CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7105 |
0.7108 |
0.0003 |
0.0% |
0.7066 |
| High |
0.7111 |
0.7176 |
0.0065 |
0.9% |
0.7176 |
| Low |
0.7076 |
0.7101 |
0.0025 |
0.4% |
0.7049 |
| Close |
0.7103 |
0.7165 |
0.0063 |
0.9% |
0.7165 |
| Range |
0.0036 |
0.0076 |
0.0040 |
112.7% |
0.0128 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
580 |
995 |
415 |
71.6% |
2,272 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7374 |
0.7345 |
0.7207 |
|
| R3 |
0.7298 |
0.7269 |
0.7186 |
|
| R2 |
0.7223 |
0.7223 |
0.7179 |
|
| R1 |
0.7194 |
0.7194 |
0.7172 |
0.7208 |
| PP |
0.7147 |
0.7147 |
0.7147 |
0.7154 |
| S1 |
0.7118 |
0.7118 |
0.7158 |
0.7133 |
| S2 |
0.7072 |
0.7072 |
0.7151 |
|
| S3 |
0.6996 |
0.7043 |
0.7144 |
|
| S4 |
0.6921 |
0.6967 |
0.7123 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7512 |
0.7466 |
0.7235 |
|
| R3 |
0.7385 |
0.7339 |
0.7200 |
|
| R2 |
0.7257 |
0.7257 |
0.7188 |
|
| R1 |
0.7211 |
0.7211 |
0.7177 |
0.7234 |
| PP |
0.7130 |
0.7130 |
0.7130 |
0.7141 |
| S1 |
0.7084 |
0.7084 |
0.7153 |
0.7107 |
| S2 |
0.7002 |
0.7002 |
0.7142 |
|
| S3 |
0.6875 |
0.6956 |
0.7130 |
|
| S4 |
0.6747 |
0.6829 |
0.7095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7176 |
0.7049 |
0.0128 |
1.8% |
0.0063 |
0.9% |
91% |
True |
False |
454 |
| 10 |
0.7176 |
0.6890 |
0.0286 |
4.0% |
0.0075 |
1.1% |
96% |
True |
False |
427 |
| 20 |
0.7269 |
0.6843 |
0.0427 |
6.0% |
0.0089 |
1.2% |
76% |
False |
False |
297 |
| 40 |
0.7665 |
0.6843 |
0.0822 |
11.5% |
0.0081 |
1.1% |
39% |
False |
False |
191 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.5% |
0.0074 |
1.0% |
39% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7497 |
|
2.618 |
0.7374 |
|
1.618 |
0.7298 |
|
1.000 |
0.7252 |
|
0.618 |
0.7223 |
|
HIGH |
0.7176 |
|
0.618 |
0.7147 |
|
0.500 |
0.7138 |
|
0.382 |
0.7129 |
|
LOW |
0.7101 |
|
0.618 |
0.7054 |
|
1.000 |
0.7025 |
|
1.618 |
0.6978 |
|
2.618 |
0.6903 |
|
4.250 |
0.6780 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7156 |
0.7147 |
| PP |
0.7147 |
0.7130 |
| S1 |
0.7138 |
0.7112 |
|