CME Australian Dollar Future December 2022
Trading Metrics calculated at close of trading on 28-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.6955 |
0.6997 |
0.0043 |
0.6% |
0.6820 |
High |
0.7022 |
0.7024 |
0.0003 |
0.0% |
0.6983 |
Low |
0.6929 |
0.6967 |
0.0038 |
0.5% |
0.6810 |
Close |
0.7004 |
0.6985 |
-0.0019 |
-0.3% |
0.6921 |
Range |
0.0093 |
0.0058 |
-0.0035 |
-37.8% |
0.0173 |
ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
1,809 |
120 |
-1,689 |
-93.4% |
165 |
|
Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7164 |
0.7132 |
0.7017 |
|
R3 |
0.7107 |
0.7075 |
0.7001 |
|
R2 |
0.7049 |
0.7049 |
0.6996 |
|
R1 |
0.7017 |
0.7017 |
0.6990 |
0.7005 |
PP |
0.6992 |
0.6992 |
0.6992 |
0.6986 |
S1 |
0.6960 |
0.6960 |
0.6980 |
0.6947 |
S2 |
0.6934 |
0.6934 |
0.6974 |
|
S3 |
0.6877 |
0.6902 |
0.6969 |
|
S4 |
0.6819 |
0.6845 |
0.6953 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7424 |
0.7345 |
0.7016 |
|
R3 |
0.7251 |
0.7172 |
0.6968 |
|
R2 |
0.7078 |
0.7078 |
0.6952 |
|
R1 |
0.6999 |
0.6999 |
0.6936 |
0.7038 |
PP |
0.6905 |
0.6905 |
0.6905 |
0.6924 |
S1 |
0.6826 |
0.6826 |
0.6905 |
0.6865 |
S2 |
0.6732 |
0.6732 |
0.6889 |
|
S3 |
0.6559 |
0.6653 |
0.6873 |
|
S4 |
0.6386 |
0.6480 |
0.6825 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7024 |
0.6889 |
0.0136 |
1.9% |
0.0072 |
1.0% |
71% |
True |
False |
413 |
10 |
0.7024 |
0.6729 |
0.0295 |
4.2% |
0.0067 |
1.0% |
87% |
True |
False |
235 |
20 |
0.7024 |
0.6700 |
0.0325 |
4.6% |
0.0075 |
1.1% |
88% |
True |
False |
142 |
40 |
0.7287 |
0.6700 |
0.0588 |
8.4% |
0.0070 |
1.0% |
49% |
False |
False |
127 |
60 |
0.7287 |
0.6700 |
0.0588 |
8.4% |
0.0059 |
0.8% |
49% |
False |
False |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7268 |
2.618 |
0.7175 |
1.618 |
0.7117 |
1.000 |
0.7082 |
0.618 |
0.7060 |
HIGH |
0.7024 |
0.618 |
0.7002 |
0.500 |
0.6995 |
0.382 |
0.6988 |
LOW |
0.6967 |
0.618 |
0.6931 |
1.000 |
0.6909 |
1.618 |
0.6873 |
2.618 |
0.6816 |
4.250 |
0.6722 |
|
|
Fisher Pivots for day following 28-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6995 |
0.6982 |
PP |
0.6992 |
0.6979 |
S1 |
0.6988 |
0.6977 |
|