CME Australian Dollar Future September 2022
Trading Metrics calculated at close of trading on 03-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7184 |
0.7273 |
0.0090 |
1.2% |
0.7171 |
High |
0.7279 |
0.7291 |
0.0013 |
0.2% |
0.7291 |
Low |
0.7150 |
0.7211 |
0.0061 |
0.8% |
0.7150 |
Close |
0.7264 |
0.7222 |
-0.0042 |
-0.6% |
0.7222 |
Range |
0.0129 |
0.0081 |
-0.0048 |
-37.4% |
0.0141 |
ATR |
0.0085 |
0.0085 |
0.0000 |
-0.4% |
0.0000 |
Volume |
3,090 |
3,936 |
846 |
27.4% |
11,450 |
|
Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7483 |
0.7433 |
0.7266 |
|
R3 |
0.7402 |
0.7352 |
0.7244 |
|
R2 |
0.7322 |
0.7322 |
0.7237 |
|
R1 |
0.7272 |
0.7272 |
0.7229 |
0.7257 |
PP |
0.7241 |
0.7241 |
0.7241 |
0.7234 |
S1 |
0.7191 |
0.7191 |
0.7215 |
0.7176 |
S2 |
0.7161 |
0.7161 |
0.7207 |
|
S3 |
0.7080 |
0.7111 |
0.7200 |
|
S4 |
0.7000 |
0.7030 |
0.7178 |
|
|
Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7644 |
0.7574 |
0.7300 |
|
R3 |
0.7503 |
0.7433 |
0.7261 |
|
R2 |
0.7362 |
0.7362 |
0.7248 |
|
R1 |
0.7292 |
0.7292 |
0.7235 |
0.7327 |
PP |
0.7221 |
0.7221 |
0.7221 |
0.7239 |
S1 |
0.7151 |
0.7151 |
0.7209 |
0.7186 |
S2 |
0.7080 |
0.7080 |
0.7196 |
|
S3 |
0.6939 |
0.7010 |
0.7183 |
|
S4 |
0.6798 |
0.6869 |
0.7144 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7291 |
0.7101 |
0.0191 |
2.6% |
0.0082 |
1.1% |
64% |
True |
False |
2,489 |
10 |
0.7291 |
0.7015 |
0.0276 |
3.8% |
0.0072 |
1.0% |
75% |
True |
False |
1,421 |
20 |
0.7291 |
0.6843 |
0.0449 |
6.2% |
0.0082 |
1.1% |
85% |
True |
False |
853 |
40 |
0.7524 |
0.6843 |
0.0681 |
9.4% |
0.0082 |
1.1% |
56% |
False |
False |
470 |
60 |
0.7665 |
0.6843 |
0.0822 |
11.4% |
0.0074 |
1.0% |
46% |
False |
False |
329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7633 |
2.618 |
0.7502 |
1.618 |
0.7421 |
1.000 |
0.7372 |
0.618 |
0.7341 |
HIGH |
0.7291 |
0.618 |
0.7260 |
0.500 |
0.7251 |
0.382 |
0.7241 |
LOW |
0.7211 |
0.618 |
0.7161 |
1.000 |
0.7130 |
1.618 |
0.7080 |
2.618 |
0.7000 |
4.250 |
0.6868 |
|
|
Fisher Pivots for day following 03-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7251 |
0.7222 |
PP |
0.7241 |
0.7221 |
S1 |
0.7232 |
0.7221 |
|