CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 20-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6985 |
0.7057 |
0.0073 |
1.0% |
0.6958 |
| High |
0.7079 |
0.7085 |
0.0007 |
0.1% |
0.7085 |
| Low |
0.6970 |
0.7015 |
0.0045 |
0.6% |
0.6890 |
| Close |
0.7075 |
0.7032 |
-0.0043 |
-0.6% |
0.7032 |
| Range |
0.0109 |
0.0070 |
-0.0039 |
-35.5% |
0.0195 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
802 |
495 |
-307 |
-38.3% |
1,999 |
|
| Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7254 |
0.7213 |
0.7070 |
|
| R3 |
0.7184 |
0.7143 |
0.7051 |
|
| R2 |
0.7114 |
0.7114 |
0.7044 |
|
| R1 |
0.7073 |
0.7073 |
0.7038 |
0.7058 |
| PP |
0.7044 |
0.7044 |
0.7044 |
0.7037 |
| S1 |
0.7003 |
0.7003 |
0.7025 |
0.6988 |
| S2 |
0.6974 |
0.6974 |
0.7019 |
|
| S3 |
0.6904 |
0.6933 |
0.7012 |
|
| S4 |
0.6834 |
0.6863 |
0.6993 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7587 |
0.7504 |
0.7139 |
|
| R3 |
0.7392 |
0.7309 |
0.7085 |
|
| R2 |
0.7197 |
0.7197 |
0.7067 |
|
| R1 |
0.7114 |
0.7114 |
0.7049 |
0.7156 |
| PP |
0.7002 |
0.7002 |
0.7002 |
0.7023 |
| S1 |
0.6919 |
0.6919 |
0.7014 |
0.6961 |
| S2 |
0.6807 |
0.6807 |
0.6996 |
|
| S3 |
0.6612 |
0.6724 |
0.6978 |
|
| S4 |
0.6417 |
0.6529 |
0.6924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7085 |
0.6890 |
0.0195 |
2.8% |
0.0088 |
1.2% |
73% |
True |
False |
399 |
| 10 |
0.7085 |
0.6843 |
0.0243 |
3.4% |
0.0092 |
1.3% |
78% |
True |
False |
320 |
| 20 |
0.7269 |
0.6843 |
0.0427 |
6.1% |
0.0096 |
1.4% |
44% |
False |
False |
214 |
| 40 |
0.7665 |
0.6843 |
0.0822 |
11.7% |
0.0079 |
1.1% |
23% |
False |
False |
141 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.7% |
0.0070 |
1.0% |
23% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7383 |
|
2.618 |
0.7268 |
|
1.618 |
0.7198 |
|
1.000 |
0.7155 |
|
0.618 |
0.7128 |
|
HIGH |
0.7085 |
|
0.618 |
0.7058 |
|
0.500 |
0.7050 |
|
0.382 |
0.7042 |
|
LOW |
0.7015 |
|
0.618 |
0.6972 |
|
1.000 |
0.6945 |
|
1.618 |
0.6902 |
|
2.618 |
0.6832 |
|
4.250 |
0.6718 |
|
|
| Fisher Pivots for day following 20-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7050 |
0.7029 |
| PP |
0.7044 |
0.7026 |
| S1 |
0.7038 |
0.7024 |
|