CME Australian Dollar Future December 2022
Trading Metrics calculated at close of trading on 05-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
0.6969 |
0.6967 |
-0.0002 |
0.0% |
0.6992 |
High |
0.7000 |
0.6987 |
-0.0014 |
-0.2% |
0.7056 |
Low |
0.6961 |
0.6884 |
-0.0077 |
-1.1% |
0.6884 |
Close |
0.6995 |
0.6920 |
-0.0075 |
-1.1% |
0.6920 |
Range |
0.0040 |
0.0103 |
0.0064 |
160.8% |
0.0173 |
ATR |
0.0074 |
0.0077 |
0.0003 |
3.5% |
0.0000 |
Volume |
39 |
91 |
52 |
133.3% |
414 |
|
Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7239 |
0.7183 |
0.6977 |
|
R3 |
0.7136 |
0.7080 |
0.6948 |
|
R2 |
0.7033 |
0.7033 |
0.6939 |
|
R1 |
0.6977 |
0.6977 |
0.6929 |
0.6953 |
PP |
0.6930 |
0.6930 |
0.6930 |
0.6918 |
S1 |
0.6874 |
0.6874 |
0.6911 |
0.6850 |
S2 |
0.6827 |
0.6827 |
0.6901 |
|
S3 |
0.6724 |
0.6771 |
0.6892 |
|
S4 |
0.6621 |
0.6668 |
0.6863 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7471 |
0.7368 |
0.7015 |
|
R3 |
0.7298 |
0.7195 |
0.6967 |
|
R2 |
0.7126 |
0.7126 |
0.6952 |
|
R1 |
0.7023 |
0.7023 |
0.6936 |
0.6988 |
PP |
0.6953 |
0.6953 |
0.6953 |
0.6936 |
S1 |
0.6850 |
0.6850 |
0.6904 |
0.6816 |
S2 |
0.6781 |
0.6781 |
0.6888 |
|
S3 |
0.6608 |
0.6678 |
0.6873 |
|
S4 |
0.6436 |
0.6505 |
0.6825 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7056 |
0.6884 |
0.0173 |
2.5% |
0.0064 |
0.9% |
21% |
False |
True |
82 |
10 |
0.7056 |
0.6884 |
0.0173 |
2.5% |
0.0072 |
1.0% |
21% |
False |
True |
250 |
20 |
0.7056 |
0.6700 |
0.0357 |
5.2% |
0.0072 |
1.0% |
62% |
False |
False |
153 |
40 |
0.7184 |
0.6700 |
0.0485 |
7.0% |
0.0075 |
1.1% |
46% |
False |
False |
110 |
60 |
0.7287 |
0.6700 |
0.0588 |
8.5% |
0.0062 |
0.9% |
38% |
False |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7424 |
2.618 |
0.7256 |
1.618 |
0.7153 |
1.000 |
0.7090 |
0.618 |
0.7050 |
HIGH |
0.6987 |
0.618 |
0.6947 |
0.500 |
0.6935 |
0.382 |
0.6923 |
LOW |
0.6884 |
0.618 |
0.6820 |
1.000 |
0.6781 |
1.618 |
0.6717 |
2.618 |
0.6614 |
4.250 |
0.6446 |
|
|
Fisher Pivots for day following 05-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6935 |
0.6942 |
PP |
0.6930 |
0.6935 |
S1 |
0.6925 |
0.6927 |
|