CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 19-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2022 |
19-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7032 |
0.6957 |
-0.0075 |
-1.1% |
0.7074 |
| High |
0.7049 |
0.7075 |
0.0026 |
0.4% |
0.7075 |
| Low |
0.6952 |
0.6956 |
0.0004 |
0.1% |
0.6832 |
| Close |
0.6968 |
0.7065 |
0.0098 |
1.4% |
0.6925 |
| Range |
0.0097 |
0.0119 |
0.0022 |
22.7% |
0.0243 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
1.2% |
0.0000 |
| Volume |
92,962 |
116,886 |
23,924 |
25.7% |
579,653 |
|
| Daily Pivots for day following 19-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7389 |
0.7346 |
0.7130 |
|
| R3 |
0.7270 |
0.7227 |
0.7098 |
|
| R2 |
0.7151 |
0.7151 |
0.7087 |
|
| R1 |
0.7108 |
0.7108 |
0.7076 |
0.7130 |
| PP |
0.7032 |
0.7032 |
0.7032 |
0.7043 |
| S1 |
0.6989 |
0.6989 |
0.7054 |
0.7011 |
| S2 |
0.6913 |
0.6913 |
0.7043 |
|
| S3 |
0.6794 |
0.6870 |
0.7032 |
|
| S4 |
0.6675 |
0.6751 |
0.7000 |
|
|
| 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 |
0.6856 |
0.0219 |
3.1% |
0.0098 |
1.4% |
95% |
True |
False |
98,909 |
| 10 |
0.7139 |
0.6832 |
0.0308 |
4.4% |
0.0102 |
1.4% |
76% |
False |
False |
109,999 |
| 20 |
0.7381 |
0.6832 |
0.0549 |
7.8% |
0.0111 |
1.6% |
43% |
False |
False |
111,224 |
| 40 |
0.7669 |
0.6832 |
0.0838 |
11.9% |
0.0091 |
1.3% |
28% |
False |
False |
93,070 |
| 60 |
0.7669 |
0.6832 |
0.0838 |
11.9% |
0.0089 |
1.3% |
28% |
False |
False |
76,918 |
| 80 |
0.7669 |
0.6832 |
0.0838 |
11.9% |
0.0083 |
1.2% |
28% |
False |
False |
57,775 |
| 100 |
0.7669 |
0.6832 |
0.0838 |
11.9% |
0.0076 |
1.1% |
28% |
False |
False |
46,246 |
| 120 |
0.7669 |
0.6832 |
0.0838 |
11.9% |
0.0070 |
1.0% |
28% |
False |
False |
38,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7581 |
|
2.618 |
0.7387 |
|
1.618 |
0.7268 |
|
1.000 |
0.7194 |
|
0.618 |
0.7149 |
|
HIGH |
0.7075 |
|
0.618 |
0.7030 |
|
0.500 |
0.7016 |
|
0.382 |
0.7001 |
|
LOW |
0.6956 |
|
0.618 |
0.6882 |
|
1.000 |
0.6837 |
|
1.618 |
0.6763 |
|
2.618 |
0.6644 |
|
4.250 |
0.6450 |
|
|
| Fisher Pivots for day following 19-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7049 |
0.7048 |
| PP |
0.7032 |
0.7031 |
| S1 |
0.7016 |
0.7014 |
|