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 |
|
|
|
| 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 |
|