CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 03-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2022 |
03-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6969 |
0.6940 |
-0.0029 |
-0.4% |
0.6921 |
| High |
0.6978 |
0.6961 |
-0.0018 |
-0.3% |
0.7042 |
| Low |
0.6930 |
0.6904 |
-0.0026 |
-0.4% |
0.6889 |
| Close |
0.6938 |
0.6961 |
0.0023 |
0.3% |
0.7007 |
| Range |
0.0049 |
0.0057 |
0.0008 |
16.5% |
0.0154 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
70 |
138 |
68 |
97.1% |
2,090 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7111 |
0.7092 |
0.6992 |
|
| R3 |
0.7055 |
0.7036 |
0.6976 |
|
| R2 |
0.6998 |
0.6998 |
0.6971 |
|
| R1 |
0.6979 |
0.6979 |
0.6966 |
0.6989 |
| PP |
0.6942 |
0.6942 |
0.6942 |
0.6946 |
| S1 |
0.6923 |
0.6923 |
0.6955 |
0.6932 |
| S2 |
0.6885 |
0.6885 |
0.6950 |
|
| S3 |
0.6829 |
0.6866 |
0.6945 |
|
| S4 |
0.6772 |
0.6810 |
0.6929 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7440 |
0.7377 |
0.7091 |
|
| R3 |
0.7286 |
0.7223 |
0.7049 |
|
| R2 |
0.7133 |
0.7133 |
0.7035 |
|
| R1 |
0.7070 |
0.7070 |
0.7021 |
0.7101 |
| PP |
0.6979 |
0.6979 |
0.6979 |
0.6995 |
| S1 |
0.6916 |
0.6916 |
0.6992 |
0.6948 |
| S2 |
0.6826 |
0.6826 |
0.6978 |
|
| S3 |
0.6672 |
0.6763 |
0.6964 |
|
| S4 |
0.6519 |
0.6609 |
0.6922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7056 |
0.6904 |
0.0152 |
2.2% |
0.0071 |
1.0% |
37% |
False |
True |
91 |
| 10 |
0.7056 |
0.6870 |
0.0186 |
2.7% |
0.0072 |
1.0% |
49% |
False |
False |
245 |
| 20 |
0.7056 |
0.6700 |
0.0357 |
5.1% |
0.0072 |
1.0% |
73% |
False |
False |
151 |
| 40 |
0.7232 |
0.6700 |
0.0532 |
7.6% |
0.0074 |
1.1% |
49% |
False |
False |
131 |
| 60 |
0.7287 |
0.6700 |
0.0588 |
8.4% |
0.0060 |
0.9% |
44% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7201 |
|
2.618 |
0.7108 |
|
1.618 |
0.7052 |
|
1.000 |
0.7017 |
|
0.618 |
0.6995 |
|
HIGH |
0.6961 |
|
0.618 |
0.6939 |
|
0.500 |
0.6932 |
|
0.382 |
0.6926 |
|
LOW |
0.6904 |
|
0.618 |
0.6869 |
|
1.000 |
0.6848 |
|
1.618 |
0.6813 |
|
2.618 |
0.6756 |
|
4.250 |
0.6664 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6951 |
0.6980 |
| PP |
0.6942 |
0.6974 |
| S1 |
0.6932 |
0.6967 |
|