CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6735 |
0.6748 |
0.0014 |
0.2% |
0.6790 |
| High |
0.6761 |
0.6771 |
0.0011 |
0.2% |
0.6878 |
| Low |
0.6705 |
0.6697 |
-0.0008 |
-0.1% |
0.6699 |
| Close |
0.6740 |
0.6703 |
-0.0037 |
-0.5% |
0.6841 |
| Range |
0.0056 |
0.0075 |
0.0019 |
33.0% |
0.0179 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
201,069 |
112,813 |
-88,256 |
-43.9% |
442,522 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6947 |
0.6900 |
0.6744 |
|
| R3 |
0.6873 |
0.6825 |
0.6723 |
|
| R2 |
0.6798 |
0.6798 |
0.6717 |
|
| R1 |
0.6751 |
0.6751 |
0.6710 |
0.6737 |
| PP |
0.6724 |
0.6724 |
0.6724 |
0.6717 |
| S1 |
0.6676 |
0.6676 |
0.6696 |
0.6663 |
| S2 |
0.6649 |
0.6649 |
0.6689 |
|
| S3 |
0.6575 |
0.6602 |
0.6683 |
|
| S4 |
0.6500 |
0.6527 |
0.6662 |
|
|
| 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 |
0.6697 |
0.0220 |
3.3% |
0.0105 |
1.6% |
3% |
False |
True |
139,155 |
| 10 |
0.6917 |
0.6697 |
0.0220 |
3.3% |
0.0091 |
1.4% |
3% |
False |
True |
127,191 |
| 20 |
0.7011 |
0.6697 |
0.0314 |
4.7% |
0.0087 |
1.3% |
2% |
False |
True |
109,370 |
| 40 |
0.7140 |
0.6697 |
0.0444 |
6.6% |
0.0087 |
1.3% |
1% |
False |
True |
98,457 |
| 60 |
0.7140 |
0.6686 |
0.0454 |
6.8% |
0.0086 |
1.3% |
4% |
False |
False |
97,198 |
| 80 |
0.7291 |
0.6686 |
0.0605 |
9.0% |
0.0087 |
1.3% |
3% |
False |
False |
86,839 |
| 100 |
0.7291 |
0.6686 |
0.0605 |
9.0% |
0.0089 |
1.3% |
3% |
False |
False |
69,514 |
| 120 |
0.7665 |
0.6686 |
0.0979 |
14.6% |
0.0084 |
1.3% |
2% |
False |
False |
57,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7088 |
|
2.618 |
0.6966 |
|
1.618 |
0.6892 |
|
1.000 |
0.6846 |
|
0.618 |
0.6817 |
|
HIGH |
0.6771 |
|
0.618 |
0.6743 |
|
0.500 |
0.6734 |
|
0.382 |
0.6725 |
|
LOW |
0.6697 |
|
0.618 |
0.6650 |
|
1.000 |
0.6622 |
|
1.618 |
0.6576 |
|
2.618 |
0.6501 |
|
4.250 |
0.6380 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6734 |
0.6807 |
| PP |
0.6724 |
0.6772 |
| S1 |
0.6713 |
0.6738 |
|