CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7127 |
0.7105 |
-0.0022 |
-0.3% |
0.6958 |
| High |
0.7129 |
0.7111 |
-0.0018 |
-0.3% |
0.7085 |
| Low |
0.7049 |
0.7076 |
0.0027 |
0.4% |
0.6890 |
| Close |
0.7104 |
0.7103 |
-0.0001 |
0.0% |
0.7032 |
| Range |
0.0081 |
0.0036 |
-0.0045 |
-55.9% |
0.0195 |
| ATR |
0.0089 |
0.0086 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
207 |
580 |
373 |
180.2% |
1,999 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7203 |
0.7188 |
0.7122 |
|
| R3 |
0.7167 |
0.7153 |
0.7112 |
|
| R2 |
0.7132 |
0.7132 |
0.7109 |
|
| R1 |
0.7117 |
0.7117 |
0.7106 |
0.7107 |
| PP |
0.7096 |
0.7096 |
0.7096 |
0.7091 |
| S1 |
0.7082 |
0.7082 |
0.7099 |
0.7071 |
| S2 |
0.7061 |
0.7061 |
0.7096 |
|
| S3 |
0.7025 |
0.7046 |
0.7093 |
|
| S4 |
0.6990 |
0.7011 |
0.7083 |
|
|
| 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 |
0.7015 |
0.0121 |
1.7% |
0.0062 |
0.9% |
72% |
False |
False |
354 |
| 10 |
0.7136 |
0.6871 |
0.0266 |
3.7% |
0.0076 |
1.1% |
87% |
False |
False |
336 |
| 20 |
0.7269 |
0.6843 |
0.0427 |
6.0% |
0.0091 |
1.3% |
61% |
False |
False |
251 |
| 40 |
0.7665 |
0.6843 |
0.0822 |
11.6% |
0.0081 |
1.1% |
32% |
False |
False |
167 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.6% |
0.0072 |
1.0% |
32% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7262 |
|
2.618 |
0.7204 |
|
1.618 |
0.7168 |
|
1.000 |
0.7147 |
|
0.618 |
0.7133 |
|
HIGH |
0.7111 |
|
0.618 |
0.7097 |
|
0.500 |
0.7093 |
|
0.382 |
0.7089 |
|
LOW |
0.7076 |
|
0.618 |
0.7054 |
|
1.000 |
0.7040 |
|
1.618 |
0.7018 |
|
2.618 |
0.6983 |
|
4.250 |
0.6925 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7099 |
0.7098 |
| PP |
0.7096 |
0.7093 |
| S1 |
0.7093 |
0.7089 |
|