CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 13-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2022 |
13-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7101 |
0.7043 |
-0.0058 |
-0.8% |
0.7220 |
| High |
0.7142 |
0.7045 |
-0.0097 |
-1.4% |
0.7257 |
| Low |
0.7041 |
0.6916 |
-0.0125 |
-1.8% |
0.7041 |
| Close |
0.7058 |
0.6933 |
-0.0125 |
-1.8% |
0.7058 |
| Range |
0.0101 |
0.0129 |
0.0029 |
28.4% |
0.0216 |
| ATR |
0.0084 |
0.0088 |
0.0004 |
4.9% |
0.0000 |
| Volume |
133,168 |
108,702 |
-24,466 |
-18.4% |
387,371 |
|
| Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7352 |
0.7271 |
0.7004 |
|
| R3 |
0.7223 |
0.7142 |
0.6968 |
|
| R2 |
0.7094 |
0.7094 |
0.6957 |
|
| R1 |
0.7013 |
0.7013 |
0.6945 |
0.6989 |
| PP |
0.6965 |
0.6965 |
0.6965 |
0.6953 |
| S1 |
0.6884 |
0.6884 |
0.6921 |
0.6860 |
| S2 |
0.6836 |
0.6836 |
0.6909 |
|
| S3 |
0.6707 |
0.6755 |
0.6898 |
|
| S4 |
0.6578 |
0.6626 |
0.6862 |
|
|
| 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 |
0.6916 |
0.0341 |
4.9% |
0.0098 |
1.4% |
5% |
False |
True |
95,714 |
| 10 |
0.7291 |
0.6916 |
0.0375 |
5.4% |
0.0087 |
1.3% |
5% |
False |
True |
50,752 |
| 20 |
0.7291 |
0.6890 |
0.0401 |
5.8% |
0.0081 |
1.2% |
11% |
False |
False |
25,589 |
| 40 |
0.7475 |
0.6843 |
0.0633 |
9.1% |
0.0087 |
1.3% |
14% |
False |
False |
12,864 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.9% |
0.0077 |
1.1% |
11% |
False |
False |
8,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7593 |
|
2.618 |
0.7383 |
|
1.618 |
0.7254 |
|
1.000 |
0.7174 |
|
0.618 |
0.7125 |
|
HIGH |
0.7045 |
|
0.618 |
0.6996 |
|
0.500 |
0.6981 |
|
0.382 |
0.6965 |
|
LOW |
0.6916 |
|
0.618 |
0.6836 |
|
1.000 |
0.6787 |
|
1.618 |
0.6707 |
|
2.618 |
0.6578 |
|
4.250 |
0.6368 |
|
|
| Fisher Pivots for day following 13-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6981 |
0.7059 |
| PP |
0.6965 |
0.7017 |
| S1 |
0.6949 |
0.6975 |
|