CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 08-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2022 |
08-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6967 |
0.6919 |
-0.0048 |
-0.7% |
0.6992 |
| High |
0.6987 |
0.7018 |
0.0031 |
0.4% |
0.7056 |
| Low |
0.6884 |
0.6918 |
0.0034 |
0.5% |
0.6884 |
| Close |
0.6920 |
0.6993 |
0.0073 |
1.0% |
0.6920 |
| Range |
0.0103 |
0.0100 |
-0.0003 |
-2.9% |
0.0173 |
| ATR |
0.0077 |
0.0078 |
0.0002 |
2.2% |
0.0000 |
| Volume |
91 |
644 |
553 |
607.7% |
414 |
|
| Daily Pivots for day following 08-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7276 |
0.7234 |
0.7048 |
|
| R3 |
0.7176 |
0.7134 |
0.7020 |
|
| R2 |
0.7076 |
0.7076 |
0.7011 |
|
| R1 |
0.7034 |
0.7034 |
0.7002 |
0.7055 |
| PP |
0.6976 |
0.6976 |
0.6976 |
0.6986 |
| S1 |
0.6934 |
0.6934 |
0.6983 |
0.6955 |
| S2 |
0.6876 |
0.6876 |
0.6974 |
|
| S3 |
0.6776 |
0.6834 |
0.6965 |
|
| S4 |
0.6676 |
0.6734 |
0.6938 |
|
|
| 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 |
0.7018 |
0.6884 |
0.0134 |
1.9% |
0.0070 |
1.0% |
81% |
True |
False |
196 |
| 10 |
0.7056 |
0.6884 |
0.0173 |
2.5% |
0.0074 |
1.1% |
63% |
False |
False |
310 |
| 20 |
0.7056 |
0.6700 |
0.0357 |
5.1% |
0.0071 |
1.0% |
82% |
False |
False |
184 |
| 40 |
0.7134 |
0.6700 |
0.0435 |
6.2% |
0.0076 |
1.1% |
67% |
False |
False |
126 |
| 60 |
0.7287 |
0.6700 |
0.0588 |
8.4% |
0.0063 |
0.9% |
50% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7443 |
|
2.618 |
0.7279 |
|
1.618 |
0.7179 |
|
1.000 |
0.7118 |
|
0.618 |
0.7079 |
|
HIGH |
0.7018 |
|
0.618 |
0.6979 |
|
0.500 |
0.6968 |
|
0.382 |
0.6956 |
|
LOW |
0.6918 |
|
0.618 |
0.6856 |
|
1.000 |
0.6818 |
|
1.618 |
0.6756 |
|
2.618 |
0.6656 |
|
4.250 |
0.6493 |
|
|
| Fisher Pivots for day following 08-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6984 |
0.6979 |
| PP |
0.6976 |
0.6965 |
| S1 |
0.6968 |
0.6951 |
|