CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 16-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6858 |
0.6938 |
0.0080 |
1.2% |
0.7074 |
| High |
0.6944 |
0.6985 |
0.0041 |
0.6% |
0.7075 |
| Low |
0.6856 |
0.6875 |
0.0019 |
0.3% |
0.6832 |
| Close |
0.6925 |
0.6980 |
0.0055 |
0.8% |
0.6925 |
| Range |
0.0088 |
0.0111 |
0.0023 |
25.6% |
0.0243 |
| ATR |
0.0104 |
0.0105 |
0.0000 |
0.4% |
0.0000 |
| Volume |
93,451 |
102,038 |
8,587 |
9.2% |
579,653 |
|
| Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7278 |
0.7240 |
0.7041 |
|
| R3 |
0.7168 |
0.7129 |
0.7010 |
|
| R2 |
0.7057 |
0.7057 |
0.7000 |
|
| R1 |
0.7019 |
0.7019 |
0.6990 |
0.7038 |
| PP |
0.6947 |
0.6947 |
0.6947 |
0.6956 |
| S1 |
0.6908 |
0.6908 |
0.6970 |
0.6927 |
| S2 |
0.6836 |
0.6836 |
0.6960 |
|
| S3 |
0.6726 |
0.6798 |
0.6950 |
|
| S4 |
0.6615 |
0.6687 |
0.6919 |
|
|
| 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 |
0.7058 |
0.6832 |
0.0226 |
3.2% |
0.0105 |
1.5% |
66% |
False |
False |
114,114 |
| 10 |
0.7271 |
0.6832 |
0.0440 |
6.3% |
0.0120 |
1.7% |
34% |
False |
False |
114,593 |
| 20 |
0.7465 |
0.6832 |
0.0634 |
9.1% |
0.0108 |
1.6% |
23% |
False |
False |
107,542 |
| 40 |
0.7669 |
0.6832 |
0.0838 |
12.0% |
0.0089 |
1.3% |
18% |
False |
False |
90,737 |
| 60 |
0.7669 |
0.6832 |
0.0838 |
12.0% |
0.0088 |
1.3% |
18% |
False |
False |
71,973 |
| 80 |
0.7669 |
0.6832 |
0.0838 |
12.0% |
0.0082 |
1.2% |
18% |
False |
False |
54,052 |
| 100 |
0.7669 |
0.6832 |
0.0838 |
12.0% |
0.0075 |
1.1% |
18% |
False |
False |
43,256 |
| 120 |
0.7669 |
0.6832 |
0.0838 |
12.0% |
0.0068 |
1.0% |
18% |
False |
False |
36,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7455 |
|
2.618 |
0.7274 |
|
1.618 |
0.7164 |
|
1.000 |
0.7096 |
|
0.618 |
0.7053 |
|
HIGH |
0.6985 |
|
0.618 |
0.6943 |
|
0.500 |
0.6930 |
|
0.382 |
0.6917 |
|
LOW |
0.6875 |
|
0.618 |
0.6806 |
|
1.000 |
0.6764 |
|
1.618 |
0.6696 |
|
2.618 |
0.6585 |
|
4.250 |
0.6405 |
|
|
| Fisher Pivots for day following 16-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6963 |
0.6956 |
| PP |
0.6947 |
0.6932 |
| S1 |
0.6930 |
0.6908 |
|