CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 09-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2022 |
09-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6919 |
0.6996 |
0.0077 |
1.1% |
0.6992 |
| High |
0.7018 |
0.7000 |
-0.0018 |
-0.2% |
0.7056 |
| Low |
0.6918 |
0.6969 |
0.0052 |
0.7% |
0.6884 |
| Close |
0.6993 |
0.6969 |
-0.0024 |
-0.3% |
0.6920 |
| Range |
0.0100 |
0.0031 |
-0.0069 |
-69.0% |
0.0173 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
644 |
38 |
-606 |
-94.1% |
414 |
|
| Daily Pivots for day following 09-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7072 |
0.7052 |
0.6986 |
|
| R3 |
0.7041 |
0.7021 |
0.6978 |
|
| R2 |
0.7010 |
0.7010 |
0.6975 |
|
| R1 |
0.6990 |
0.6990 |
0.6972 |
0.6985 |
| PP |
0.6979 |
0.6979 |
0.6979 |
0.6977 |
| S1 |
0.6959 |
0.6959 |
0.6966 |
0.6954 |
| S2 |
0.6948 |
0.6948 |
0.6963 |
|
| S3 |
0.6917 |
0.6928 |
0.6960 |
|
| S4 |
0.6886 |
0.6897 |
0.6952 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7471 |
0.7368 |
0.7015 |
|
| R3 |
0.7298 |
0.7195 |
0.6967 |
|
| R2 |
0.7126 |
0.7126 |
0.6952 |
|
| R1 |
0.7023 |
0.7023 |
0.6936 |
0.6988 |
| PP |
0.6953 |
0.6953 |
0.6953 |
0.6936 |
| S1 |
0.6850 |
0.6850 |
0.6904 |
0.6816 |
| S2 |
0.6781 |
0.6781 |
0.6888 |
|
| S3 |
0.6608 |
0.6678 |
0.6873 |
|
| S4 |
0.6436 |
0.6505 |
0.6825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7018 |
0.6884 |
0.0134 |
1.9% |
0.0066 |
0.9% |
64% |
False |
False |
190 |
| 10 |
0.7056 |
0.6884 |
0.0173 |
2.5% |
0.0072 |
1.0% |
50% |
False |
False |
307 |
| 20 |
0.7056 |
0.6700 |
0.0357 |
5.1% |
0.0070 |
1.0% |
76% |
False |
False |
178 |
| 40 |
0.7060 |
0.6700 |
0.0361 |
5.2% |
0.0074 |
1.1% |
75% |
False |
False |
126 |
| 60 |
0.7287 |
0.6700 |
0.0588 |
8.4% |
0.0063 |
0.9% |
46% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7132 |
|
2.618 |
0.7081 |
|
1.618 |
0.7050 |
|
1.000 |
0.7031 |
|
0.618 |
0.7019 |
|
HIGH |
0.7000 |
|
0.618 |
0.6988 |
|
0.500 |
0.6985 |
|
0.382 |
0.6981 |
|
LOW |
0.6969 |
|
0.618 |
0.6950 |
|
1.000 |
0.6938 |
|
1.618 |
0.6919 |
|
2.618 |
0.6888 |
|
4.250 |
0.6837 |
|
|
| Fisher Pivots for day following 09-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6985 |
0.6963 |
| PP |
0.6979 |
0.6957 |
| S1 |
0.6974 |
0.6951 |
|