CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 12-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6943 |
0.6942 |
-0.0001 |
0.0% |
0.7071 |
| High |
0.7058 |
0.6956 |
-0.0102 |
-1.4% |
0.7271 |
| Low |
0.6931 |
0.6832 |
-0.0099 |
-1.4% |
0.7036 |
| Close |
0.6951 |
0.6833 |
-0.0119 |
-1.7% |
0.7079 |
| Range |
0.0127 |
0.0125 |
-0.0003 |
-2.0% |
0.0236 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
1.6% |
0.0000 |
| Volume |
135,289 |
128,858 |
-6,431 |
-4.8% |
556,100 |
|
| Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7247 |
0.7164 |
0.6901 |
|
| R3 |
0.7122 |
0.7040 |
0.6867 |
|
| R2 |
0.6998 |
0.6998 |
0.6855 |
|
| R1 |
0.6915 |
0.6915 |
0.6844 |
0.6894 |
| PP |
0.6873 |
0.6873 |
0.6873 |
0.6863 |
| S1 |
0.6791 |
0.6791 |
0.6821 |
0.6770 |
| S2 |
0.6749 |
0.6749 |
0.6810 |
|
| S3 |
0.6624 |
0.6666 |
0.6798 |
|
| S4 |
0.6500 |
0.6542 |
0.6764 |
|
|
| 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 |
0.7139 |
0.6832 |
0.0308 |
4.5% |
0.0106 |
1.6% |
0% |
False |
True |
121,088 |
| 10 |
0.7271 |
0.6832 |
0.0440 |
6.4% |
0.0117 |
1.7% |
0% |
False |
True |
116,890 |
| 20 |
0.7476 |
0.6832 |
0.0644 |
9.4% |
0.0105 |
1.5% |
0% |
False |
True |
102,951 |
| 40 |
0.7669 |
0.6832 |
0.0838 |
12.3% |
0.0088 |
1.3% |
0% |
False |
True |
89,493 |
| 60 |
0.7669 |
0.6832 |
0.0838 |
12.3% |
0.0086 |
1.3% |
0% |
False |
True |
68,724 |
| 80 |
0.7669 |
0.6832 |
0.0838 |
12.3% |
0.0081 |
1.2% |
0% |
False |
True |
51,617 |
| 100 |
0.7669 |
0.6832 |
0.0838 |
12.3% |
0.0073 |
1.1% |
0% |
False |
True |
41,301 |
| 120 |
0.7669 |
0.6832 |
0.0838 |
12.3% |
0.0068 |
1.0% |
0% |
False |
True |
34,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7485 |
|
2.618 |
0.7282 |
|
1.618 |
0.7157 |
|
1.000 |
0.7081 |
|
0.618 |
0.7033 |
|
HIGH |
0.6956 |
|
0.618 |
0.6908 |
|
0.500 |
0.6894 |
|
0.382 |
0.6879 |
|
LOW |
0.6832 |
|
0.618 |
0.6755 |
|
1.000 |
0.6707 |
|
1.618 |
0.6630 |
|
2.618 |
0.6506 |
|
4.250 |
0.6302 |
|
|
| Fisher Pivots for day following 12-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6894 |
0.6945 |
| PP |
0.6873 |
0.6907 |
| S1 |
0.6853 |
0.6870 |
|