CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 07-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7213 |
0.7195 |
-0.0019 |
-0.3% |
0.7162 |
| High |
0.7233 |
0.7250 |
0.0017 |
0.2% |
0.7283 |
| Low |
0.7186 |
0.7157 |
-0.0029 |
-0.4% |
0.7141 |
| Close |
0.7193 |
0.7231 |
0.0039 |
0.5% |
0.7214 |
| Range |
0.0047 |
0.0093 |
0.0046 |
98.9% |
0.0142 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
0.4% |
0.0000 |
| Volume |
77,322 |
129,743 |
52,421 |
67.8% |
385,922 |
|
| Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7490 |
0.7453 |
0.7282 |
|
| R3 |
0.7398 |
0.7361 |
0.7256 |
|
| R2 |
0.7305 |
0.7305 |
0.7248 |
|
| R1 |
0.7268 |
0.7268 |
0.7239 |
0.7287 |
| PP |
0.7213 |
0.7213 |
0.7213 |
0.7222 |
| S1 |
0.7176 |
0.7176 |
0.7223 |
0.7194 |
| S2 |
0.7120 |
0.7120 |
0.7214 |
|
| S3 |
0.7028 |
0.7083 |
0.7206 |
|
| S4 |
0.6935 |
0.6991 |
0.7180 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7639 |
0.7568 |
0.7292 |
|
| R3 |
0.7497 |
0.7426 |
0.7253 |
|
| R2 |
0.7355 |
0.7355 |
0.7240 |
|
| R1 |
0.7284 |
0.7284 |
0.7227 |
0.7320 |
| PP |
0.7213 |
0.7213 |
0.7213 |
0.7230 |
| S1 |
0.7142 |
0.7142 |
0.7201 |
0.7178 |
| S2 |
0.7071 |
0.7071 |
0.7188 |
|
| S3 |
0.6929 |
0.7000 |
0.7175 |
|
| S4 |
0.6787 |
0.6858 |
0.7136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7283 |
0.7141 |
0.0142 |
2.0% |
0.0085 |
1.2% |
63% |
False |
False |
92,129 |
| 10 |
0.7283 |
0.7037 |
0.0246 |
3.4% |
0.0075 |
1.0% |
79% |
False |
False |
93,300 |
| 20 |
0.7283 |
0.6832 |
0.0452 |
6.2% |
0.0086 |
1.2% |
88% |
False |
False |
99,284 |
| 40 |
0.7502 |
0.6832 |
0.0670 |
9.3% |
0.0093 |
1.3% |
60% |
False |
False |
97,050 |
| 60 |
0.7669 |
0.6832 |
0.0838 |
11.6% |
0.0087 |
1.2% |
48% |
False |
False |
90,397 |
| 80 |
0.7669 |
0.6832 |
0.0838 |
11.6% |
0.0084 |
1.2% |
48% |
False |
False |
71,685 |
| 100 |
0.7669 |
0.6832 |
0.0838 |
11.6% |
0.0080 |
1.1% |
48% |
False |
False |
57,402 |
| 120 |
0.7669 |
0.6832 |
0.0838 |
11.6% |
0.0074 |
1.0% |
48% |
False |
False |
47,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7643 |
|
2.618 |
0.7492 |
|
1.618 |
0.7399 |
|
1.000 |
0.7342 |
|
0.618 |
0.7307 |
|
HIGH |
0.7250 |
|
0.618 |
0.7214 |
|
0.500 |
0.7203 |
|
0.382 |
0.7192 |
|
LOW |
0.7157 |
|
0.618 |
0.7100 |
|
1.000 |
0.7065 |
|
1.618 |
0.7007 |
|
2.618 |
0.6915 |
|
4.250 |
0.6764 |
|
|
| Fisher Pivots for day following 07-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7222 |
0.7227 |
| PP |
0.7213 |
0.7224 |
| S1 |
0.7203 |
0.7220 |
|