CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 07-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2022 |
07-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6800 |
0.6744 |
-0.0056 |
-0.8% |
0.6892 |
| High |
0.6842 |
0.6780 |
-0.0062 |
-0.9% |
0.6965 |
| Low |
0.6738 |
0.6709 |
-0.0029 |
-0.4% |
0.6782 |
| Close |
0.6742 |
0.6764 |
0.0022 |
0.3% |
0.6825 |
| Range |
0.0104 |
0.0071 |
-0.0033 |
-31.7% |
0.0183 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
4,514 |
6,324 |
1,810 |
40.1% |
14,569 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6964 |
0.6935 |
0.6803 |
|
| R3 |
0.6893 |
0.6864 |
0.6783 |
|
| R2 |
0.6822 |
0.6822 |
0.6777 |
|
| R1 |
0.6793 |
0.6793 |
0.6770 |
0.6807 |
| PP |
0.6751 |
0.6751 |
0.6751 |
0.6758 |
| S1 |
0.6722 |
0.6722 |
0.6757 |
0.6736 |
| S2 |
0.6680 |
0.6680 |
0.6750 |
|
| S3 |
0.6609 |
0.6651 |
0.6744 |
|
| S4 |
0.6538 |
0.6580 |
0.6724 |
|
|
| 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 |
0.6912 |
0.6709 |
0.0203 |
3.0% |
0.0080 |
1.2% |
27% |
False |
True |
4,706 |
| 10 |
0.7018 |
0.6709 |
0.0309 |
4.6% |
0.0084 |
1.2% |
18% |
False |
True |
2,630 |
| 20 |
0.7140 |
0.6709 |
0.0431 |
6.4% |
0.0081 |
1.2% |
13% |
False |
True |
1,390 |
| 40 |
0.7140 |
0.6700 |
0.0441 |
6.5% |
0.0075 |
1.1% |
15% |
False |
False |
784 |
| 60 |
0.7140 |
0.6700 |
0.0441 |
6.5% |
0.0076 |
1.1% |
15% |
False |
False |
547 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.7% |
0.0067 |
1.0% |
11% |
False |
False |
426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7082 |
|
2.618 |
0.6966 |
|
1.618 |
0.6895 |
|
1.000 |
0.6851 |
|
0.618 |
0.6824 |
|
HIGH |
0.6780 |
|
0.618 |
0.6753 |
|
0.500 |
0.6745 |
|
0.382 |
0.6736 |
|
LOW |
0.6709 |
|
0.618 |
0.6665 |
|
1.000 |
0.6638 |
|
1.618 |
0.6594 |
|
2.618 |
0.6523 |
|
4.250 |
0.6407 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6757 |
0.6791 |
| PP |
0.6751 |
0.6782 |
| S1 |
0.6745 |
0.6773 |
|