CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 02-Sep-2022

Day Change Summary
	Previous	Current
	01-Sep-2022	02-Sep-2022	Change	Change %	Previous Week
Open	0.6855	0.6795	-0.0060	-0.9%	0.6892
High	0.6856	0.6873	0.0018	0.3%	0.6965
Low	0.6782	0.6791	0.0009	0.1%	0.6782
Close	0.6792	0.6825	0.0033	0.5%	0.6825
Range	0.0074	0.0083	0.0009	12.2%	0.0183
ATR	0.0080	0.0080	0.0000	0.3%	0.0000
Volume	1,673	6,760	5,087	304.1%	14,569

Daily Pivots for day following 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7077	0.7034	0.6870
R3	0.6995	0.6951	0.6848
R2	0.6912	0.6912	0.6840
R1	0.6869	0.6869	0.6833	0.6890
PP	0.6830	0.6830	0.6830	0.6840
S1	0.6786	0.6786	0.6817	0.6808
S2	0.6747	0.6747	0.6810
S3	0.6665	0.6704	0.6802
S4	0.6582	0.6621	0.6780

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7406	0.7299	0.6926
R3	0.7223	0.7116	0.6875
R2	0.7040	0.7040	0.6859
R1	0.6933	0.6933	0.6842	0.6895
PP	0.6857	0.6857	0.6857	0.6839
S1	0.6750	0.6750	0.6808	0.6712
S2	0.6674	0.6674	0.6791
S3	0.6491	0.6567	0.6775
S4	0.6308	0.6384	0.6724

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6965	0.6782	0.0183	2.7%	0.0083	1.2%	23%	False	False	2,913
10	0.7018	0.6782	0.0236	3.5%	0.0083	1.2%	18%	False	False	1,589
20	0.7140	0.6782	0.0358	5.2%	0.0079	1.2%	12%	False	False	882
40	0.7140	0.6700	0.0441	6.5%	0.0076	1.1%	28%	False	False	518
60	0.7184	0.6700	0.0485	7.1%	0.0077	1.1%	26%	False	False	367
80	0.7287	0.6700	0.0588	8.6%	0.0066	1.0%	21%	False	False	290

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7224
2.618	0.7089
1.618	0.7006
1.000	0.6956
0.618	0.6924
HIGH	0.6873
0.618	0.6841
0.500	0.6832
0.382	0.6822
LOW	0.6791
0.618	0.6740
1.000	0.6708
1.618	0.6657
2.618	0.6575
4.250	0.6440

Fisher Pivots for day following 02-Sep-2022
Pivot	1 day	3 day
R1	0.6832	0.6847
PP	0.6830	0.6840
S1	0.6827	0.6832

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols