CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6967 |
0.6955 |
-0.0013 |
-0.2% |
0.6820 |
| High |
0.6979 |
0.7022 |
0.0043 |
0.6% |
0.6983 |
| Low |
0.6929 |
0.6929 |
0.0000 |
0.0% |
0.6810 |
| Close |
0.6938 |
0.7004 |
0.0067 |
1.0% |
0.6921 |
| Range |
0.0050 |
0.0093 |
0.0043 |
85.0% |
0.0173 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.8% |
0.0000 |
| Volume |
68 |
1,809 |
1,741 |
2,560.3% |
165 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7262 |
0.7226 |
0.7055 |
|
| R3 |
0.7170 |
0.7133 |
0.7029 |
|
| R2 |
0.7077 |
0.7077 |
0.7021 |
|
| R1 |
0.7041 |
0.7041 |
0.7012 |
0.7059 |
| PP |
0.6985 |
0.6985 |
0.6985 |
0.6994 |
| S1 |
0.6948 |
0.6948 |
0.6996 |
0.6967 |
| S2 |
0.6892 |
0.6892 |
0.6987 |
|
| S3 |
0.6800 |
0.6856 |
0.6979 |
|
| S4 |
0.6707 |
0.6763 |
0.6953 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7424 |
0.7345 |
0.7016 |
|
| R3 |
0.7251 |
0.7172 |
0.6968 |
|
| R2 |
0.7078 |
0.7078 |
0.6952 |
|
| R1 |
0.6999 |
0.6999 |
0.6936 |
0.7038 |
| PP |
0.6905 |
0.6905 |
0.6905 |
0.6924 |
| S1 |
0.6826 |
0.6826 |
0.6905 |
0.6865 |
| S2 |
0.6732 |
0.6732 |
0.6889 |
|
| S3 |
0.6559 |
0.6653 |
0.6873 |
|
| S4 |
0.6386 |
0.6480 |
0.6825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7022 |
0.6870 |
0.0152 |
2.2% |
0.0074 |
1.1% |
88% |
True |
False |
399 |
| 10 |
0.7022 |
0.6700 |
0.0322 |
4.6% |
0.0070 |
1.0% |
95% |
True |
False |
227 |
| 20 |
0.7022 |
0.6700 |
0.0322 |
4.6% |
0.0074 |
1.1% |
95% |
True |
False |
138 |
| 40 |
0.7287 |
0.6700 |
0.0588 |
8.4% |
0.0070 |
1.0% |
52% |
False |
False |
124 |
| 60 |
0.7287 |
0.6700 |
0.0588 |
8.4% |
0.0059 |
0.8% |
52% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7415 |
|
2.618 |
0.7264 |
|
1.618 |
0.7171 |
|
1.000 |
0.7114 |
|
0.618 |
0.7079 |
|
HIGH |
0.7022 |
|
0.618 |
0.6986 |
|
0.500 |
0.6975 |
|
0.382 |
0.6964 |
|
LOW |
0.6929 |
|
0.618 |
0.6872 |
|
1.000 |
0.6837 |
|
1.618 |
0.6779 |
|
2.618 |
0.6687 |
|
4.250 |
0.6536 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6994 |
0.6988 |
| PP |
0.6985 |
0.6971 |
| S1 |
0.6975 |
0.6955 |
|