CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 30-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2022 |
30-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6892 |
0.6911 |
0.0019 |
0.3% |
0.6884 |
| High |
0.6935 |
0.6965 |
0.0030 |
0.4% |
0.7018 |
| Low |
0.6851 |
0.6857 |
0.0006 |
0.1% |
0.6864 |
| Close |
0.6910 |
0.6866 |
-0.0045 |
-0.6% |
0.6901 |
| Range |
0.0084 |
0.0108 |
0.0024 |
28.6% |
0.0154 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.6% |
0.0000 |
| Volume |
1,309 |
568 |
-741 |
-56.6% |
1,327 |
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7220 |
0.7151 |
0.6925 |
|
| R3 |
0.7112 |
0.7043 |
0.6895 |
|
| R2 |
0.7004 |
0.7004 |
0.6885 |
|
| R1 |
0.6935 |
0.6935 |
0.6875 |
0.6915 |
| PP |
0.6896 |
0.6896 |
0.6896 |
0.6886 |
| S1 |
0.6827 |
0.6827 |
0.6856 |
0.6807 |
| S2 |
0.6788 |
0.6788 |
0.6846 |
|
| S3 |
0.6680 |
0.6719 |
0.6836 |
|
| S4 |
0.6572 |
0.6611 |
0.6806 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7390 |
0.7299 |
0.6986 |
|
| R3 |
0.7236 |
0.7145 |
0.6943 |
|
| R2 |
0.7082 |
0.7082 |
0.6929 |
|
| R1 |
0.6991 |
0.6991 |
0.6915 |
0.7037 |
| PP |
0.6928 |
0.6928 |
0.6928 |
0.6950 |
| S1 |
0.6837 |
0.6837 |
0.6887 |
0.6883 |
| S2 |
0.6774 |
0.6774 |
0.6873 |
|
| S3 |
0.6620 |
0.6683 |
0.6859 |
|
| S4 |
0.6466 |
0.6529 |
0.6816 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7018 |
0.6851 |
0.0167 |
2.4% |
0.0088 |
1.3% |
9% |
False |
False |
554 |
| 10 |
0.7037 |
0.6851 |
0.0186 |
2.7% |
0.0084 |
1.2% |
8% |
False |
False |
364 |
| 20 |
0.7140 |
0.6851 |
0.0289 |
4.2% |
0.0078 |
1.1% |
5% |
False |
False |
261 |
| 40 |
0.7140 |
0.6700 |
0.0441 |
6.4% |
0.0075 |
1.1% |
38% |
False |
False |
203 |
| 60 |
0.7232 |
0.6700 |
0.0532 |
7.7% |
0.0074 |
1.1% |
31% |
False |
False |
173 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.6% |
0.0065 |
0.9% |
28% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7424 |
|
2.618 |
0.7248 |
|
1.618 |
0.7140 |
|
1.000 |
0.7073 |
|
0.618 |
0.7032 |
|
HIGH |
0.6965 |
|
0.618 |
0.6924 |
|
0.500 |
0.6911 |
|
0.382 |
0.6898 |
|
LOW |
0.6857 |
|
0.618 |
0.6790 |
|
1.000 |
0.6749 |
|
1.618 |
0.6682 |
|
2.618 |
0.6574 |
|
4.250 |
0.6398 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6911 |
0.6935 |
| PP |
0.6896 |
0.6912 |
| S1 |
0.6881 |
0.6889 |
|