CME Australian Dollar Future December 2022
Trading Metrics calculated at close of trading on 02-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
0.6992 |
0.6969 |
-0.0023 |
-0.3% |
0.6921 |
High |
0.7056 |
0.6978 |
-0.0078 |
-1.1% |
0.7042 |
Low |
0.6983 |
0.6930 |
-0.0053 |
-0.8% |
0.6889 |
Close |
0.7033 |
0.6938 |
-0.0095 |
-1.3% |
0.7007 |
Range |
0.0074 |
0.0049 |
-0.0025 |
-34.0% |
0.0154 |
ATR |
0.0077 |
0.0078 |
0.0002 |
2.5% |
0.0000 |
Volume |
76 |
70 |
-6 |
-7.9% |
2,090 |
|
Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7094 |
0.7065 |
0.6965 |
|
R3 |
0.7046 |
0.7016 |
0.6951 |
|
R2 |
0.6997 |
0.6997 |
0.6947 |
|
R1 |
0.6968 |
0.6968 |
0.6942 |
0.6958 |
PP |
0.6949 |
0.6949 |
0.6949 |
0.6944 |
S1 |
0.6919 |
0.6919 |
0.6934 |
0.6910 |
S2 |
0.6900 |
0.6900 |
0.6929 |
|
S3 |
0.6852 |
0.6871 |
0.6925 |
|
S4 |
0.6803 |
0.6822 |
0.6911 |
|
|
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% |
10% |
False |
False |
425 |
10 |
0.7056 |
0.6870 |
0.0186 |
2.7% |
0.0069 |
1.0% |
37% |
False |
False |
232 |
20 |
0.7056 |
0.6700 |
0.0357 |
5.1% |
0.0072 |
1.0% |
67% |
False |
False |
145 |
40 |
0.7232 |
0.6700 |
0.0532 |
7.7% |
0.0073 |
1.0% |
45% |
False |
False |
129 |
60 |
0.7287 |
0.6700 |
0.0588 |
8.5% |
0.0061 |
0.9% |
41% |
False |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7184 |
2.618 |
0.7105 |
1.618 |
0.7056 |
1.000 |
0.7027 |
0.618 |
0.7008 |
HIGH |
0.6978 |
0.618 |
0.6959 |
0.500 |
0.6954 |
0.382 |
0.6948 |
LOW |
0.6930 |
0.618 |
0.6900 |
1.000 |
0.6881 |
1.618 |
0.6851 |
2.618 |
0.6803 |
4.250 |
0.6723 |
|
|
Fisher Pivots for day following 02-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6954 |
0.6991 |
PP |
0.6949 |
0.6973 |
S1 |
0.6943 |
0.6956 |
|