CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 24-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6886 |
0.6931 |
0.0045 |
0.7% |
0.7132 |
| High |
0.6962 |
0.6939 |
-0.0024 |
-0.3% |
0.7134 |
| Low |
0.6864 |
0.6889 |
0.0025 |
0.4% |
0.6870 |
| Close |
0.6928 |
0.6913 |
-0.0015 |
-0.2% |
0.6877 |
| Range |
0.0098 |
0.0050 |
-0.0049 |
-49.5% |
0.0264 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
305 |
76 |
-229 |
-75.1% |
615 |
|
| Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7062 |
0.7037 |
0.6940 |
|
| R3 |
0.7013 |
0.6988 |
0.6927 |
|
| R2 |
0.6963 |
0.6963 |
0.6922 |
|
| R1 |
0.6938 |
0.6938 |
0.6918 |
0.6926 |
| PP |
0.6914 |
0.6914 |
0.6914 |
0.6907 |
| S1 |
0.6889 |
0.6889 |
0.6908 |
0.6876 |
| S2 |
0.6864 |
0.6864 |
0.6904 |
|
| S3 |
0.6815 |
0.6839 |
0.6899 |
|
| S4 |
0.6765 |
0.6790 |
0.6886 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7752 |
0.7579 |
0.7022 |
|
| R3 |
0.7488 |
0.7315 |
0.6950 |
|
| R2 |
0.7224 |
0.7224 |
0.6925 |
|
| R1 |
0.7051 |
0.7051 |
0.6901 |
0.7006 |
| PP |
0.6960 |
0.6960 |
0.6960 |
0.6938 |
| S1 |
0.6787 |
0.6787 |
0.6853 |
0.6742 |
| S2 |
0.6696 |
0.6696 |
0.6829 |
|
| S3 |
0.6432 |
0.6523 |
0.6804 |
|
| S4 |
0.6168 |
0.6259 |
0.6732 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6978 |
0.6864 |
0.0114 |
1.6% |
0.0067 |
1.0% |
43% |
False |
False |
159 |
| 10 |
0.7140 |
0.6864 |
0.0276 |
4.0% |
0.0068 |
1.0% |
18% |
False |
False |
131 |
| 20 |
0.7140 |
0.6864 |
0.0276 |
4.0% |
0.0073 |
1.1% |
18% |
False |
False |
142 |
| 40 |
0.7140 |
0.6700 |
0.0441 |
6.4% |
0.0073 |
1.1% |
48% |
False |
False |
140 |
| 60 |
0.7287 |
0.6700 |
0.0588 |
8.5% |
0.0071 |
1.0% |
36% |
False |
False |
130 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.5% |
0.0062 |
0.9% |
36% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7149 |
|
2.618 |
0.7068 |
|
1.618 |
0.7019 |
|
1.000 |
0.6988 |
|
0.618 |
0.6969 |
|
HIGH |
0.6939 |
|
0.618 |
0.6920 |
|
0.500 |
0.6914 |
|
0.382 |
0.6908 |
|
LOW |
0.6889 |
|
0.618 |
0.6858 |
|
1.000 |
0.6840 |
|
1.618 |
0.6809 |
|
2.618 |
0.6759 |
|
4.250 |
0.6679 |
|
|
| Fisher Pivots for day following 24-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6914 |
0.6913 |
| PP |
0.6914 |
0.6913 |
| S1 |
0.6913 |
0.6913 |
|