |
0.7475 |
0.6686 |
0.0789 |
11.5% |
0.0089 |
1.3% |
25% |
False |
False |
64,595 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.2% |
0.0083 |
1.2% |
20% |
False |
False |
53,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7226 |
|
2.618 |
0.7101 |
|
1.618 |
0.7024 |
|
1.000 |
0.6977 |
|
0.618 |
0.6948 |
|
HIGH |
0.6901 |
|
0.618 |
0.6871 |
|
0.500 |
0.6862 |
|
0.382 |
0.6853 |
|
LOW |
0.6824 |
|
0.618 |
0.6777 |
|
1.000 |
0.6748 |
|
1.618 |
0.6700 |
|
2.618 |
0.6624 |
|
4.250 |
0.6499 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6874 |
0.6856 |
| PP |
0.6868 |
0.6831 |
| S1 |
0.6862 |
0.6807 |
|