CME Australian Dollar Future June 2022
Trading Metrics calculated at close of trading on 11-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.6954 |
0.6943 |
-0.0011 |
-0.2% |
0.7071 |
High |
0.6990 |
0.7058 |
0.0068 |
1.0% |
0.7271 |
Low |
0.6915 |
0.6931 |
0.0016 |
0.2% |
0.7036 |
Close |
0.6944 |
0.6951 |
0.0008 |
0.1% |
0.7079 |
Range |
0.0075 |
0.0127 |
0.0052 |
69.3% |
0.0236 |
ATR |
0.0100 |
0.0102 |
0.0002 |
1.9% |
0.0000 |
Volume |
110,938 |
135,289 |
24,351 |
22.0% |
556,100 |
|
Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7361 |
0.7283 |
0.7021 |
|
R3 |
0.7234 |
0.7156 |
0.6986 |
|
R2 |
0.7107 |
0.7107 |
0.6974 |
|
R1 |
0.7029 |
0.7029 |
0.6963 |
0.7068 |
PP |
0.6980 |
0.6980 |
0.6980 |
0.6999 |
S1 |
0.6902 |
0.6902 |
0.6939 |
0.6941 |
S2 |
0.6853 |
0.6853 |
0.6928 |
|
S3 |
0.6726 |
0.6775 |
0.6916 |
|
S4 |
0.6599 |
0.6648 |
0.6881 |
|
|
Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7835 |
0.7692 |
0.7208 |
|
R3 |
0.7599 |
0.7457 |
0.7143 |
|
R2 |
0.7364 |
0.7364 |
0.7122 |
|
R1 |
0.7221 |
0.7221 |
0.7100 |
0.7293 |
PP |
0.7128 |
0.7128 |
0.7128 |
0.7164 |
S1 |
0.6986 |
0.6986 |
0.7057 |
0.7057 |
S2 |
0.6893 |
0.6893 |
0.7035 |
|
S3 |
0.6657 |
0.6750 |
0.7014 |
|
S4 |
0.6422 |
0.6515 |
0.6949 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7271 |
0.6915 |
0.0357 |
5.1% |
0.0119 |
1.7% |
10% |
False |
False |
117,723 |
10 |
0.7271 |
0.6915 |
0.0357 |
5.1% |
0.0116 |
1.7% |
10% |
False |
False |
115,290 |
20 |
0.7482 |
0.6915 |
0.0568 |
8.2% |
0.0103 |
1.5% |
6% |
False |
False |
100,494 |
40 |
0.7669 |
0.6915 |
0.0755 |
10.9% |
0.0088 |
1.3% |
5% |
False |
False |
88,286 |
60 |
0.7669 |
0.6915 |
0.0755 |
10.9% |
0.0085 |
1.2% |
5% |
False |
False |
66,579 |
80 |
0.7669 |
0.6915 |
0.0755 |
10.9% |
0.0080 |
1.2% |
5% |
False |
False |
50,008 |
100 |
0.7669 |
0.6915 |
0.0755 |
10.9% |
0.0073 |
1.0% |
5% |
False |
False |
40,013 |
120 |
0.7669 |
0.6915 |
0.0755 |
10.9% |
0.0067 |
1.0% |
5% |
False |
False |
33,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7597 |
2.618 |
0.7390 |
1.618 |
0.7263 |
1.000 |
0.7185 |
0.618 |
0.7136 |
HIGH |
0.7058 |
0.618 |
0.7009 |
0.500 |
0.6994 |
0.382 |
0.6979 |
LOW |
0.6931 |
0.618 |
0.6852 |
1.000 |
0.6804 |
1.618 |
0.6725 |
2.618 |
0.6598 |
4.250 |
0.6391 |
|
|
Fisher Pivots for day following 11-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6994 |
0.6995 |
PP |
0.6980 |
0.6980 |
S1 |
0.6965 |
0.6966 |
|