CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 08-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7202 |
0.7237 |
0.0036 |
0.5% |
0.7171 |
| High |
0.7257 |
0.7240 |
-0.0017 |
-0.2% |
0.7291 |
| Low |
0.7162 |
0.7181 |
0.0019 |
0.3% |
0.7150 |
| Close |
0.7236 |
0.7197 |
-0.0039 |
-0.5% |
0.7222 |
| Range |
0.0096 |
0.0060 |
-0.0036 |
-37.7% |
0.0141 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
48,874 |
112,353 |
63,479 |
129.9% |
11,450 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7384 |
0.7350 |
0.7230 |
|
| R3 |
0.7325 |
0.7291 |
0.7213 |
|
| R2 |
0.7265 |
0.7265 |
0.7208 |
|
| R1 |
0.7231 |
0.7231 |
0.7202 |
0.7219 |
| PP |
0.7206 |
0.7206 |
0.7206 |
0.7200 |
| S1 |
0.7172 |
0.7172 |
0.7192 |
0.7159 |
| S2 |
0.7146 |
0.7146 |
0.7186 |
|
| S3 |
0.7087 |
0.7112 |
0.7181 |
|
| S4 |
0.7027 |
0.7053 |
0.7164 |
|
|
| 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% |
0.0082 |
1.1% |
33% |
False |
False |
37,151 |
| 10 |
0.7291 |
0.7049 |
0.0243 |
3.4% |
0.0072 |
1.0% |
61% |
False |
False |
19,196 |
| 20 |
0.7291 |
0.6843 |
0.0449 |
6.2% |
0.0080 |
1.1% |
79% |
False |
False |
9,765 |
| 40 |
0.7500 |
0.6843 |
0.0657 |
9.1% |
0.0084 |
1.2% |
54% |
False |
False |
4,936 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.4% |
0.0075 |
1.0% |
43% |
False |
False |
3,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7493 |
|
2.618 |
0.7396 |
|
1.618 |
0.7336 |
|
1.000 |
0.7300 |
|
0.618 |
0.7277 |
|
HIGH |
0.7240 |
|
0.618 |
0.7217 |
|
0.500 |
0.7210 |
|
0.382 |
0.7203 |
|
LOW |
0.7181 |
|
0.618 |
0.7144 |
|
1.000 |
0.7121 |
|
1.618 |
0.7084 |
|
2.618 |
0.7025 |
|
4.250 |
0.6928 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7210 |
0.7209 |
| PP |
0.7206 |
0.7205 |
| S1 |
0.7201 |
0.7201 |
|