CME Australian Dollar Future December 2022
Trading Metrics calculated at close of trading on 11-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
0.6969 |
0.7098 |
0.0129 |
1.9% |
0.6992 |
High |
0.7120 |
0.7140 |
0.0020 |
0.3% |
0.7056 |
Low |
0.6966 |
0.7084 |
0.0118 |
1.7% |
0.6884 |
Close |
0.7098 |
0.7118 |
0.0020 |
0.3% |
0.6920 |
Range |
0.0155 |
0.0057 |
-0.0098 |
-63.4% |
0.0173 |
ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
266 |
147 |
-119 |
-44.7% |
414 |
|
Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7283 |
0.7257 |
0.7149 |
|
R3 |
0.7227 |
0.7201 |
0.7134 |
|
R2 |
0.7170 |
0.7170 |
0.7128 |
|
R1 |
0.7144 |
0.7144 |
0.7123 |
0.7157 |
PP |
0.7114 |
0.7114 |
0.7114 |
0.7120 |
S1 |
0.7088 |
0.7088 |
0.7113 |
0.7101 |
S2 |
0.7057 |
0.7057 |
0.7108 |
|
S3 |
0.7001 |
0.7031 |
0.7102 |
|
S4 |
0.6944 |
0.6975 |
0.7087 |
|
|
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 |
0.7140 |
0.6884 |
0.0257 |
3.6% |
0.0089 |
1.3% |
91% |
True |
False |
237 |
10 |
0.7140 |
0.6884 |
0.0257 |
3.6% |
0.0078 |
1.1% |
91% |
True |
False |
156 |
20 |
0.7140 |
0.6729 |
0.0411 |
5.8% |
0.0072 |
1.0% |
95% |
True |
False |
195 |
40 |
0.7140 |
0.6700 |
0.0441 |
6.2% |
0.0074 |
1.0% |
95% |
True |
False |
131 |
60 |
0.7287 |
0.6700 |
0.0588 |
8.3% |
0.0065 |
0.9% |
71% |
False |
False |
111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7380 |
2.618 |
0.7288 |
1.618 |
0.7231 |
1.000 |
0.7197 |
0.618 |
0.7175 |
HIGH |
0.7140 |
0.618 |
0.7118 |
0.500 |
0.7112 |
0.382 |
0.7105 |
LOW |
0.7084 |
0.618 |
0.7049 |
1.000 |
0.7027 |
1.618 |
0.6992 |
2.618 |
0.6936 |
4.250 |
0.6843 |
|
|
Fisher Pivots for day following 11-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7116 |
0.7096 |
PP |
0.7114 |
0.7075 |
S1 |
0.7112 |
0.7053 |
|