CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 23-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6884 |
0.6886 |
0.0002 |
0.0% |
0.7132 |
| High |
0.6939 |
0.6962 |
0.0024 |
0.3% |
0.7134 |
| Low |
0.6874 |
0.6864 |
-0.0010 |
-0.1% |
0.6870 |
| Close |
0.6880 |
0.6928 |
0.0048 |
0.7% |
0.6877 |
| Range |
0.0065 |
0.0098 |
0.0034 |
51.9% |
0.0264 |
| ATR |
0.0075 |
0.0076 |
0.0002 |
2.2% |
0.0000 |
| Volume |
125 |
305 |
180 |
144.0% |
615 |
|
| Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7212 |
0.7168 |
0.6981 |
|
| R3 |
0.7114 |
0.7070 |
0.6954 |
|
| R2 |
0.7016 |
0.7016 |
0.6945 |
|
| R1 |
0.6972 |
0.6972 |
0.6936 |
0.6994 |
| PP |
0.6918 |
0.6918 |
0.6918 |
0.6929 |
| S1 |
0.6874 |
0.6874 |
0.6919 |
0.6896 |
| S2 |
0.6820 |
0.6820 |
0.6910 |
|
| S3 |
0.6722 |
0.6776 |
0.6901 |
|
| S4 |
0.6624 |
0.6678 |
0.6874 |
|
|
| 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 |
0.7037 |
0.6864 |
0.0173 |
2.5% |
0.0079 |
1.1% |
37% |
False |
True |
174 |
| 10 |
0.7140 |
0.6864 |
0.0276 |
4.0% |
0.0078 |
1.1% |
23% |
False |
True |
150 |
| 20 |
0.7140 |
0.6864 |
0.0276 |
4.0% |
0.0075 |
1.1% |
23% |
False |
True |
229 |
| 40 |
0.7140 |
0.6700 |
0.0441 |
6.4% |
0.0073 |
1.1% |
52% |
False |
False |
138 |
| 60 |
0.7287 |
0.6700 |
0.0588 |
8.5% |
0.0071 |
1.0% |
39% |
False |
False |
129 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.5% |
0.0063 |
0.9% |
39% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7379 |
|
2.618 |
0.7219 |
|
1.618 |
0.7121 |
|
1.000 |
0.7060 |
|
0.618 |
0.7023 |
|
HIGH |
0.6962 |
|
0.618 |
0.6925 |
|
0.500 |
0.6913 |
|
0.382 |
0.6901 |
|
LOW |
0.6864 |
|
0.618 |
0.6803 |
|
1.000 |
0.6766 |
|
1.618 |
0.6705 |
|
2.618 |
0.6607 |
|
4.250 |
0.6448 |
|
|
| Fisher Pivots for day following 23-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6923 |
0.6923 |
| PP |
0.6918 |
0.6918 |
| S1 |
0.6913 |
0.6913 |
|