CME Australian Dollar Future June 2022
Trading Metrics calculated at close of trading on 02-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7178 |
0.7175 |
-0.0004 |
0.0% |
0.7064 |
High |
0.7231 |
0.7271 |
0.0040 |
0.5% |
0.7169 |
Low |
0.7156 |
0.7141 |
-0.0015 |
-0.2% |
0.7037 |
Close |
0.7190 |
0.7256 |
0.0066 |
0.9% |
0.7157 |
Range |
0.0075 |
0.0130 |
0.0055 |
72.7% |
0.0132 |
ATR |
0.0089 |
0.0092 |
0.0003 |
3.3% |
0.0000 |
Volume |
91,529 |
86,102 |
-5,427 |
-5.9% |
432,509 |
|
Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7611 |
0.7563 |
0.7327 |
|
R3 |
0.7481 |
0.7433 |
0.7291 |
|
R2 |
0.7352 |
0.7352 |
0.7279 |
|
R1 |
0.7304 |
0.7304 |
0.7267 |
0.7328 |
PP |
0.7222 |
0.7222 |
0.7222 |
0.7234 |
S1 |
0.7174 |
0.7174 |
0.7244 |
0.7198 |
S2 |
0.7093 |
0.7093 |
0.7232 |
|
S3 |
0.6963 |
0.7045 |
0.7220 |
|
S4 |
0.6834 |
0.6915 |
0.7184 |
|
|
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 |
0.7271 |
0.7059 |
0.0212 |
2.9% |
0.0078 |
1.1% |
93% |
True |
False |
94,255 |
10 |
0.7271 |
0.6956 |
0.0315 |
4.3% |
0.0080 |
1.1% |
95% |
True |
False |
94,992 |
20 |
0.7271 |
0.6832 |
0.0440 |
6.1% |
0.0094 |
1.3% |
96% |
False |
False |
102,253 |
40 |
0.7601 |
0.6832 |
0.0769 |
10.6% |
0.0093 |
1.3% |
55% |
False |
False |
95,851 |
60 |
0.7669 |
0.6832 |
0.0838 |
11.5% |
0.0087 |
1.2% |
51% |
False |
False |
89,723 |
80 |
0.7669 |
0.6832 |
0.0838 |
11.5% |
0.0084 |
1.2% |
51% |
False |
False |
68,159 |
100 |
0.7669 |
0.6832 |
0.0838 |
11.5% |
0.0080 |
1.1% |
51% |
False |
False |
54,574 |
120 |
0.7669 |
0.6832 |
0.0838 |
11.5% |
0.0073 |
1.0% |
51% |
False |
False |
45,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7821 |
2.618 |
0.7610 |
1.618 |
0.7480 |
1.000 |
0.7400 |
0.618 |
0.7351 |
HIGH |
0.7271 |
0.618 |
0.7221 |
0.500 |
0.7206 |
0.382 |
0.7190 |
LOW |
0.7141 |
0.618 |
0.7061 |
1.000 |
0.7012 |
1.618 |
0.6931 |
2.618 |
0.6802 |
4.250 |
0.6591 |
|
|
Fisher Pivots for day following 02-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7239 |
0.7239 |
PP |
0.7222 |
0.7222 |
S1 |
0.7206 |
0.7206 |
|