CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 17-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2022 |
17-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7025 |
0.7014 |
-0.0012 |
-0.2% |
0.6919 |
| High |
0.7042 |
0.7037 |
-0.0006 |
-0.1% |
0.7140 |
| Low |
0.7012 |
0.6926 |
-0.0087 |
-1.2% |
0.6918 |
| Close |
0.7034 |
0.6956 |
-0.0079 |
-1.1% |
0.7139 |
| Range |
0.0030 |
0.0111 |
0.0081 |
270.0% |
0.0223 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
3.4% |
0.0000 |
| Volume |
106 |
151 |
45 |
42.5% |
1,139 |
|
| Daily Pivots for day following 17-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7306 |
0.7242 |
0.7017 |
|
| R3 |
0.7195 |
0.7131 |
0.6986 |
|
| R2 |
0.7084 |
0.7084 |
0.6976 |
|
| R1 |
0.7020 |
0.7020 |
0.6966 |
0.6996 |
| PP |
0.6973 |
0.6973 |
0.6973 |
0.6961 |
| S1 |
0.6909 |
0.6909 |
0.6945 |
0.6885 |
| S2 |
0.6862 |
0.6862 |
0.6935 |
|
| S3 |
0.6751 |
0.6798 |
0.6925 |
|
| S4 |
0.6640 |
0.6687 |
0.6894 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7733 |
0.7658 |
0.7261 |
|
| R3 |
0.7510 |
0.7436 |
0.7200 |
|
| R2 |
0.7288 |
0.7288 |
0.7179 |
|
| R1 |
0.7213 |
0.7213 |
0.7159 |
0.7251 |
| PP |
0.7065 |
0.7065 |
0.7065 |
0.7084 |
| S1 |
0.6991 |
0.6991 |
0.7118 |
0.7028 |
| S2 |
0.6843 |
0.6843 |
0.7098 |
|
| S3 |
0.6620 |
0.6768 |
0.7077 |
|
| S4 |
0.6398 |
0.6546 |
0.7016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7140 |
0.6926 |
0.0215 |
3.1% |
0.0069 |
1.0% |
14% |
False |
True |
102 |
| 10 |
0.7140 |
0.6884 |
0.0257 |
3.7% |
0.0077 |
1.1% |
28% |
False |
False |
159 |
| 20 |
0.7140 |
0.6870 |
0.0270 |
3.9% |
0.0075 |
1.1% |
32% |
False |
False |
202 |
| 40 |
0.7140 |
0.6700 |
0.0441 |
6.3% |
0.0072 |
1.0% |
58% |
False |
False |
130 |
| 60 |
0.7287 |
0.6700 |
0.0588 |
8.4% |
0.0067 |
1.0% |
44% |
False |
False |
117 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.4% |
0.0062 |
0.9% |
44% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7508 |
|
2.618 |
0.7327 |
|
1.618 |
0.7216 |
|
1.000 |
0.7148 |
|
0.618 |
0.7105 |
|
HIGH |
0.7037 |
|
0.618 |
0.6994 |
|
0.500 |
0.6981 |
|
0.382 |
0.6968 |
|
LOW |
0.6926 |
|
0.618 |
0.6857 |
|
1.000 |
0.6815 |
|
1.618 |
0.6746 |
|
2.618 |
0.6635 |
|
4.250 |
0.6454 |
|
|
| Fisher Pivots for day following 17-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6981 |
0.7030 |
| PP |
0.6973 |
0.7005 |
| S1 |
0.6964 |
0.6980 |
|