CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 19-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2022 |
19-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6946 |
0.6923 |
-0.0023 |
-0.3% |
0.7132 |
| High |
0.6978 |
0.6930 |
-0.0048 |
-0.7% |
0.7134 |
| Low |
0.6917 |
0.6870 |
-0.0047 |
-0.7% |
0.6870 |
| Close |
0.6929 |
0.6877 |
-0.0052 |
-0.8% |
0.6877 |
| Range |
0.0061 |
0.0060 |
-0.0001 |
-1.6% |
0.0264 |
| ATR |
0.0077 |
0.0075 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
128 |
164 |
36 |
28.1% |
615 |
|
| Daily Pivots for day following 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7072 |
0.7035 |
0.6910 |
|
| R3 |
0.7012 |
0.6975 |
0.6894 |
|
| R2 |
0.6952 |
0.6952 |
0.6888 |
|
| R1 |
0.6915 |
0.6915 |
0.6883 |
0.6904 |
| PP |
0.6892 |
0.6892 |
0.6892 |
0.6887 |
| S1 |
0.6855 |
0.6855 |
0.6872 |
0.6844 |
| S2 |
0.6832 |
0.6832 |
0.6866 |
|
| S3 |
0.6772 |
0.6795 |
0.6861 |
|
| S4 |
0.6712 |
0.6735 |
0.6844 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7752 |
0.7579 |
0.7022 |
|
| R3 |
0.7488 |
0.7315 |
0.6950 |
|
| R2 |
0.7224 |
0.7224 |
0.6925 |
|
| R1 |
0.7051 |
0.7051 |
0.6901 |
0.7006 |
| PP |
0.6960 |
0.6960 |
0.6960 |
0.6938 |
| S1 |
0.6787 |
0.6787 |
0.6853 |
0.6742 |
| S2 |
0.6696 |
0.6696 |
0.6829 |
|
| S3 |
0.6432 |
0.6523 |
0.6804 |
|
| S4 |
0.6168 |
0.6259 |
0.6732 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7134 |
0.6870 |
0.0264 |
3.8% |
0.0074 |
1.1% |
3% |
False |
True |
123 |
| 10 |
0.7140 |
0.6870 |
0.0270 |
3.9% |
0.0075 |
1.1% |
3% |
False |
True |
175 |
| 20 |
0.7140 |
0.6870 |
0.0270 |
3.9% |
0.0073 |
1.1% |
3% |
False |
True |
212 |
| 40 |
0.7140 |
0.6700 |
0.0441 |
6.4% |
0.0072 |
1.0% |
40% |
False |
False |
130 |
| 60 |
0.7287 |
0.6700 |
0.0588 |
8.5% |
0.0069 |
1.0% |
30% |
False |
False |
122 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.5% |
0.0061 |
0.9% |
30% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7185 |
|
2.618 |
0.7087 |
|
1.618 |
0.7027 |
|
1.000 |
0.6990 |
|
0.618 |
0.6967 |
|
HIGH |
0.6930 |
|
0.618 |
0.6907 |
|
0.500 |
0.6900 |
|
0.382 |
0.6893 |
|
LOW |
0.6870 |
|
0.618 |
0.6833 |
|
1.000 |
0.6810 |
|
1.618 |
0.6773 |
|
2.618 |
0.6713 |
|
4.250 |
0.6615 |
|
|
| Fisher Pivots for day following 19-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6900 |
0.6953 |
| PP |
0.6892 |
0.6928 |
| S1 |
0.6885 |
0.6902 |
|