CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 01-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7006 |
0.6992 |
-0.0015 |
-0.2% |
0.6921 |
| High |
0.7042 |
0.7056 |
0.0014 |
0.2% |
0.7042 |
| Low |
0.6925 |
0.6983 |
0.0058 |
0.8% |
0.6889 |
| Close |
0.7007 |
0.7033 |
0.0026 |
0.4% |
0.7007 |
| Range |
0.0117 |
0.0074 |
-0.0044 |
-37.2% |
0.0154 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
53 |
76 |
23 |
43.4% |
2,090 |
|
| Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7244 |
0.7212 |
0.7073 |
|
| R3 |
0.7171 |
0.7138 |
0.7053 |
|
| R2 |
0.7097 |
0.7097 |
0.7046 |
|
| R1 |
0.7065 |
0.7065 |
0.7039 |
0.7081 |
| PP |
0.7024 |
0.7024 |
0.7024 |
0.7032 |
| S1 |
0.6991 |
0.6991 |
0.7026 |
0.7008 |
| S2 |
0.6950 |
0.6950 |
0.7019 |
|
| S3 |
0.6877 |
0.6918 |
0.7012 |
|
| S4 |
0.6803 |
0.6844 |
0.6992 |
|
|
| 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 |
0.7056 |
0.6925 |
0.0131 |
1.9% |
0.0078 |
1.1% |
82% |
True |
False |
425 |
| 10 |
0.7056 |
0.6824 |
0.0233 |
3.3% |
0.0073 |
1.0% |
90% |
True |
False |
230 |
| 20 |
0.7056 |
0.6700 |
0.0357 |
5.1% |
0.0076 |
1.1% |
93% |
True |
False |
143 |
| 40 |
0.7287 |
0.6700 |
0.0588 |
8.4% |
0.0073 |
1.0% |
57% |
False |
False |
127 |
| 60 |
0.7287 |
0.6700 |
0.0588 |
8.4% |
0.0060 |
0.9% |
57% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7368 |
|
2.618 |
0.7248 |
|
1.618 |
0.7175 |
|
1.000 |
0.7130 |
|
0.618 |
0.7101 |
|
HIGH |
0.7056 |
|
0.618 |
0.7028 |
|
0.500 |
0.7019 |
|
0.382 |
0.7011 |
|
LOW |
0.6983 |
|
0.618 |
0.6937 |
|
1.000 |
0.6909 |
|
1.618 |
0.6864 |
|
2.618 |
0.6790 |
|
4.250 |
0.6670 |
|
|
| Fisher Pivots for day following 01-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7028 |
0.7019 |
| PP |
0.7024 |
0.7005 |
| S1 |
0.7019 |
0.6991 |
|