CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7108 |
0.7171 |
0.0063 |
0.9% |
0.7066 |
| High |
0.7176 |
0.7210 |
0.0034 |
0.5% |
0.7176 |
| Low |
0.7101 |
0.7160 |
0.0060 |
0.8% |
0.7049 |
| Close |
0.7165 |
0.7185 |
0.0020 |
0.3% |
0.7165 |
| Range |
0.0076 |
0.0050 |
-0.0026 |
-33.8% |
0.0128 |
| ATR |
0.0085 |
0.0082 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
995 |
2,882 |
1,887 |
189.6% |
2,272 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7335 |
0.7310 |
0.7213 |
|
| R3 |
0.7285 |
0.7260 |
0.7199 |
|
| R2 |
0.7235 |
0.7235 |
0.7194 |
|
| R1 |
0.7210 |
0.7210 |
0.7190 |
0.7223 |
| PP |
0.7185 |
0.7185 |
0.7185 |
0.7191 |
| S1 |
0.7160 |
0.7160 |
0.7180 |
0.7173 |
| S2 |
0.7135 |
0.7135 |
0.7176 |
|
| S3 |
0.7085 |
0.7110 |
0.7171 |
|
| S4 |
0.7035 |
0.7060 |
0.7158 |
|
|
| 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 |
0.7210 |
0.7049 |
0.0162 |
2.2% |
0.0059 |
0.8% |
85% |
True |
False |
958 |
| 10 |
0.7210 |
0.6962 |
0.0248 |
3.5% |
0.0070 |
1.0% |
90% |
True |
False |
709 |
| 20 |
0.7269 |
0.6843 |
0.0427 |
5.9% |
0.0089 |
1.2% |
80% |
False |
False |
439 |
| 40 |
0.7665 |
0.6843 |
0.0822 |
11.4% |
0.0081 |
1.1% |
42% |
False |
False |
262 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.4% |
0.0073 |
1.0% |
42% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7423 |
|
2.618 |
0.7341 |
|
1.618 |
0.7291 |
|
1.000 |
0.7260 |
|
0.618 |
0.7241 |
|
HIGH |
0.7210 |
|
0.618 |
0.7191 |
|
0.500 |
0.7185 |
|
0.382 |
0.7179 |
|
LOW |
0.7160 |
|
0.618 |
0.7129 |
|
1.000 |
0.7110 |
|
1.618 |
0.7079 |
|
2.618 |
0.7029 |
|
4.250 |
0.6948 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7185 |
0.7171 |
| PP |
0.7185 |
0.7157 |
| S1 |
0.7185 |
0.7143 |
|