CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7100 |
0.7162 |
0.0062 |
0.9% |
0.7064 |
| High |
0.7169 |
0.7205 |
0.0036 |
0.5% |
0.7169 |
| Low |
0.7091 |
0.7151 |
0.0060 |
0.8% |
0.7037 |
| Close |
0.7157 |
0.7177 |
0.0020 |
0.3% |
0.7157 |
| Range |
0.0078 |
0.0054 |
-0.0024 |
-31.0% |
0.0132 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
90,845 |
132,341 |
41,496 |
45.7% |
432,509 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7338 |
0.7311 |
0.7206 |
|
| R3 |
0.7284 |
0.7257 |
0.7191 |
|
| R2 |
0.7231 |
0.7231 |
0.7186 |
|
| R1 |
0.7204 |
0.7204 |
0.7181 |
0.7217 |
| PP |
0.7177 |
0.7177 |
0.7177 |
0.7184 |
| S1 |
0.7150 |
0.7150 |
0.7172 |
0.7164 |
| S2 |
0.7124 |
0.7124 |
0.7167 |
|
| S3 |
0.7070 |
0.7097 |
0.7162 |
|
| S4 |
0.7017 |
0.7043 |
0.7147 |
|
|
| 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 |
0.7205 |
0.7037 |
0.0168 |
2.3% |
0.0065 |
0.9% |
83% |
True |
False |
94,471 |
| 10 |
0.7205 |
0.6952 |
0.0253 |
3.5% |
0.0076 |
1.1% |
89% |
True |
False |
95,446 |
| 20 |
0.7271 |
0.6832 |
0.0440 |
6.1% |
0.0098 |
1.4% |
78% |
False |
False |
105,020 |
| 40 |
0.7669 |
0.6832 |
0.0838 |
11.7% |
0.0093 |
1.3% |
41% |
False |
False |
95,672 |
| 60 |
0.7669 |
0.6832 |
0.0838 |
11.7% |
0.0087 |
1.2% |
41% |
False |
False |
87,597 |
| 80 |
0.7669 |
0.6832 |
0.0838 |
11.7% |
0.0083 |
1.2% |
41% |
False |
False |
65,942 |
| 100 |
0.7669 |
0.6832 |
0.0838 |
11.7% |
0.0079 |
1.1% |
41% |
False |
False |
52,799 |
| 120 |
0.7669 |
0.6832 |
0.0838 |
11.7% |
0.0072 |
1.0% |
41% |
False |
False |
44,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7432 |
|
2.618 |
0.7345 |
|
1.618 |
0.7291 |
|
1.000 |
0.7258 |
|
0.618 |
0.7238 |
|
HIGH |
0.7205 |
|
0.618 |
0.7184 |
|
0.500 |
0.7178 |
|
0.382 |
0.7171 |
|
LOW |
0.7151 |
|
0.618 |
0.7118 |
|
1.000 |
0.7098 |
|
1.618 |
0.7064 |
|
2.618 |
0.7011 |
|
4.250 |
0.6924 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7178 |
0.7162 |
| PP |
0.7177 |
0.7147 |
| S1 |
0.7177 |
0.7132 |
|