CME Australian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 08-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2022 |
08-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6744 |
0.6781 |
0.0037 |
0.5% |
0.6892 |
| High |
0.6780 |
0.6783 |
0.0003 |
0.0% |
0.6965 |
| Low |
0.6709 |
0.6727 |
0.0018 |
0.3% |
0.6782 |
| Close |
0.6764 |
0.6759 |
-0.0005 |
-0.1% |
0.6825 |
| Range |
0.0071 |
0.0056 |
-0.0015 |
-21.1% |
0.0183 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
6,324 |
9,822 |
3,498 |
55.3% |
14,569 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6924 |
0.6897 |
0.6789 |
|
| R3 |
0.6868 |
0.6841 |
0.6774 |
|
| R2 |
0.6812 |
0.6812 |
0.6769 |
|
| R1 |
0.6785 |
0.6785 |
0.6764 |
0.6771 |
| PP |
0.6756 |
0.6756 |
0.6756 |
0.6749 |
| S1 |
0.6729 |
0.6729 |
0.6753 |
0.6715 |
| S2 |
0.6700 |
0.6700 |
0.6748 |
|
| S3 |
0.6644 |
0.6673 |
0.6743 |
|
| S4 |
0.6588 |
0.6617 |
0.6728 |
|
|
| 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 |
0.6873 |
0.6709 |
0.0164 |
2.4% |
0.0077 |
1.1% |
30% |
False |
False |
5,818 |
| 10 |
0.7018 |
0.6709 |
0.0309 |
4.6% |
0.0085 |
1.3% |
16% |
False |
False |
3,605 |
| 20 |
0.7140 |
0.6709 |
0.0431 |
6.4% |
0.0076 |
1.1% |
11% |
False |
False |
1,868 |
| 40 |
0.7140 |
0.6700 |
0.0441 |
6.5% |
0.0075 |
1.1% |
13% |
False |
False |
1,029 |
| 60 |
0.7140 |
0.6700 |
0.0441 |
6.5% |
0.0076 |
1.1% |
13% |
False |
False |
710 |
| 80 |
0.7287 |
0.6700 |
0.0588 |
8.7% |
0.0068 |
1.0% |
10% |
False |
False |
549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7021 |
|
2.618 |
0.6929 |
|
1.618 |
0.6873 |
|
1.000 |
0.6839 |
|
0.618 |
0.6817 |
|
HIGH |
0.6783 |
|
0.618 |
0.6761 |
|
0.500 |
0.6755 |
|
0.382 |
0.6748 |
|
LOW |
0.6727 |
|
0.618 |
0.6692 |
|
1.000 |
0.6671 |
|
1.618 |
0.6636 |
|
2.618 |
0.6580 |
|
4.250 |
0.6489 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6757 |
0.6776 |
| PP |
0.6756 |
0.6770 |
| S1 |
0.6755 |
0.6764 |
|