CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 17-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2022 |
17-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6938 |
0.6973 |
0.0035 |
0.5% |
0.7074 |
| High |
0.6985 |
0.7044 |
0.0059 |
0.8% |
0.7075 |
| Low |
0.6875 |
0.6971 |
0.0096 |
1.4% |
0.6832 |
| Close |
0.6980 |
0.7017 |
0.0037 |
0.5% |
0.6925 |
| Range |
0.0111 |
0.0073 |
-0.0038 |
-33.9% |
0.0243 |
| ATR |
0.0105 |
0.0102 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
102,038 |
89,211 |
-12,827 |
-12.6% |
579,653 |
|
| Daily Pivots for day following 17-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7229 |
0.7196 |
0.7057 |
|
| R3 |
0.7156 |
0.7123 |
0.7037 |
|
| R2 |
0.7083 |
0.7083 |
0.7030 |
|
| R1 |
0.7050 |
0.7050 |
0.7023 |
0.7067 |
| PP |
0.7010 |
0.7010 |
0.7010 |
0.7019 |
| S1 |
0.6977 |
0.6977 |
0.7010 |
0.6994 |
| S2 |
0.6937 |
0.6937 |
0.7003 |
|
| S3 |
0.6864 |
0.6904 |
0.6996 |
|
| S4 |
0.6791 |
0.6831 |
0.6976 |
|
|
| 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% |
82% |
False |
False |
109,769 |
| 10 |
0.7271 |
0.6832 |
0.0440 |
6.3% |
0.0117 |
1.7% |
42% |
False |
False |
112,085 |
| 20 |
0.7465 |
0.6832 |
0.0634 |
9.0% |
0.0109 |
1.6% |
29% |
False |
False |
108,198 |
| 40 |
0.7669 |
0.6832 |
0.0838 |
11.9% |
0.0089 |
1.3% |
22% |
False |
False |
91,343 |
| 60 |
0.7669 |
0.6832 |
0.0838 |
11.9% |
0.0088 |
1.3% |
22% |
False |
False |
73,457 |
| 80 |
0.7669 |
0.6832 |
0.0838 |
11.9% |
0.0082 |
1.2% |
22% |
False |
False |
55,158 |
| 100 |
0.7669 |
0.6832 |
0.0838 |
11.9% |
0.0075 |
1.1% |
22% |
False |
False |
44,148 |
| 120 |
0.7669 |
0.6832 |
0.0838 |
11.9% |
0.0069 |
1.0% |
22% |
False |
False |
36,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7354 |
|
2.618 |
0.7235 |
|
1.618 |
0.7162 |
|
1.000 |
0.7117 |
|
0.618 |
0.7089 |
|
HIGH |
0.7044 |
|
0.618 |
0.7016 |
|
0.500 |
0.7007 |
|
0.382 |
0.6998 |
|
LOW |
0.6971 |
|
0.618 |
0.6925 |
|
1.000 |
0.6898 |
|
1.618 |
0.6852 |
|
2.618 |
0.6779 |
|
4.250 |
0.6660 |
|
|
| Fisher Pivots for day following 17-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7013 |
0.6994 |
| PP |
0.7010 |
0.6972 |
| S1 |
0.7007 |
0.6950 |
|