CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7110 |
0.7090 |
-0.0020 |
-0.3% |
0.6938 |
| High |
0.7121 |
0.7111 |
-0.0010 |
-0.1% |
0.7076 |
| Low |
0.7037 |
0.7059 |
0.0022 |
0.3% |
0.6875 |
| Close |
0.7094 |
0.7094 |
0.0000 |
0.0% |
0.7022 |
| Range |
0.0084 |
0.0053 |
-0.0032 |
-37.5% |
0.0202 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
93,661 |
70,458 |
-23,203 |
-24.8% |
491,656 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7245 |
0.7222 |
0.7122 |
|
| R3 |
0.7193 |
0.7169 |
0.7108 |
|
| R2 |
0.7140 |
0.7140 |
0.7103 |
|
| R1 |
0.7117 |
0.7117 |
0.7098 |
0.7129 |
| PP |
0.7088 |
0.7088 |
0.7088 |
0.7094 |
| S1 |
0.7064 |
0.7064 |
0.7089 |
0.7076 |
| S2 |
0.7035 |
0.7035 |
0.7084 |
|
| S3 |
0.6983 |
0.7012 |
0.7079 |
|
| S4 |
0.6930 |
0.6959 |
0.7065 |
|
|
| 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 |
0.7005 |
0.0125 |
1.8% |
0.0069 |
1.0% |
71% |
False |
False |
86,444 |
| 10 |
0.7130 |
0.6856 |
0.0274 |
3.9% |
0.0083 |
1.2% |
87% |
False |
False |
92,677 |
| 20 |
0.7271 |
0.6832 |
0.0440 |
6.2% |
0.0100 |
1.4% |
60% |
False |
False |
104,783 |
| 40 |
0.7669 |
0.6832 |
0.0838 |
11.8% |
0.0092 |
1.3% |
31% |
False |
False |
94,137 |
| 60 |
0.7669 |
0.6832 |
0.0838 |
11.8% |
0.0088 |
1.2% |
31% |
False |
False |
84,019 |
| 80 |
0.7669 |
0.6832 |
0.0838 |
11.8% |
0.0083 |
1.2% |
31% |
False |
False |
63,157 |
| 100 |
0.7669 |
0.6832 |
0.0838 |
11.8% |
0.0078 |
1.1% |
31% |
False |
False |
50,567 |
| 120 |
0.7669 |
0.6832 |
0.0838 |
11.8% |
0.0071 |
1.0% |
31% |
False |
False |
42,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7334 |
|
2.618 |
0.7248 |
|
1.618 |
0.7196 |
|
1.000 |
0.7164 |
|
0.618 |
0.7143 |
|
HIGH |
0.7111 |
|
0.618 |
0.7091 |
|
0.500 |
0.7085 |
|
0.382 |
0.7079 |
|
LOW |
0.7059 |
|
0.618 |
0.7026 |
|
1.000 |
0.7006 |
|
1.618 |
0.6974 |
|
2.618 |
0.6921 |
|
4.250 |
0.6835 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7091 |
0.7089 |
| PP |
0.7088 |
0.7084 |
| S1 |
0.7085 |
0.7079 |
|