CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 04-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6940 |
0.6969 |
0.0030 |
0.4% |
0.6921 |
| High |
0.6961 |
0.7000 |
0.0040 |
0.6% |
0.7042 |
| Low |
0.6904 |
0.6961 |
0.0057 |
0.8% |
0.6889 |
| Close |
0.6961 |
0.6995 |
0.0034 |
0.5% |
0.7007 |
| Range |
0.0057 |
0.0040 |
-0.0017 |
-30.1% |
0.0154 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
138 |
39 |
-99 |
-71.7% |
2,090 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7104 |
0.7089 |
0.7016 |
|
| R3 |
0.7064 |
0.7049 |
0.7005 |
|
| R2 |
0.7025 |
0.7025 |
0.7002 |
|
| R1 |
0.7010 |
0.7010 |
0.6998 |
0.7017 |
| PP |
0.6985 |
0.6985 |
0.6985 |
0.6989 |
| S1 |
0.6970 |
0.6970 |
0.6991 |
0.6978 |
| S2 |
0.6946 |
0.6946 |
0.6987 |
|
| S3 |
0.6906 |
0.6931 |
0.6984 |
|
| S4 |
0.6867 |
0.6891 |
0.6973 |
|
|
| 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% |
0.0067 |
1.0% |
60% |
False |
False |
75 |
| 10 |
0.7056 |
0.6889 |
0.0168 |
2.4% |
0.0069 |
1.0% |
63% |
False |
False |
244 |
| 20 |
0.7056 |
0.6700 |
0.0357 |
5.1% |
0.0071 |
1.0% |
83% |
False |
False |
151 |
| 40 |
0.7200 |
0.6700 |
0.0501 |
7.2% |
0.0073 |
1.0% |
59% |
False |
False |
111 |
| 60 |
0.7287 |
0.6700 |
0.0588 |
8.4% |
0.0060 |
0.9% |
50% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7168 |
|
2.618 |
0.7103 |
|
1.618 |
0.7064 |
|
1.000 |
0.7040 |
|
0.618 |
0.7024 |
|
HIGH |
0.7000 |
|
0.618 |
0.6985 |
|
0.500 |
0.6980 |
|
0.382 |
0.6976 |
|
LOW |
0.6961 |
|
0.618 |
0.6936 |
|
1.000 |
0.6921 |
|
1.618 |
0.6897 |
|
2.618 |
0.6857 |
|
4.250 |
0.6793 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6990 |
0.6980 |
| PP |
0.6985 |
0.6966 |
| S1 |
0.6980 |
0.6952 |
|