CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6795 |
0.6800 |
0.0005 |
0.1% |
0.6892 |
| High |
0.6873 |
0.6842 |
-0.0031 |
-0.5% |
0.6965 |
| Low |
0.6791 |
0.6738 |
-0.0053 |
-0.8% |
0.6782 |
| Close |
0.6825 |
0.6742 |
-0.0083 |
-1.2% |
0.6825 |
| Range |
0.0083 |
0.0104 |
0.0022 |
26.1% |
0.0183 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.2% |
0.0000 |
| Volume |
6,760 |
4,514 |
-2,246 |
-33.2% |
14,569 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7086 |
0.7018 |
0.6799 |
|
| R3 |
0.6982 |
0.6914 |
0.6771 |
|
| R2 |
0.6878 |
0.6878 |
0.6761 |
|
| R1 |
0.6810 |
0.6810 |
0.6752 |
0.6792 |
| PP |
0.6774 |
0.6774 |
0.6774 |
0.6765 |
| S1 |
0.6706 |
0.6706 |
0.6732 |
0.6688 |
| S2 |
0.6670 |
0.6670 |
0.6723 |
|
| S3 |
0.6566 |
0.6602 |
0.6713 |
|
| S4 |
0.6462 |
0.6498 |
0.6685 |
|
|
| 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 |
0.6738 |
0.0227 |
3.4% |
0.0087 |
1.3% |
2% |
False |
True |
3,554 |
| 10 |
0.7018 |
0.6738 |
0.0280 |
4.2% |
0.0087 |
1.3% |
1% |
False |
True |
2,028 |
| 20 |
0.7140 |
0.6738 |
0.0402 |
6.0% |
0.0079 |
1.2% |
1% |
False |
True |
1,076 |
| 40 |
0.7140 |
0.6700 |
0.0441 |
6.5% |
0.0075 |
1.1% |
10% |
False |
False |
630 |
| 60 |
0.7140 |
0.6700 |
0.0441 |
6.5% |
0.0077 |
1.1% |
10% |
False |
False |
442 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.7% |
0.0067 |
1.0% |
7% |
False |
False |
347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7284 |
|
2.618 |
0.7114 |
|
1.618 |
0.7010 |
|
1.000 |
0.6946 |
|
0.618 |
0.6906 |
|
HIGH |
0.6842 |
|
0.618 |
0.6802 |
|
0.500 |
0.6790 |
|
0.382 |
0.6778 |
|
LOW |
0.6738 |
|
0.618 |
0.6674 |
|
1.000 |
0.6634 |
|
1.618 |
0.6570 |
|
2.618 |
0.6466 |
|
4.250 |
0.6296 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6790 |
0.6806 |
| PP |
0.6774 |
0.6784 |
| S1 |
0.6758 |
0.6763 |
|