CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6855 |
0.6795 |
-0.0060 |
-0.9% |
0.6892 |
| High |
0.6856 |
0.6873 |
0.0018 |
0.3% |
0.6965 |
| Low |
0.6782 |
0.6791 |
0.0009 |
0.1% |
0.6782 |
| Close |
0.6792 |
0.6825 |
0.0033 |
0.5% |
0.6825 |
| Range |
0.0074 |
0.0083 |
0.0009 |
12.2% |
0.0183 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.3% |
0.0000 |
| Volume |
1,673 |
6,760 |
5,087 |
304.1% |
14,569 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7077 |
0.7034 |
0.6870 |
|
| R3 |
0.6995 |
0.6951 |
0.6848 |
|
| R2 |
0.6912 |
0.6912 |
0.6840 |
|
| R1 |
0.6869 |
0.6869 |
0.6833 |
0.6890 |
| PP |
0.6830 |
0.6830 |
0.6830 |
0.6840 |
| S1 |
0.6786 |
0.6786 |
0.6817 |
0.6808 |
| S2 |
0.6747 |
0.6747 |
0.6810 |
|
| S3 |
0.6665 |
0.6704 |
0.6802 |
|
| S4 |
0.6582 |
0.6621 |
0.6780 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7406 |
0.7299 |
0.6926 |
|
| R3 |
0.7223 |
0.7116 |
0.6875 |
|
| R2 |
0.7040 |
0.7040 |
0.6859 |
|
| R1 |
0.6933 |
0.6933 |
0.6842 |
0.6895 |
| PP |
0.6857 |
0.6857 |
0.6857 |
0.6839 |
| S1 |
0.6750 |
0.6750 |
0.6808 |
0.6712 |
| S2 |
0.6674 |
0.6674 |
0.6791 |
|
| S3 |
0.6491 |
0.6567 |
0.6775 |
|
| S4 |
0.6308 |
0.6384 |
0.6724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6965 |
0.6782 |
0.0183 |
2.7% |
0.0083 |
1.2% |
23% |
False |
False |
2,913 |
| 10 |
0.7018 |
0.6782 |
0.0236 |
3.5% |
0.0083 |
1.2% |
18% |
False |
False |
1,589 |
| 20 |
0.7140 |
0.6782 |
0.0358 |
5.2% |
0.0079 |
1.2% |
12% |
False |
False |
882 |
| 40 |
0.7140 |
0.6700 |
0.0441 |
6.5% |
0.0076 |
1.1% |
28% |
False |
False |
518 |
| 60 |
0.7184 |
0.6700 |
0.0485 |
7.1% |
0.0077 |
1.1% |
26% |
False |
False |
367 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.6% |
0.0066 |
1.0% |
21% |
False |
False |
290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7224 |
|
2.618 |
0.7089 |
|
1.618 |
0.7006 |
|
1.000 |
0.6956 |
|
0.618 |
0.6924 |
|
HIGH |
0.6873 |
|
0.618 |
0.6841 |
|
0.500 |
0.6832 |
|
0.382 |
0.6822 |
|
LOW |
0.6791 |
|
0.618 |
0.6740 |
|
1.000 |
0.6708 |
|
1.618 |
0.6657 |
|
2.618 |
0.6575 |
|
4.250 |
0.6440 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6832 |
0.6847 |
| PP |
0.6830 |
0.6840 |
| S1 |
0.6827 |
0.6832 |
|