CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6887 |
0.6735 |
-0.0153 |
-2.2% |
0.6790 |
| High |
0.6917 |
0.6761 |
-0.0156 |
-2.3% |
0.6878 |
| Low |
0.6727 |
0.6705 |
-0.0022 |
-0.3% |
0.6699 |
| Close |
0.6735 |
0.6740 |
0.0005 |
0.1% |
0.6841 |
| Range |
0.0190 |
0.0056 |
-0.0134 |
-70.5% |
0.0179 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
178,389 |
201,069 |
22,680 |
12.7% |
442,522 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6903 |
0.6877 |
0.6770 |
|
| R3 |
0.6847 |
0.6821 |
0.6755 |
|
| R2 |
0.6791 |
0.6791 |
0.6750 |
|
| R1 |
0.6765 |
0.6765 |
0.6745 |
0.6778 |
| PP |
0.6735 |
0.6735 |
0.6735 |
0.6741 |
| S1 |
0.6709 |
0.6709 |
0.6734 |
0.6722 |
| S2 |
0.6679 |
0.6679 |
0.6729 |
|
| S3 |
0.6623 |
0.6653 |
0.6724 |
|
| S4 |
0.6567 |
0.6597 |
0.6709 |
|
|
| 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 |
0.6705 |
0.0212 |
3.1% |
0.0103 |
1.5% |
17% |
False |
True |
137,939 |
| 10 |
0.6917 |
0.6699 |
0.0218 |
3.2% |
0.0091 |
1.3% |
19% |
False |
False |
126,884 |
| 20 |
0.7030 |
0.6699 |
0.0331 |
4.9% |
0.0089 |
1.3% |
12% |
False |
False |
109,249 |
| 40 |
0.7140 |
0.6699 |
0.0441 |
6.5% |
0.0087 |
1.3% |
9% |
False |
False |
97,812 |
| 60 |
0.7140 |
0.6686 |
0.0454 |
6.7% |
0.0086 |
1.3% |
12% |
False |
False |
97,150 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
9.0% |
0.0087 |
1.3% |
9% |
False |
False |
85,435 |
| 100 |
0.7393 |
0.6686 |
0.0707 |
10.5% |
0.0090 |
1.3% |
8% |
False |
False |
68,388 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.5% |
0.0084 |
1.2% |
5% |
False |
False |
56,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6999 |
|
2.618 |
0.6907 |
|
1.618 |
0.6851 |
|
1.000 |
0.6817 |
|
0.618 |
0.6795 |
|
HIGH |
0.6761 |
|
0.618 |
0.6739 |
|
0.500 |
0.6733 |
|
0.382 |
0.6726 |
|
LOW |
0.6705 |
|
0.618 |
0.6670 |
|
1.000 |
0.6649 |
|
1.618 |
0.6614 |
|
2.618 |
0.6558 |
|
4.250 |
0.6467 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6737 |
0.6811 |
| PP |
0.6735 |
0.6787 |
| S1 |
0.6733 |
0.6763 |
|