CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 14-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6762 |
0.6763 |
0.0002 |
0.0% |
0.6820 |
| High |
0.6809 |
0.6793 |
-0.0016 |
-0.2% |
0.6899 |
| Low |
0.6731 |
0.6686 |
-0.0045 |
-0.7% |
0.6766 |
| Close |
0.6776 |
0.6762 |
-0.0014 |
-0.2% |
0.6855 |
| Range |
0.0078 |
0.0107 |
0.0029 |
37.2% |
0.0134 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.3% |
0.0000 |
| Volume |
126,473 |
131,475 |
5,002 |
4.0% |
414,313 |
|
| Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7068 |
0.7022 |
0.6821 |
|
| R3 |
0.6961 |
0.6915 |
0.6791 |
|
| R2 |
0.6854 |
0.6854 |
0.6782 |
|
| R1 |
0.6808 |
0.6808 |
0.6772 |
0.6778 |
| PP |
0.6747 |
0.6747 |
0.6747 |
0.6732 |
| S1 |
0.6701 |
0.6701 |
0.6752 |
0.6671 |
| S2 |
0.6640 |
0.6640 |
0.6742 |
|
| S3 |
0.6533 |
0.6594 |
0.6733 |
|
| S4 |
0.6426 |
0.6487 |
0.6703 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7240 |
0.7181 |
0.6928 |
|
| R3 |
0.7107 |
0.7047 |
0.6891 |
|
| R2 |
0.6973 |
0.6973 |
0.6879 |
|
| R1 |
0.6914 |
0.6914 |
0.6867 |
0.6944 |
| PP |
0.6840 |
0.6840 |
0.6840 |
0.6855 |
| S1 |
0.6780 |
0.6780 |
0.6842 |
0.6810 |
| S2 |
0.6706 |
0.6706 |
0.6830 |
|
| S3 |
0.6573 |
0.6647 |
0.6818 |
|
| S4 |
0.6439 |
0.6513 |
0.6781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6880 |
0.6686 |
0.0194 |
2.9% |
0.0096 |
1.4% |
39% |
False |
True |
101,803 |
| 10 |
0.6923 |
0.6686 |
0.0237 |
3.5% |
0.0097 |
1.4% |
32% |
False |
True |
106,934 |
| 20 |
0.7073 |
0.6686 |
0.0387 |
5.7% |
0.0093 |
1.4% |
20% |
False |
True |
101,585 |
| 40 |
0.7291 |
0.6686 |
0.0605 |
8.9% |
0.0087 |
1.3% |
13% |
False |
True |
66,629 |
| 60 |
0.7475 |
0.6686 |
0.0789 |
11.7% |
0.0090 |
1.3% |
10% |
False |
True |
44,467 |
| 80 |
0.7665 |
0.6686 |
0.0979 |
14.5% |
0.0082 |
1.2% |
8% |
False |
True |
33,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7248 |
|
2.618 |
0.7073 |
|
1.618 |
0.6966 |
|
1.000 |
0.6900 |
|
0.618 |
0.6859 |
|
HIGH |
0.6793 |
|
0.618 |
0.6752 |
|
0.500 |
0.6740 |
|
0.382 |
0.6727 |
|
LOW |
0.6686 |
|
0.618 |
0.6620 |
|
1.000 |
0.6579 |
|
1.618 |
0.6513 |
|
2.618 |
0.6406 |
|
4.250 |
0.6231 |
|
|
| Fisher Pivots for day following 14-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6755 |
0.6757 |
| PP |
0.6747 |
0.6752 |
| S1 |
0.6740 |
0.6748 |
|