CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 09-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2022 |
09-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6781 |
0.6761 |
-0.0020 |
-0.3% |
0.6800 |
| High |
0.6783 |
0.6889 |
0.0106 |
1.6% |
0.6889 |
| Low |
0.6727 |
0.6761 |
0.0035 |
0.5% |
0.6709 |
| Close |
0.6759 |
0.6853 |
0.0095 |
1.4% |
0.6853 |
| Range |
0.0056 |
0.0128 |
0.0072 |
127.7% |
0.0180 |
| ATR |
0.0079 |
0.0083 |
0.0004 |
4.6% |
0.0000 |
| Volume |
9,822 |
10,144 |
322 |
3.3% |
30,804 |
|
| Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7217 |
0.7162 |
0.6923 |
|
| R3 |
0.7089 |
0.7035 |
0.6888 |
|
| R2 |
0.6962 |
0.6962 |
0.6876 |
|
| R1 |
0.6907 |
0.6907 |
0.6865 |
0.6935 |
| PP |
0.6834 |
0.6834 |
0.6834 |
0.6848 |
| S1 |
0.6780 |
0.6780 |
0.6841 |
0.6807 |
| S2 |
0.6707 |
0.6707 |
0.6830 |
|
| S3 |
0.6579 |
0.6652 |
0.6818 |
|
| S4 |
0.6452 |
0.6525 |
0.6783 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7355 |
0.7284 |
0.6952 |
|
| R3 |
0.7176 |
0.7104 |
0.6902 |
|
| R2 |
0.6996 |
0.6996 |
0.6886 |
|
| R1 |
0.6925 |
0.6925 |
0.6869 |
0.6961 |
| PP |
0.6817 |
0.6817 |
0.6817 |
0.6835 |
| S1 |
0.6745 |
0.6745 |
0.6837 |
0.6781 |
| S2 |
0.6637 |
0.6637 |
0.6820 |
|
| S3 |
0.6458 |
0.6566 |
0.6804 |
|
| S4 |
0.6278 |
0.6386 |
0.6754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6889 |
0.6709 |
0.0180 |
2.6% |
0.0088 |
1.3% |
80% |
True |
False |
7,512 |
| 10 |
0.7018 |
0.6709 |
0.0309 |
4.5% |
0.0090 |
1.3% |
47% |
False |
False |
4,601 |
| 20 |
0.7138 |
0.6709 |
0.0429 |
6.3% |
0.0080 |
1.2% |
34% |
False |
False |
2,367 |
| 40 |
0.7140 |
0.6709 |
0.0431 |
6.3% |
0.0076 |
1.1% |
33% |
False |
False |
1,281 |
| 60 |
0.7140 |
0.6700 |
0.0441 |
6.4% |
0.0076 |
1.1% |
35% |
False |
False |
876 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.6% |
0.0069 |
1.0% |
26% |
False |
False |
675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7430 |
|
2.618 |
0.7222 |
|
1.618 |
0.7095 |
|
1.000 |
0.7016 |
|
0.618 |
0.6967 |
|
HIGH |
0.6889 |
|
0.618 |
0.6840 |
|
0.500 |
0.6825 |
|
0.382 |
0.6810 |
|
LOW |
0.6761 |
|
0.618 |
0.6682 |
|
1.000 |
0.6634 |
|
1.618 |
0.6555 |
|
2.618 |
0.6427 |
|
4.250 |
0.6219 |
|
|
| Fisher Pivots for day following 09-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6844 |
0.6835 |
| PP |
0.6834 |
0.6817 |
| S1 |
0.6825 |
0.6799 |
|