CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 26-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6920 |
0.6985 |
0.0065 |
0.9% |
0.6884 |
| High |
0.6999 |
0.7018 |
0.0019 |
0.3% |
0.7018 |
| Low |
0.6920 |
0.6898 |
-0.0022 |
-0.3% |
0.6864 |
| Close |
0.6988 |
0.6901 |
-0.0087 |
-1.2% |
0.6901 |
| Range |
0.0079 |
0.0120 |
0.0041 |
51.9% |
0.0154 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
4.2% |
0.0000 |
| Volume |
178 |
643 |
465 |
261.2% |
1,327 |
|
| Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7299 |
0.7220 |
0.6967 |
|
| R3 |
0.7179 |
0.7100 |
0.6934 |
|
| R2 |
0.7059 |
0.7059 |
0.6923 |
|
| R1 |
0.6980 |
0.6980 |
0.6912 |
0.6960 |
| PP |
0.6939 |
0.6939 |
0.6939 |
0.6929 |
| S1 |
0.6860 |
0.6860 |
0.6890 |
0.6840 |
| S2 |
0.6819 |
0.6819 |
0.6879 |
|
| S3 |
0.6699 |
0.6740 |
0.6868 |
|
| S4 |
0.6579 |
0.6620 |
0.6835 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7390 |
0.7299 |
0.6986 |
|
| R3 |
0.7236 |
0.7145 |
0.6943 |
|
| R2 |
0.7082 |
0.7082 |
0.6929 |
|
| R1 |
0.6991 |
0.6991 |
0.6915 |
0.7037 |
| PP |
0.6928 |
0.6928 |
0.6928 |
0.6950 |
| S1 |
0.6837 |
0.6837 |
0.6887 |
0.6883 |
| S2 |
0.6774 |
0.6774 |
0.6873 |
|
| S3 |
0.6620 |
0.6683 |
0.6859 |
|
| S4 |
0.6466 |
0.6529 |
0.6816 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7018 |
0.6864 |
0.0154 |
2.2% |
0.0082 |
1.2% |
24% |
True |
False |
265 |
| 10 |
0.7134 |
0.6864 |
0.0270 |
3.9% |
0.0078 |
1.1% |
14% |
False |
False |
194 |
| 20 |
0.7140 |
0.6864 |
0.0276 |
4.0% |
0.0074 |
1.1% |
13% |
False |
False |
174 |
| 40 |
0.7140 |
0.6700 |
0.0441 |
6.4% |
0.0076 |
1.1% |
46% |
False |
False |
159 |
| 60 |
0.7287 |
0.6700 |
0.0588 |
8.5% |
0.0073 |
1.1% |
34% |
False |
False |
142 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.5% |
0.0064 |
0.9% |
34% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7528 |
|
2.618 |
0.7332 |
|
1.618 |
0.7212 |
|
1.000 |
0.7138 |
|
0.618 |
0.7092 |
|
HIGH |
0.7018 |
|
0.618 |
0.6972 |
|
0.500 |
0.6958 |
|
0.382 |
0.6944 |
|
LOW |
0.6898 |
|
0.618 |
0.6824 |
|
1.000 |
0.6778 |
|
1.618 |
0.6704 |
|
2.618 |
0.6584 |
|
4.250 |
0.6388 |
|
|
| Fisher Pivots for day following 26-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6958 |
0.6954 |
| PP |
0.6939 |
0.6936 |
| S1 |
0.6920 |
0.6919 |
|