CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6748 |
0.6698 |
-0.0051 |
-0.7% |
0.6841 |
| High |
0.6771 |
0.6724 |
-0.0047 |
-0.7% |
0.6917 |
| Low |
0.6697 |
0.6670 |
-0.0027 |
-0.4% |
0.6670 |
| Close |
0.6703 |
0.6707 |
0.0004 |
0.1% |
0.6707 |
| Range |
0.0075 |
0.0054 |
-0.0021 |
-27.5% |
0.0247 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
112,813 |
9,324 |
-103,489 |
-91.7% |
600,022 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6862 |
0.6839 |
0.6737 |
|
| R3 |
0.6808 |
0.6785 |
0.6722 |
|
| R2 |
0.6754 |
0.6754 |
0.6717 |
|
| R1 |
0.6731 |
0.6731 |
0.6712 |
0.6743 |
| PP |
0.6700 |
0.6700 |
0.6700 |
0.6706 |
| S1 |
0.6677 |
0.6677 |
0.6702 |
0.6689 |
| S2 |
0.6646 |
0.6646 |
0.6697 |
|
| S3 |
0.6592 |
0.6623 |
0.6692 |
|
| S4 |
0.6538 |
0.6569 |
0.6677 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7504 |
0.7352 |
0.6843 |
|
| R3 |
0.7258 |
0.7106 |
0.6775 |
|
| R2 |
0.7011 |
0.7011 |
0.6752 |
|
| R1 |
0.6859 |
0.6859 |
0.6730 |
0.6812 |
| PP |
0.6765 |
0.6765 |
0.6765 |
0.6741 |
| S1 |
0.6613 |
0.6613 |
0.6684 |
0.6565 |
| S2 |
0.6518 |
0.6518 |
0.6662 |
|
| S3 |
0.6272 |
0.6366 |
0.6639 |
|
| S4 |
0.6025 |
0.6120 |
0.6571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6917 |
0.6670 |
0.0247 |
3.7% |
0.0090 |
1.3% |
15% |
False |
True |
120,004 |
| 10 |
0.6917 |
0.6670 |
0.0247 |
3.7% |
0.0089 |
1.3% |
15% |
False |
True |
115,775 |
| 20 |
0.7011 |
0.6670 |
0.0341 |
5.1% |
0.0087 |
1.3% |
11% |
False |
True |
105,175 |
| 40 |
0.7140 |
0.6670 |
0.0470 |
7.0% |
0.0086 |
1.3% |
8% |
False |
True |
96,225 |
| 60 |
0.7140 |
0.6670 |
0.0470 |
7.0% |
0.0085 |
1.3% |
8% |
False |
True |
95,986 |
| 80 |
0.7291 |
0.6670 |
0.0621 |
9.3% |
0.0087 |
1.3% |
6% |
False |
True |
86,951 |
| 100 |
0.7291 |
0.6670 |
0.0621 |
9.3% |
0.0088 |
1.3% |
6% |
False |
True |
69,605 |
| 120 |
0.7665 |
0.6670 |
0.0995 |
14.8% |
0.0084 |
1.3% |
4% |
False |
True |
58,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6954 |
|
2.618 |
0.6865 |
|
1.618 |
0.6811 |
|
1.000 |
0.6778 |
|
0.618 |
0.6757 |
|
HIGH |
0.6724 |
|
0.618 |
0.6703 |
|
0.500 |
0.6697 |
|
0.382 |
0.6691 |
|
LOW |
0.6670 |
|
0.618 |
0.6637 |
|
1.000 |
0.6616 |
|
1.618 |
0.6583 |
|
2.618 |
0.6529 |
|
4.250 |
0.6441 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6704 |
0.6721 |
| PP |
0.6700 |
0.6716 |
| S1 |
0.6697 |
0.6712 |
|