CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 30-Aug-2022

Day Change Summary
	Previous	Current
	29-Aug-2022	30-Aug-2022	Change	Change %	Previous Week
Open	0.6887	0.6903	0.0017	0.2%	0.6875
High	0.6927	0.6958	0.0031	0.4%	0.7011
Low	0.6842	0.6847	0.0005	0.1%	0.6858
Close	0.6902	0.6857	-0.0045	-0.7%	0.6893
Range	0.0085	0.0111	0.0026	30.6%	0.0153
ATR	0.0086	0.0088	0.0002	2.1%	0.0000
Volume	94,646	99,947	5,301	5.6%	439,598

Daily Pivots for day following 30-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7220	0.7149	0.6918
R3	0.7109	0.7038	0.6887
R2	0.6998	0.6998	0.6877
R1	0.6927	0.6927	0.6867	0.6907
PP	0.6887	0.6887	0.6887	0.6877
S1	0.6816	0.6816	0.6846	0.6796
S2	0.6776	0.6776	0.6836
S3	0.6665	0.6705	0.6826
S4	0.6554	0.6594	0.6795

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7379	0.7289	0.6977
R3	0.7226	0.7136	0.6935
R2	0.7073	0.7073	0.6921
R1	0.6983	0.6983	0.6907	0.7028
PP	0.6920	0.6920	0.6920	0.6943
S1	0.6830	0.6830	0.6878	0.6875
S2	0.6767	0.6767	0.6864
S3	0.6614	0.6677	0.6850
S4	0.6461	0.6524	0.6808

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7011	0.6842	0.0169	2.5%	0.0092	1.3%	9%	False	False	92,132
10	0.7030	0.6842	0.0188	2.7%	0.0088	1.3%	8%	False	False	91,614
20	0.7140	0.6842	0.0298	4.3%	0.0085	1.2%	5%	False	False	85,088
40	0.7140	0.6686	0.0454	6.6%	0.0086	1.3%	38%	False	False	89,748
60	0.7257	0.6686	0.0571	8.3%	0.0089	1.3%	30%	False	False	92,529
80	0.7291	0.6686	0.0605	8.8%	0.0087	1.3%	28%	False	False	69,610
100	0.7524	0.6686	0.0838	12.2%	0.0086	1.3%	20%	False	False	55,705
120	0.7665	0.6686	0.0979	14.3%	0.0082	1.2%	17%	False	False	46,429

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7429
2.618	0.7248
1.618	0.7137
1.000	0.7069
0.618	0.7026
HIGH	0.6958
0.618	0.6915
0.500	0.6902
0.382	0.6889
LOW	0.6847
0.618	0.6778
1.000	0.6736
1.618	0.6667
2.618	0.6556
4.250	0.6375

Fisher Pivots for day following 30-Aug-2022
Pivot	1 day	3 day
R1	0.6902	0.6926
PP	0.6887	0.6903
S1	0.6872	0.6880

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols