CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 07-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7220 |
0.7202 |
-0.0018 |
-0.2% |
0.7171 |
| High |
0.7241 |
0.7257 |
0.0017 |
0.2% |
0.7291 |
| Low |
0.7196 |
0.7162 |
-0.0034 |
-0.5% |
0.7150 |
| Close |
0.7201 |
0.7236 |
0.0035 |
0.5% |
0.7222 |
| Range |
0.0045 |
0.0096 |
0.0051 |
112.2% |
0.0141 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.2% |
0.0000 |
| Volume |
17,502 |
48,874 |
31,372 |
179.2% |
11,450 |
|
| Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7505 |
0.7466 |
0.7289 |
|
| R3 |
0.7409 |
0.7370 |
0.7262 |
|
| R2 |
0.7314 |
0.7314 |
0.7254 |
|
| R1 |
0.7275 |
0.7275 |
0.7245 |
0.7294 |
| PP |
0.7218 |
0.7218 |
0.7218 |
0.7228 |
| S1 |
0.7179 |
0.7179 |
0.7227 |
0.7199 |
| S2 |
0.7123 |
0.7123 |
0.7218 |
|
| S3 |
0.7027 |
0.7084 |
0.7210 |
|
| S4 |
0.6932 |
0.6988 |
0.7183 |
|
|
| 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 |
1.9% |
0.0085 |
1.2% |
61% |
False |
False |
14,988 |
| 10 |
0.7291 |
0.7049 |
0.0243 |
3.4% |
0.0072 |
1.0% |
77% |
False |
False |
7,973 |
| 20 |
0.7291 |
0.6843 |
0.0449 |
6.2% |
0.0080 |
1.1% |
88% |
False |
False |
4,153 |
| 40 |
0.7500 |
0.6843 |
0.0657 |
9.1% |
0.0083 |
1.1% |
60% |
False |
False |
2,128 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.4% |
0.0075 |
1.0% |
48% |
False |
False |
1,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7663 |
|
2.618 |
0.7507 |
|
1.618 |
0.7412 |
|
1.000 |
0.7353 |
|
0.618 |
0.7316 |
|
HIGH |
0.7257 |
|
0.618 |
0.7221 |
|
0.500 |
0.7209 |
|
0.382 |
0.7198 |
|
LOW |
0.7162 |
|
0.618 |
0.7102 |
|
1.000 |
0.7066 |
|
1.618 |
0.7007 |
|
2.618 |
0.6911 |
|
4.250 |
0.6756 |
|
|
| Fisher Pivots for day following 07-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7227 |
0.7233 |
| PP |
0.7218 |
0.7230 |
| S1 |
0.7209 |
0.7226 |
|