CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 13-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2022 |
13-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6942 |
0.6858 |
-0.0085 |
-1.2% |
0.7074 |
| High |
0.6956 |
0.6944 |
-0.0012 |
-0.2% |
0.7075 |
| Low |
0.6832 |
0.6856 |
0.0025 |
0.4% |
0.6832 |
| Close |
0.6833 |
0.6925 |
0.0093 |
1.4% |
0.6925 |
| Range |
0.0125 |
0.0088 |
-0.0037 |
-29.3% |
0.0243 |
| ATR |
0.0104 |
0.0104 |
0.0001 |
0.6% |
0.0000 |
| Volume |
128,858 |
93,451 |
-35,407 |
-27.5% |
579,653 |
|
| Daily Pivots for day following 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7172 |
0.7137 |
0.6973 |
|
| R3 |
0.7084 |
0.7049 |
0.6949 |
|
| R2 |
0.6996 |
0.6996 |
0.6941 |
|
| R1 |
0.6961 |
0.6961 |
0.6933 |
0.6979 |
| PP |
0.6908 |
0.6908 |
0.6908 |
0.6917 |
| S1 |
0.6873 |
0.6873 |
0.6917 |
0.6891 |
| S2 |
0.6820 |
0.6820 |
0.6909 |
|
| S3 |
0.6732 |
0.6785 |
0.6901 |
|
| S4 |
0.6644 |
0.6697 |
0.6877 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7673 |
0.7542 |
0.7059 |
|
| R3 |
0.7430 |
0.7299 |
0.6992 |
|
| R2 |
0.7187 |
0.7187 |
0.6970 |
|
| R1 |
0.7056 |
0.7056 |
0.6947 |
0.7000 |
| PP |
0.6944 |
0.6944 |
0.6944 |
0.6916 |
| S1 |
0.6813 |
0.6813 |
0.6903 |
0.6757 |
| S2 |
0.6701 |
0.6701 |
0.6880 |
|
| S3 |
0.6458 |
0.6570 |
0.6858 |
|
| S4 |
0.6215 |
0.6327 |
0.6791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7075 |
0.6832 |
0.0243 |
3.5% |
0.0108 |
1.6% |
38% |
False |
False |
115,930 |
| 10 |
0.7271 |
0.6832 |
0.0440 |
6.3% |
0.0114 |
1.6% |
21% |
False |
False |
113,575 |
| 20 |
0.7465 |
0.6832 |
0.0634 |
9.1% |
0.0106 |
1.5% |
15% |
False |
False |
104,606 |
| 40 |
0.7669 |
0.6832 |
0.0838 |
12.1% |
0.0087 |
1.3% |
11% |
False |
False |
89,879 |
| 60 |
0.7669 |
0.6832 |
0.0838 |
12.1% |
0.0087 |
1.3% |
11% |
False |
False |
70,280 |
| 80 |
0.7669 |
0.6832 |
0.0838 |
12.1% |
0.0081 |
1.2% |
11% |
False |
False |
52,778 |
| 100 |
0.7669 |
0.6832 |
0.0838 |
12.1% |
0.0074 |
1.1% |
11% |
False |
False |
42,235 |
| 120 |
0.7669 |
0.6832 |
0.0838 |
12.1% |
0.0068 |
1.0% |
11% |
False |
False |
35,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7318 |
|
2.618 |
0.7174 |
|
1.618 |
0.7086 |
|
1.000 |
0.7032 |
|
0.618 |
0.6998 |
|
HIGH |
0.6944 |
|
0.618 |
0.6910 |
|
0.500 |
0.6900 |
|
0.382 |
0.6890 |
|
LOW |
0.6856 |
|
0.618 |
0.6802 |
|
1.000 |
0.6768 |
|
1.618 |
0.6714 |
|
2.618 |
0.6626 |
|
4.250 |
0.6482 |
|
|
| Fisher Pivots for day following 13-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6917 |
0.6945 |
| PP |
0.6908 |
0.6938 |
| S1 |
0.6900 |
0.6932 |
|