CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 31-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2022 |
31-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6911 |
0.6867 |
-0.0044 |
-0.6% |
0.6884 |
| High |
0.6965 |
0.6912 |
-0.0053 |
-0.8% |
0.7018 |
| Low |
0.6857 |
0.6844 |
-0.0014 |
-0.2% |
0.6864 |
| Close |
0.6866 |
0.6857 |
-0.0009 |
-0.1% |
0.6901 |
| Range |
0.0108 |
0.0069 |
-0.0040 |
-36.6% |
0.0154 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
568 |
4,259 |
3,691 |
649.8% |
1,327 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7076 |
0.7035 |
0.6894 |
|
| R3 |
0.7008 |
0.6966 |
0.6875 |
|
| R2 |
0.6939 |
0.6939 |
0.6869 |
|
| R1 |
0.6898 |
0.6898 |
0.6863 |
0.6884 |
| PP |
0.6871 |
0.6871 |
0.6871 |
0.6864 |
| S1 |
0.6829 |
0.6829 |
0.6850 |
0.6816 |
| S2 |
0.6802 |
0.6802 |
0.6844 |
|
| S3 |
0.6734 |
0.6761 |
0.6838 |
|
| S4 |
0.6665 |
0.6692 |
0.6819 |
|
|
| 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 |
0.6844 |
0.0175 |
2.5% |
0.0092 |
1.3% |
7% |
False |
True |
1,391 |
| 10 |
0.7018 |
0.6844 |
0.0175 |
2.5% |
0.0079 |
1.2% |
7% |
False |
True |
775 |
| 20 |
0.7140 |
0.6844 |
0.0297 |
4.3% |
0.0078 |
1.1% |
4% |
False |
True |
467 |
| 40 |
0.7140 |
0.6700 |
0.0441 |
6.4% |
0.0075 |
1.1% |
36% |
False |
False |
309 |
| 60 |
0.7232 |
0.6700 |
0.0532 |
7.8% |
0.0075 |
1.1% |
30% |
False |
False |
243 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.6% |
0.0065 |
0.9% |
27% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7203 |
|
2.618 |
0.7091 |
|
1.618 |
0.7023 |
|
1.000 |
0.6981 |
|
0.618 |
0.6954 |
|
HIGH |
0.6912 |
|
0.618 |
0.6886 |
|
0.500 |
0.6878 |
|
0.382 |
0.6870 |
|
LOW |
0.6844 |
|
0.618 |
0.6801 |
|
1.000 |
0.6775 |
|
1.618 |
0.6733 |
|
2.618 |
0.6664 |
|
4.250 |
0.6552 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6878 |
0.6904 |
| PP |
0.6871 |
0.6888 |
| S1 |
0.6864 |
0.6872 |
|