CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 15-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7111 |
0.7132 |
0.0021 |
0.3% |
0.6919 |
| High |
0.7138 |
0.7134 |
-0.0004 |
-0.1% |
0.7140 |
| Low |
0.7096 |
0.7029 |
-0.0068 |
-1.0% |
0.6918 |
| Close |
0.7139 |
0.7031 |
-0.0108 |
-1.5% |
0.7139 |
| Range |
0.0042 |
0.0106 |
0.0064 |
151.2% |
0.0223 |
| ATR |
0.0076 |
0.0079 |
0.0002 |
3.1% |
0.0000 |
| Volume |
44 |
66 |
22 |
50.0% |
1,139 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7381 |
0.7312 |
0.7089 |
|
| R3 |
0.7276 |
0.7206 |
0.7060 |
|
| R2 |
0.7170 |
0.7170 |
0.7050 |
|
| R1 |
0.7101 |
0.7101 |
0.7041 |
0.7083 |
| PP |
0.7065 |
0.7065 |
0.7065 |
0.7056 |
| S1 |
0.6995 |
0.6995 |
0.7021 |
0.6977 |
| S2 |
0.6959 |
0.6959 |
0.7012 |
|
| S3 |
0.6854 |
0.6890 |
0.7002 |
|
| S4 |
0.6748 |
0.6784 |
0.6973 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7733 |
0.7658 |
0.7261 |
|
| R3 |
0.7510 |
0.7436 |
0.7200 |
|
| R2 |
0.7288 |
0.7288 |
0.7179 |
|
| R1 |
0.7213 |
0.7213 |
0.7159 |
0.7251 |
| PP |
0.7065 |
0.7065 |
0.7065 |
0.7084 |
| S1 |
0.6991 |
0.6991 |
0.7118 |
0.7028 |
| S2 |
0.6843 |
0.6843 |
0.7098 |
|
| S3 |
0.6620 |
0.6768 |
0.7077 |
|
| S4 |
0.6398 |
0.6546 |
0.7016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7140 |
0.6966 |
0.0175 |
2.5% |
0.0078 |
1.1% |
38% |
False |
False |
112 |
| 10 |
0.7140 |
0.6884 |
0.0257 |
3.6% |
0.0074 |
1.0% |
58% |
False |
False |
154 |
| 20 |
0.7140 |
0.6824 |
0.0317 |
4.5% |
0.0073 |
1.0% |
66% |
False |
False |
192 |
| 40 |
0.7140 |
0.6700 |
0.0441 |
6.3% |
0.0072 |
1.0% |
75% |
False |
False |
130 |
| 60 |
0.7287 |
0.6700 |
0.0588 |
8.4% |
0.0066 |
0.9% |
56% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7582 |
|
2.618 |
0.7410 |
|
1.618 |
0.7305 |
|
1.000 |
0.7240 |
|
0.618 |
0.7199 |
|
HIGH |
0.7134 |
|
0.618 |
0.7094 |
|
0.500 |
0.7081 |
|
0.382 |
0.7069 |
|
LOW |
0.7029 |
|
0.618 |
0.6963 |
|
1.000 |
0.6923 |
|
1.618 |
0.6858 |
|
2.618 |
0.6752 |
|
4.250 |
0.6580 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7081 |
0.7084 |
| PP |
0.7065 |
0.7067 |
| S1 |
0.7048 |
0.7049 |
|