CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 20-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6957 |
0.7051 |
0.0094 |
1.3% |
0.6938 |
| High |
0.7075 |
0.7076 |
0.0001 |
0.0% |
0.7076 |
| Low |
0.6956 |
0.7005 |
0.0049 |
0.7% |
0.6875 |
| Close |
0.7065 |
0.7022 |
-0.0043 |
-0.6% |
0.7022 |
| Range |
0.0119 |
0.0072 |
-0.0048 |
-39.9% |
0.0202 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
116,886 |
90,559 |
-26,327 |
-22.5% |
491,656 |
|
| Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7249 |
0.7207 |
0.7061 |
|
| R3 |
0.7177 |
0.7135 |
0.7042 |
|
| R2 |
0.7106 |
0.7106 |
0.7035 |
|
| R1 |
0.7064 |
0.7064 |
0.7029 |
0.7049 |
| PP |
0.7034 |
0.7034 |
0.7034 |
0.7027 |
| S1 |
0.6992 |
0.6992 |
0.7015 |
0.6978 |
| S2 |
0.6963 |
0.6963 |
0.7009 |
|
| S3 |
0.6891 |
0.6921 |
0.7002 |
|
| S4 |
0.6820 |
0.6849 |
0.6983 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7595 |
0.7510 |
0.7133 |
|
| R3 |
0.7394 |
0.7309 |
0.7077 |
|
| R2 |
0.7192 |
0.7192 |
0.7059 |
|
| R1 |
0.7107 |
0.7107 |
0.7040 |
0.7150 |
| PP |
0.6991 |
0.6991 |
0.6991 |
0.7012 |
| S1 |
0.6906 |
0.6906 |
0.7004 |
0.6948 |
| S2 |
0.6789 |
0.6789 |
0.6985 |
|
| S3 |
0.6588 |
0.6704 |
0.6967 |
|
| S4 |
0.6386 |
0.6503 |
0.6911 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7076 |
0.6875 |
0.0202 |
2.9% |
0.0094 |
1.3% |
73% |
True |
False |
98,331 |
| 10 |
0.7076 |
0.6832 |
0.0245 |
3.5% |
0.0101 |
1.4% |
78% |
True |
False |
107,130 |
| 20 |
0.7271 |
0.6832 |
0.0440 |
6.3% |
0.0108 |
1.5% |
43% |
False |
False |
110,865 |
| 40 |
0.7669 |
0.6832 |
0.0838 |
11.9% |
0.0091 |
1.3% |
23% |
False |
False |
93,488 |
| 60 |
0.7669 |
0.6832 |
0.0838 |
11.9% |
0.0088 |
1.3% |
23% |
False |
False |
78,392 |
| 80 |
0.7669 |
0.6832 |
0.0838 |
11.9% |
0.0083 |
1.2% |
23% |
False |
False |
58,902 |
| 100 |
0.7669 |
0.6832 |
0.0838 |
11.9% |
0.0076 |
1.1% |
23% |
False |
False |
47,152 |
| 120 |
0.7669 |
0.6832 |
0.0838 |
11.9% |
0.0071 |
1.0% |
23% |
False |
False |
39,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7380 |
|
2.618 |
0.7263 |
|
1.618 |
0.7192 |
|
1.000 |
0.7148 |
|
0.618 |
0.7120 |
|
HIGH |
0.7076 |
|
0.618 |
0.7049 |
|
0.500 |
0.7040 |
|
0.382 |
0.7032 |
|
LOW |
0.7005 |
|
0.618 |
0.6960 |
|
1.000 |
0.6933 |
|
1.618 |
0.6889 |
|
2.618 |
0.6817 |
|
4.250 |
0.6701 |
|
|
| Fisher Pivots for day following 20-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7040 |
0.7019 |
| PP |
0.7034 |
0.7017 |
| S1 |
0.7028 |
0.7014 |
|