CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 29-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
29-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6985 |
0.6892 |
-0.0093 |
-1.3% |
0.6884 |
| High |
0.7018 |
0.6935 |
-0.0083 |
-1.2% |
0.7018 |
| Low |
0.6898 |
0.6851 |
-0.0047 |
-0.7% |
0.6864 |
| Close |
0.6901 |
0.6910 |
0.0009 |
0.1% |
0.6901 |
| Range |
0.0120 |
0.0084 |
-0.0036 |
-30.0% |
0.0154 |
| ATR |
0.0078 |
0.0079 |
0.0000 |
0.5% |
0.0000 |
| Volume |
643 |
1,309 |
666 |
103.6% |
1,327 |
|
| Daily Pivots for day following 29-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7151 |
0.7114 |
0.6956 |
|
| R3 |
0.7067 |
0.7030 |
0.6933 |
|
| R2 |
0.6983 |
0.6983 |
0.6925 |
|
| R1 |
0.6946 |
0.6946 |
0.6918 |
0.6965 |
| PP |
0.6899 |
0.6899 |
0.6899 |
0.6908 |
| S1 |
0.6862 |
0.6862 |
0.6902 |
0.6881 |
| S2 |
0.6815 |
0.6815 |
0.6895 |
|
| S3 |
0.6731 |
0.6778 |
0.6887 |
|
| S4 |
0.6647 |
0.6694 |
0.6864 |
|
|
| 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 |
0.6851 |
0.0167 |
2.4% |
0.0086 |
1.2% |
35% |
False |
True |
502 |
| 10 |
0.7042 |
0.6851 |
0.0191 |
2.8% |
0.0076 |
1.1% |
31% |
False |
True |
318 |
| 20 |
0.7140 |
0.6851 |
0.0289 |
4.2% |
0.0075 |
1.1% |
20% |
False |
True |
236 |
| 40 |
0.7140 |
0.6700 |
0.0441 |
6.4% |
0.0075 |
1.1% |
48% |
False |
False |
190 |
| 60 |
0.7287 |
0.6700 |
0.0588 |
8.5% |
0.0074 |
1.1% |
36% |
False |
False |
163 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.5% |
0.0064 |
0.9% |
36% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7292 |
|
2.618 |
0.7155 |
|
1.618 |
0.7071 |
|
1.000 |
0.7019 |
|
0.618 |
0.6987 |
|
HIGH |
0.6935 |
|
0.618 |
0.6903 |
|
0.500 |
0.6893 |
|
0.382 |
0.6883 |
|
LOW |
0.6851 |
|
0.618 |
0.6799 |
|
1.000 |
0.6767 |
|
1.618 |
0.6715 |
|
2.618 |
0.6631 |
|
4.250 |
0.6494 |
|
|
| Fisher Pivots for day following 29-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6904 |
0.6935 |
| PP |
0.6899 |
0.6926 |
| S1 |
0.6893 |
0.6918 |
|