CME Australian Dollar Future September 2022
Trading Metrics calculated at close of trading on 10-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2022 |
10-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7194 |
0.7101 |
-0.0094 |
-1.3% |
0.7220 |
High |
0.7202 |
0.7142 |
-0.0060 |
-0.8% |
0.7257 |
Low |
0.7097 |
0.7041 |
-0.0056 |
-0.8% |
0.7041 |
Close |
0.7110 |
0.7058 |
-0.0052 |
-0.7% |
0.7058 |
Range |
0.0105 |
0.0101 |
-0.0004 |
-3.8% |
0.0216 |
ATR |
0.0083 |
0.0084 |
0.0001 |
1.5% |
0.0000 |
Volume |
75,474 |
133,168 |
57,694 |
76.4% |
387,371 |
|
Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7382 |
0.7320 |
0.7113 |
|
R3 |
0.7281 |
0.7220 |
0.7085 |
|
R2 |
0.7181 |
0.7181 |
0.7076 |
|
R1 |
0.7119 |
0.7119 |
0.7067 |
0.7100 |
PP |
0.7080 |
0.7080 |
0.7080 |
0.7070 |
S1 |
0.7019 |
0.7019 |
0.7048 |
0.6999 |
S2 |
0.6980 |
0.6980 |
0.7039 |
|
S3 |
0.6879 |
0.6918 |
0.7030 |
|
S4 |
0.6779 |
0.6818 |
0.7002 |
|
|
Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7767 |
0.7628 |
0.7176 |
|
R3 |
0.7551 |
0.7412 |
0.7117 |
|
R2 |
0.7335 |
0.7335 |
0.7097 |
|
R1 |
0.7196 |
0.7196 |
0.7077 |
0.7157 |
PP |
0.7119 |
0.7119 |
0.7119 |
0.7099 |
S1 |
0.6980 |
0.6980 |
0.7038 |
0.6941 |
S2 |
0.6903 |
0.6903 |
0.7018 |
|
S3 |
0.6687 |
0.6764 |
0.6998 |
|
S4 |
0.6471 |
0.6548 |
0.6939 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7257 |
0.7041 |
0.0216 |
3.1% |
0.0081 |
1.1% |
8% |
False |
True |
77,474 |
10 |
0.7291 |
0.7041 |
0.0250 |
3.5% |
0.0081 |
1.2% |
7% |
False |
True |
39,981 |
20 |
0.7291 |
0.6871 |
0.0421 |
6.0% |
0.0079 |
1.1% |
44% |
False |
False |
20,158 |
40 |
0.7489 |
0.6843 |
0.0646 |
9.2% |
0.0086 |
1.2% |
33% |
False |
False |
10,147 |
60 |
0.7665 |
0.6843 |
0.0822 |
11.6% |
0.0076 |
1.1% |
26% |
False |
False |
6,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7569 |
2.618 |
0.7405 |
1.618 |
0.7304 |
1.000 |
0.7242 |
0.618 |
0.7204 |
HIGH |
0.7142 |
0.618 |
0.7103 |
0.500 |
0.7091 |
0.382 |
0.7079 |
LOW |
0.7041 |
0.618 |
0.6979 |
1.000 |
0.6941 |
1.618 |
0.6878 |
2.618 |
0.6778 |
4.250 |
0.6614 |
|
|
Fisher Pivots for day following 10-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7091 |
0.7141 |
PP |
0.7080 |
0.7113 |
S1 |
0.7069 |
0.7085 |
|