CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 01-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6867 |
0.6855 |
-0.0013 |
-0.2% |
0.6884 |
| High |
0.6912 |
0.6856 |
-0.0057 |
-0.8% |
0.7018 |
| Low |
0.6844 |
0.6782 |
-0.0062 |
-0.9% |
0.6864 |
| Close |
0.6857 |
0.6792 |
-0.0065 |
-0.9% |
0.6901 |
| Range |
0.0069 |
0.0074 |
0.0005 |
7.3% |
0.0154 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
4,259 |
1,673 |
-2,586 |
-60.7% |
1,327 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7030 |
0.6985 |
0.6832 |
|
| R3 |
0.6957 |
0.6911 |
0.6812 |
|
| R2 |
0.6883 |
0.6883 |
0.6805 |
|
| R1 |
0.6838 |
0.6838 |
0.6799 |
0.6824 |
| PP |
0.6810 |
0.6810 |
0.6810 |
0.6803 |
| S1 |
0.6764 |
0.6764 |
0.6785 |
0.6750 |
| S2 |
0.6736 |
0.6736 |
0.6779 |
|
| S3 |
0.6663 |
0.6691 |
0.6772 |
|
| S4 |
0.6589 |
0.6617 |
0.6752 |
|
|
| 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 |
0.6782 |
0.0236 |
3.5% |
0.0091 |
1.3% |
4% |
False |
True |
1,690 |
| 10 |
0.7018 |
0.6782 |
0.0236 |
3.5% |
0.0081 |
1.2% |
4% |
False |
True |
930 |
| 20 |
0.7140 |
0.6782 |
0.0358 |
5.3% |
0.0080 |
1.2% |
3% |
False |
True |
549 |
| 40 |
0.7140 |
0.6700 |
0.0441 |
6.5% |
0.0075 |
1.1% |
21% |
False |
False |
350 |
| 60 |
0.7200 |
0.6700 |
0.0501 |
7.4% |
0.0075 |
1.1% |
18% |
False |
False |
257 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.6% |
0.0065 |
1.0% |
16% |
False |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7168 |
|
2.618 |
0.7048 |
|
1.618 |
0.6974 |
|
1.000 |
0.6929 |
|
0.618 |
0.6901 |
|
HIGH |
0.6856 |
|
0.618 |
0.6827 |
|
0.500 |
0.6819 |
|
0.382 |
0.6810 |
|
LOW |
0.6782 |
|
0.618 |
0.6737 |
|
1.000 |
0.6709 |
|
1.618 |
0.6663 |
|
2.618 |
0.6590 |
|
4.250 |
0.6470 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6819 |
0.6874 |
| PP |
0.6810 |
0.6846 |
| S1 |
0.6801 |
0.6819 |
|