CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7090 |
0.7100 |
0.0010 |
0.1% |
0.7064 |
| High |
0.7111 |
0.7169 |
0.0058 |
0.8% |
0.7169 |
| Low |
0.7059 |
0.7091 |
0.0033 |
0.5% |
0.7037 |
| Close |
0.7094 |
0.7157 |
0.0064 |
0.9% |
0.7157 |
| Range |
0.0053 |
0.0078 |
0.0025 |
47.6% |
0.0132 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
70,458 |
90,845 |
20,387 |
28.9% |
432,509 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7371 |
0.7342 |
0.7200 |
|
| R3 |
0.7294 |
0.7264 |
0.7178 |
|
| R2 |
0.7216 |
0.7216 |
0.7171 |
|
| R1 |
0.7187 |
0.7187 |
0.7164 |
0.7202 |
| PP |
0.7139 |
0.7139 |
0.7139 |
0.7146 |
| S1 |
0.7109 |
0.7109 |
0.7150 |
0.7124 |
| S2 |
0.7061 |
0.7061 |
0.7143 |
|
| S3 |
0.6984 |
0.7032 |
0.7136 |
|
| S4 |
0.6906 |
0.6954 |
0.7114 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7515 |
0.7468 |
0.7229 |
|
| R3 |
0.7384 |
0.7336 |
0.7193 |
|
| R2 |
0.7252 |
0.7252 |
0.7181 |
|
| R1 |
0.7205 |
0.7205 |
0.7169 |
0.7229 |
| PP |
0.7121 |
0.7121 |
0.7121 |
0.7133 |
| S1 |
0.7073 |
0.7073 |
0.7145 |
0.7097 |
| S2 |
0.6989 |
0.6989 |
0.7133 |
|
| S3 |
0.6858 |
0.6942 |
0.7121 |
|
| S4 |
0.6726 |
0.6810 |
0.7085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7169 |
0.7037 |
0.0132 |
1.8% |
0.0070 |
1.0% |
91% |
True |
False |
86,501 |
| 10 |
0.7169 |
0.6875 |
0.0294 |
4.1% |
0.0082 |
1.1% |
96% |
True |
False |
92,416 |
| 20 |
0.7271 |
0.6832 |
0.0440 |
6.1% |
0.0098 |
1.4% |
74% |
False |
False |
102,995 |
| 40 |
0.7669 |
0.6832 |
0.0838 |
11.7% |
0.0093 |
1.3% |
39% |
False |
False |
94,245 |
| 60 |
0.7669 |
0.6832 |
0.0838 |
11.7% |
0.0088 |
1.2% |
39% |
False |
False |
85,470 |
| 80 |
0.7669 |
0.6832 |
0.0838 |
11.7% |
0.0083 |
1.2% |
39% |
False |
False |
64,289 |
| 100 |
0.7669 |
0.6832 |
0.0838 |
11.7% |
0.0079 |
1.1% |
39% |
False |
False |
51,476 |
| 120 |
0.7669 |
0.6832 |
0.0838 |
11.7% |
0.0072 |
1.0% |
39% |
False |
False |
42,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7498 |
|
2.618 |
0.7371 |
|
1.618 |
0.7294 |
|
1.000 |
0.7246 |
|
0.618 |
0.7216 |
|
HIGH |
0.7169 |
|
0.618 |
0.7139 |
|
0.500 |
0.7130 |
|
0.382 |
0.7121 |
|
LOW |
0.7091 |
|
0.618 |
0.7043 |
|
1.000 |
0.7014 |
|
1.618 |
0.6966 |
|
2.618 |
0.6888 |
|
4.250 |
0.6762 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7148 |
0.7139 |
| PP |
0.7139 |
0.7121 |
| S1 |
0.7130 |
0.7103 |
|