CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7051 |
0.7064 |
0.0014 |
0.2% |
0.6938 |
| High |
0.7076 |
0.7130 |
0.0054 |
0.8% |
0.7076 |
| Low |
0.7005 |
0.7052 |
0.0047 |
0.7% |
0.6875 |
| Close |
0.7022 |
0.7110 |
0.0088 |
1.2% |
0.7022 |
| Range |
0.0072 |
0.0078 |
0.0007 |
9.1% |
0.0202 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.5% |
0.0000 |
| Volume |
90,559 |
92,492 |
1,933 |
2.1% |
491,656 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7331 |
0.7298 |
0.7152 |
|
| R3 |
0.7253 |
0.7220 |
0.7131 |
|
| R2 |
0.7175 |
0.7175 |
0.7124 |
|
| R1 |
0.7142 |
0.7142 |
0.7117 |
0.7159 |
| PP |
0.7097 |
0.7097 |
0.7097 |
0.7105 |
| S1 |
0.7064 |
0.7064 |
0.7102 |
0.7081 |
| S2 |
0.7019 |
0.7019 |
0.7095 |
|
| S3 |
0.6941 |
0.6986 |
0.7088 |
|
| S4 |
0.6863 |
0.6908 |
0.7067 |
|
|
| 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 |
0.7130 |
0.6952 |
0.0178 |
2.5% |
0.0088 |
1.2% |
89% |
True |
False |
96,422 |
| 10 |
0.7130 |
0.6832 |
0.0298 |
4.2% |
0.0096 |
1.4% |
93% |
True |
False |
105,268 |
| 20 |
0.7271 |
0.6832 |
0.0440 |
6.2% |
0.0106 |
1.5% |
63% |
False |
False |
109,112 |
| 40 |
0.7669 |
0.6832 |
0.0838 |
11.8% |
0.0092 |
1.3% |
33% |
False |
False |
94,093 |
| 60 |
0.7669 |
0.6832 |
0.0838 |
11.8% |
0.0088 |
1.2% |
33% |
False |
False |
79,924 |
| 80 |
0.7669 |
0.6832 |
0.0838 |
11.8% |
0.0083 |
1.2% |
33% |
False |
False |
60,054 |
| 100 |
0.7669 |
0.6832 |
0.0838 |
11.8% |
0.0077 |
1.1% |
33% |
False |
False |
48,076 |
| 120 |
0.7669 |
0.6832 |
0.0838 |
11.8% |
0.0071 |
1.0% |
33% |
False |
False |
40,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7461 |
|
2.618 |
0.7334 |
|
1.618 |
0.7256 |
|
1.000 |
0.7208 |
|
0.618 |
0.7178 |
|
HIGH |
0.7130 |
|
0.618 |
0.7100 |
|
0.500 |
0.7091 |
|
0.382 |
0.7081 |
|
LOW |
0.7052 |
|
0.618 |
0.7003 |
|
1.000 |
0.6974 |
|
1.618 |
0.6925 |
|
2.618 |
0.6847 |
|
4.250 |
0.6720 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7103 |
0.7087 |
| PP |
0.7097 |
0.7065 |
| S1 |
0.7091 |
0.7043 |
|