CME Australian Dollar Future September 2022
Trading Metrics calculated at close of trading on 06-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2022 |
06-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7273 |
0.7220 |
-0.0054 |
-0.7% |
0.7171 |
High |
0.7291 |
0.7241 |
-0.0051 |
-0.7% |
0.7291 |
Low |
0.7211 |
0.7196 |
-0.0015 |
-0.2% |
0.7150 |
Close |
0.7222 |
0.7201 |
-0.0021 |
-0.3% |
0.7222 |
Range |
0.0081 |
0.0045 |
-0.0036 |
-44.1% |
0.0141 |
ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.4% |
0.0000 |
Volume |
3,936 |
17,502 |
13,566 |
344.7% |
11,450 |
|
Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7347 |
0.7319 |
0.7226 |
|
R3 |
0.7302 |
0.7274 |
0.7213 |
|
R2 |
0.7257 |
0.7257 |
0.7209 |
|
R1 |
0.7229 |
0.7229 |
0.7205 |
0.7221 |
PP |
0.7212 |
0.7212 |
0.7212 |
0.7208 |
S1 |
0.7184 |
0.7184 |
0.7197 |
0.7176 |
S2 |
0.7167 |
0.7167 |
0.7193 |
|
S3 |
0.7122 |
0.7139 |
0.7189 |
|
S4 |
0.7077 |
0.7094 |
0.7176 |
|
|
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 |
0.7150 |
0.0141 |
2.0% |
0.0076 |
1.0% |
36% |
False |
False |
5,790 |
10 |
0.7291 |
0.7049 |
0.0243 |
3.4% |
0.0069 |
1.0% |
63% |
False |
False |
3,122 |
20 |
0.7291 |
0.6843 |
0.0449 |
6.2% |
0.0080 |
1.1% |
80% |
False |
False |
1,721 |
40 |
0.7513 |
0.6843 |
0.0670 |
9.3% |
0.0082 |
1.1% |
54% |
False |
False |
907 |
60 |
0.7665 |
0.6843 |
0.0822 |
11.4% |
0.0074 |
1.0% |
44% |
False |
False |
620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7432 |
2.618 |
0.7358 |
1.618 |
0.7313 |
1.000 |
0.7286 |
0.618 |
0.7268 |
HIGH |
0.7241 |
0.618 |
0.7223 |
0.500 |
0.7218 |
0.382 |
0.7213 |
LOW |
0.7196 |
0.618 |
0.7168 |
1.000 |
0.7151 |
1.618 |
0.7123 |
2.618 |
0.7078 |
4.250 |
0.7004 |
|
|
Fisher Pivots for day following 06-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7218 |
0.7221 |
PP |
0.7212 |
0.7214 |
S1 |
0.7207 |
0.7208 |
|