CME Australian Dollar Future December 2022
Trading Metrics calculated at close of trading on 29-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2022 |
29-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.6997 |
0.7006 |
0.0009 |
0.1% |
0.6921 |
High |
0.7024 |
0.7042 |
0.0018 |
0.3% |
0.7042 |
Low |
0.6967 |
0.6925 |
-0.0042 |
-0.6% |
0.6889 |
Close |
0.6985 |
0.7007 |
0.0022 |
0.3% |
0.7007 |
Range |
0.0058 |
0.0117 |
0.0060 |
103.5% |
0.0154 |
ATR |
0.0074 |
0.0077 |
0.0003 |
4.2% |
0.0000 |
Volume |
120 |
53 |
-67 |
-55.8% |
2,090 |
|
Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7342 |
0.7291 |
0.7071 |
|
R3 |
0.7225 |
0.7174 |
0.7039 |
|
R2 |
0.7108 |
0.7108 |
0.7028 |
|
R1 |
0.7057 |
0.7057 |
0.7017 |
0.7083 |
PP |
0.6991 |
0.6991 |
0.6991 |
0.7004 |
S1 |
0.6940 |
0.6940 |
0.6996 |
0.6966 |
S2 |
0.6874 |
0.6874 |
0.6985 |
|
S3 |
0.6757 |
0.6823 |
0.6974 |
|
S4 |
0.6640 |
0.6706 |
0.6942 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7440 |
0.7377 |
0.7091 |
|
R3 |
0.7286 |
0.7223 |
0.7049 |
|
R2 |
0.7133 |
0.7133 |
0.7035 |
|
R1 |
0.7070 |
0.7070 |
0.7021 |
0.7101 |
PP |
0.6979 |
0.6979 |
0.6979 |
0.6995 |
S1 |
0.6916 |
0.6916 |
0.6992 |
0.6948 |
S2 |
0.6826 |
0.6826 |
0.6978 |
|
S3 |
0.6672 |
0.6763 |
0.6964 |
|
S4 |
0.6519 |
0.6609 |
0.6922 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7042 |
0.6889 |
0.0154 |
2.2% |
0.0079 |
1.1% |
77% |
True |
False |
418 |
10 |
0.7042 |
0.6810 |
0.0232 |
3.3% |
0.0070 |
1.0% |
85% |
True |
False |
225 |
20 |
0.7042 |
0.6700 |
0.0343 |
4.9% |
0.0079 |
1.1% |
90% |
True |
False |
143 |
40 |
0.7287 |
0.6700 |
0.0588 |
8.4% |
0.0072 |
1.0% |
52% |
False |
False |
127 |
60 |
0.7287 |
0.6700 |
0.0588 |
8.4% |
0.0061 |
0.9% |
52% |
False |
False |
87 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7539 |
2.618 |
0.7348 |
1.618 |
0.7231 |
1.000 |
0.7159 |
0.618 |
0.7114 |
HIGH |
0.7042 |
0.618 |
0.6997 |
0.500 |
0.6984 |
0.382 |
0.6970 |
LOW |
0.6925 |
0.618 |
0.6853 |
1.000 |
0.6808 |
1.618 |
0.6736 |
2.618 |
0.6619 |
4.250 |
0.6428 |
|
|
Fisher Pivots for day following 29-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6999 |
0.6999 |
PP |
0.6991 |
0.6991 |
S1 |
0.6984 |
0.6984 |
|