CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 01-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7171 |
0.7191 |
0.0021 |
0.3% |
0.7066 |
| High |
0.7210 |
0.7239 |
0.0029 |
0.4% |
0.7176 |
| Low |
0.7160 |
0.7165 |
0.0005 |
0.1% |
0.7049 |
| Close |
0.7185 |
0.7198 |
0.0013 |
0.2% |
0.7165 |
| Range |
0.0050 |
0.0074 |
0.0024 |
48.0% |
0.0128 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
2,882 |
1,542 |
-1,340 |
-46.5% |
2,272 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7423 |
0.7384 |
0.7239 |
|
| R3 |
0.7349 |
0.7310 |
0.7218 |
|
| R2 |
0.7275 |
0.7275 |
0.7212 |
|
| R1 |
0.7236 |
0.7236 |
0.7205 |
0.7256 |
| PP |
0.7201 |
0.7201 |
0.7201 |
0.7210 |
| S1 |
0.7162 |
0.7162 |
0.7191 |
0.7182 |
| S2 |
0.7127 |
0.7127 |
0.7184 |
|
| S3 |
0.7053 |
0.7088 |
0.7178 |
|
| S4 |
0.6979 |
0.7014 |
0.7157 |
|
|
| 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 |
0.7239 |
0.7049 |
0.0191 |
2.6% |
0.0063 |
0.9% |
78% |
True |
False |
1,241 |
| 10 |
0.7239 |
0.6962 |
0.0277 |
3.8% |
0.0071 |
1.0% |
85% |
True |
False |
816 |
| 20 |
0.7269 |
0.6843 |
0.0427 |
5.9% |
0.0089 |
1.2% |
83% |
False |
False |
515 |
| 40 |
0.7665 |
0.6843 |
0.0822 |
11.4% |
0.0082 |
1.1% |
43% |
False |
False |
298 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.4% |
0.0073 |
1.0% |
43% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7554 |
|
2.618 |
0.7433 |
|
1.618 |
0.7359 |
|
1.000 |
0.7313 |
|
0.618 |
0.7285 |
|
HIGH |
0.7239 |
|
0.618 |
0.7211 |
|
0.500 |
0.7202 |
|
0.382 |
0.7193 |
|
LOW |
0.7165 |
|
0.618 |
0.7119 |
|
1.000 |
0.7091 |
|
1.618 |
0.7045 |
|
2.618 |
0.6971 |
|
4.250 |
0.6851 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7202 |
0.7189 |
| PP |
0.7201 |
0.7179 |
| S1 |
0.7199 |
0.7170 |
|