CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7066 |
0.7114 |
0.0048 |
0.7% |
0.6958 |
| High |
0.7136 |
0.7124 |
-0.0012 |
-0.2% |
0.7085 |
| Low |
0.7066 |
0.7070 |
0.0004 |
0.1% |
0.6890 |
| Close |
0.7120 |
0.7095 |
-0.0025 |
-0.3% |
0.7032 |
| Range |
0.0070 |
0.0054 |
-0.0016 |
-22.9% |
0.0195 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
361 |
129 |
-232 |
-64.3% |
1,999 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7258 |
0.7231 |
0.7125 |
|
| R3 |
0.7204 |
0.7177 |
0.7110 |
|
| R2 |
0.7150 |
0.7150 |
0.7105 |
|
| R1 |
0.7123 |
0.7123 |
0.7100 |
0.7110 |
| PP |
0.7096 |
0.7096 |
0.7096 |
0.7090 |
| S1 |
0.7069 |
0.7069 |
0.7090 |
0.7056 |
| S2 |
0.7042 |
0.7042 |
0.7085 |
|
| S3 |
0.6988 |
0.7015 |
0.7080 |
|
| S4 |
0.6934 |
0.6961 |
0.7065 |
|
|
| 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 |
2.5% |
0.0079 |
1.1% |
76% |
False |
False |
392 |
| 10 |
0.7136 |
0.6843 |
0.0294 |
4.1% |
0.0087 |
1.2% |
86% |
False |
False |
334 |
| 20 |
0.7269 |
0.6843 |
0.0427 |
6.0% |
0.0094 |
1.3% |
59% |
False |
False |
230 |
| 40 |
0.7665 |
0.6843 |
0.0822 |
11.6% |
0.0079 |
1.1% |
31% |
False |
False |
149 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.6% |
0.0071 |
1.0% |
31% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7354 |
|
2.618 |
0.7265 |
|
1.618 |
0.7211 |
|
1.000 |
0.7178 |
|
0.618 |
0.7157 |
|
HIGH |
0.7124 |
|
0.618 |
0.7103 |
|
0.500 |
0.7097 |
|
0.382 |
0.7091 |
|
LOW |
0.7070 |
|
0.618 |
0.7037 |
|
1.000 |
0.7016 |
|
1.618 |
0.6983 |
|
2.618 |
0.6929 |
|
4.250 |
0.6841 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7097 |
0.7089 |
| PP |
0.7096 |
0.7082 |
| S1 |
0.7096 |
0.7076 |
|