CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7057 |
0.7066 |
0.0009 |
0.1% |
0.6958 |
| High |
0.7085 |
0.7136 |
0.0051 |
0.7% |
0.7085 |
| Low |
0.7015 |
0.7066 |
0.0051 |
0.7% |
0.6890 |
| Close |
0.7032 |
0.7120 |
0.0088 |
1.3% |
0.7032 |
| Range |
0.0070 |
0.0070 |
0.0000 |
0.0% |
0.0195 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.0% |
0.0000 |
| Volume |
495 |
361 |
-134 |
-27.1% |
1,999 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7317 |
0.7288 |
0.7158 |
|
| R3 |
0.7247 |
0.7218 |
0.7139 |
|
| R2 |
0.7177 |
0.7177 |
0.7132 |
|
| R1 |
0.7148 |
0.7148 |
0.7126 |
0.7163 |
| PP |
0.7107 |
0.7107 |
0.7107 |
0.7114 |
| S1 |
0.7078 |
0.7078 |
0.7113 |
0.7093 |
| S2 |
0.7037 |
0.7037 |
0.7107 |
|
| S3 |
0.6967 |
0.7008 |
0.7100 |
|
| S4 |
0.6897 |
0.6938 |
0.7081 |
|
|
| 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 |
0.7136 |
0.6962 |
0.0174 |
2.4% |
0.0081 |
1.1% |
91% |
True |
False |
459 |
| 10 |
0.7136 |
0.6843 |
0.0294 |
4.1% |
0.0088 |
1.2% |
94% |
True |
False |
334 |
| 20 |
0.7269 |
0.6843 |
0.0427 |
6.0% |
0.0095 |
1.3% |
65% |
False |
False |
224 |
| 40 |
0.7665 |
0.6843 |
0.0822 |
11.5% |
0.0080 |
1.1% |
34% |
False |
False |
148 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.5% |
0.0070 |
1.0% |
34% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7434 |
|
2.618 |
0.7319 |
|
1.618 |
0.7249 |
|
1.000 |
0.7206 |
|
0.618 |
0.7179 |
|
HIGH |
0.7136 |
|
0.618 |
0.7109 |
|
0.500 |
0.7101 |
|
0.382 |
0.7093 |
|
LOW |
0.7066 |
|
0.618 |
0.7023 |
|
1.000 |
0.6996 |
|
1.618 |
0.6953 |
|
2.618 |
0.6883 |
|
4.250 |
0.6769 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7113 |
0.7097 |
| PP |
0.7107 |
0.7075 |
| S1 |
0.7101 |
0.7053 |
|