CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 18-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2022 |
18-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6973 |
0.7032 |
0.0059 |
0.8% |
0.7074 |
| High |
0.7044 |
0.7049 |
0.0006 |
0.1% |
0.7075 |
| Low |
0.6971 |
0.6952 |
-0.0019 |
-0.3% |
0.6832 |
| Close |
0.7017 |
0.6968 |
-0.0049 |
-0.7% |
0.6925 |
| Range |
0.0073 |
0.0097 |
0.0024 |
32.9% |
0.0243 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
89,211 |
92,962 |
3,751 |
4.2% |
579,653 |
|
| Daily Pivots for day following 18-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7281 |
0.7221 |
0.7021 |
|
| R3 |
0.7184 |
0.7124 |
0.6994 |
|
| R2 |
0.7087 |
0.7087 |
0.6985 |
|
| R1 |
0.7027 |
0.7027 |
0.6976 |
0.7008 |
| PP |
0.6990 |
0.6990 |
0.6990 |
0.6980 |
| S1 |
0.6930 |
0.6930 |
0.6959 |
0.6911 |
| S2 |
0.6893 |
0.6893 |
0.6950 |
|
| S3 |
0.6796 |
0.6833 |
0.6941 |
|
| S4 |
0.6699 |
0.6736 |
0.6914 |
|
|
| 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 |
0.7049 |
0.6832 |
0.0218 |
3.1% |
0.0099 |
1.4% |
63% |
True |
False |
101,304 |
| 10 |
0.7271 |
0.6832 |
0.0440 |
6.3% |
0.0109 |
1.6% |
31% |
False |
False |
109,513 |
| 20 |
0.7465 |
0.6832 |
0.0634 |
9.1% |
0.0110 |
1.6% |
21% |
False |
False |
109,191 |
| 40 |
0.7669 |
0.6832 |
0.0838 |
12.0% |
0.0089 |
1.3% |
16% |
False |
False |
91,895 |
| 60 |
0.7669 |
0.6832 |
0.0838 |
12.0% |
0.0088 |
1.3% |
16% |
False |
False |
74,981 |
| 80 |
0.7669 |
0.6832 |
0.0838 |
12.0% |
0.0083 |
1.2% |
16% |
False |
False |
56,318 |
| 100 |
0.7669 |
0.6832 |
0.0838 |
12.0% |
0.0075 |
1.1% |
16% |
False |
False |
45,077 |
| 120 |
0.7669 |
0.6832 |
0.0838 |
12.0% |
0.0070 |
1.0% |
16% |
False |
False |
37,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7461 |
|
2.618 |
0.7303 |
|
1.618 |
0.7206 |
|
1.000 |
0.7146 |
|
0.618 |
0.7109 |
|
HIGH |
0.7049 |
|
0.618 |
0.7012 |
|
0.500 |
0.7001 |
|
0.382 |
0.6989 |
|
LOW |
0.6952 |
|
0.618 |
0.6892 |
|
1.000 |
0.6855 |
|
1.618 |
0.6795 |
|
2.618 |
0.6698 |
|
4.250 |
0.6540 |
|
|
| Fisher Pivots for day following 18-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7001 |
0.6966 |
| PP |
0.6990 |
0.6964 |
| S1 |
0.6979 |
0.6962 |
|