CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6841 |
0.6887 |
0.0047 |
0.7% |
0.6790 |
| High |
0.6901 |
0.6917 |
0.0016 |
0.2% |
0.6878 |
| Low |
0.6824 |
0.6727 |
-0.0098 |
-1.4% |
0.6699 |
| Close |
0.6881 |
0.6735 |
-0.0146 |
-2.1% |
0.6841 |
| Range |
0.0077 |
0.0190 |
0.0114 |
148.4% |
0.0179 |
| ATR |
0.0086 |
0.0094 |
0.0007 |
8.6% |
0.0000 |
| Volume |
98,427 |
178,389 |
79,962 |
81.2% |
442,522 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7363 |
0.7239 |
0.6840 |
|
| R3 |
0.7173 |
0.7049 |
0.6787 |
|
| R2 |
0.6983 |
0.6983 |
0.6770 |
|
| R1 |
0.6859 |
0.6859 |
0.6752 |
0.6826 |
| PP |
0.6793 |
0.6793 |
0.6793 |
0.6776 |
| S1 |
0.6669 |
0.6669 |
0.6718 |
0.6636 |
| S2 |
0.6603 |
0.6603 |
0.6700 |
|
| S3 |
0.6413 |
0.6479 |
0.6683 |
|
| S4 |
0.6223 |
0.6289 |
0.6631 |
|
|
| 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 |
0.6917 |
0.6699 |
0.0218 |
3.2% |
0.0106 |
1.6% |
17% |
True |
False |
117,068 |
| 10 |
0.6958 |
0.6699 |
0.0259 |
3.8% |
0.0096 |
1.4% |
14% |
False |
False |
116,772 |
| 20 |
0.7043 |
0.6699 |
0.0344 |
5.1% |
0.0089 |
1.3% |
10% |
False |
False |
102,796 |
| 40 |
0.7140 |
0.6699 |
0.0441 |
6.5% |
0.0088 |
1.3% |
8% |
False |
False |
95,123 |
| 60 |
0.7140 |
0.6686 |
0.0454 |
6.7% |
0.0088 |
1.3% |
11% |
False |
False |
95,471 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
9.0% |
0.0088 |
1.3% |
8% |
False |
False |
82,931 |
| 100 |
0.7475 |
0.6686 |
0.0789 |
11.7% |
0.0090 |
1.3% |
6% |
False |
False |
66,378 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.5% |
0.0084 |
1.2% |
5% |
False |
False |
55,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7724 |
|
2.618 |
0.7414 |
|
1.618 |
0.7224 |
|
1.000 |
0.7107 |
|
0.618 |
0.7034 |
|
HIGH |
0.6917 |
|
0.618 |
0.6844 |
|
0.500 |
0.6822 |
|
0.382 |
0.6799 |
|
LOW |
0.6727 |
|
0.618 |
0.6609 |
|
1.000 |
0.6537 |
|
1.618 |
0.6419 |
|
2.618 |
0.6229 |
|
4.250 |
0.5919 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6822 |
0.6822 |
| PP |
0.6793 |
0.6793 |
| S1 |
0.6764 |
0.6764 |
|