CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7064 |
0.7112 |
0.0048 |
0.7% |
0.6938 |
| High |
0.7130 |
0.7115 |
-0.0015 |
-0.2% |
0.7076 |
| Low |
0.7052 |
0.7059 |
0.0007 |
0.1% |
0.6875 |
| Close |
0.7110 |
0.7085 |
-0.0025 |
-0.3% |
0.7022 |
| Range |
0.0078 |
0.0057 |
-0.0022 |
-27.6% |
0.0202 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
92,492 |
85,053 |
-7,439 |
-8.0% |
491,656 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7256 |
0.7227 |
0.7116 |
|
| R3 |
0.7199 |
0.7170 |
0.7101 |
|
| R2 |
0.7143 |
0.7143 |
0.7095 |
|
| R1 |
0.7114 |
0.7114 |
0.7090 |
0.7100 |
| PP |
0.7086 |
0.7086 |
0.7086 |
0.7079 |
| S1 |
0.7057 |
0.7057 |
0.7080 |
0.7044 |
| S2 |
0.7030 |
0.7030 |
0.7075 |
|
| S3 |
0.6973 |
0.7001 |
0.7069 |
|
| S4 |
0.6917 |
0.6944 |
0.7054 |
|
|
| 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% |
0.0084 |
1.2% |
75% |
False |
False |
95,590 |
| 10 |
0.7130 |
0.6832 |
0.0298 |
4.2% |
0.0095 |
1.3% |
85% |
False |
False |
102,679 |
| 20 |
0.7271 |
0.6832 |
0.0440 |
6.2% |
0.0103 |
1.5% |
58% |
False |
False |
107,790 |
| 40 |
0.7669 |
0.6832 |
0.0838 |
11.8% |
0.0092 |
1.3% |
30% |
False |
False |
94,035 |
| 60 |
0.7669 |
0.6832 |
0.0838 |
11.8% |
0.0087 |
1.2% |
30% |
False |
False |
81,331 |
| 80 |
0.7669 |
0.6832 |
0.0838 |
11.8% |
0.0083 |
1.2% |
30% |
False |
False |
61,113 |
| 100 |
0.7669 |
0.6832 |
0.0838 |
11.8% |
0.0077 |
1.1% |
30% |
False |
False |
48,926 |
| 120 |
0.7669 |
0.6832 |
0.0838 |
11.8% |
0.0071 |
1.0% |
30% |
False |
False |
40,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7355 |
|
2.618 |
0.7263 |
|
1.618 |
0.7206 |
|
1.000 |
0.7172 |
|
0.618 |
0.7150 |
|
HIGH |
0.7115 |
|
0.618 |
0.7093 |
|
0.500 |
0.7087 |
|
0.382 |
0.7080 |
|
LOW |
0.7059 |
|
0.618 |
0.7024 |
|
1.000 |
0.7002 |
|
1.618 |
0.6967 |
|
2.618 |
0.6911 |
|
4.250 |
0.6818 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7087 |
0.7079 |
| PP |
0.7086 |
0.7073 |
| S1 |
0.7086 |
0.7067 |
|