CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 14-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7043 |
0.6933 |
-0.0111 |
-1.6% |
0.7220 |
| High |
0.7045 |
0.6975 |
-0.0070 |
-1.0% |
0.7257 |
| Low |
0.6916 |
0.6855 |
-0.0061 |
-0.9% |
0.7041 |
| Close |
0.6933 |
0.6867 |
-0.0066 |
-1.0% |
0.7058 |
| Range |
0.0129 |
0.0120 |
-0.0009 |
-7.0% |
0.0216 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.6% |
0.0000 |
| Volume |
108,702 |
121,747 |
13,045 |
12.0% |
387,371 |
|
| Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7259 |
0.7183 |
0.6933 |
|
| R3 |
0.7139 |
0.7063 |
0.6900 |
|
| R2 |
0.7019 |
0.7019 |
0.6889 |
|
| R1 |
0.6943 |
0.6943 |
0.6878 |
0.6921 |
| PP |
0.6899 |
0.6899 |
0.6899 |
0.6888 |
| S1 |
0.6823 |
0.6823 |
0.6856 |
0.6801 |
| S2 |
0.6779 |
0.6779 |
0.6845 |
|
| S3 |
0.6659 |
0.6703 |
0.6834 |
|
| S4 |
0.6539 |
0.6583 |
0.6801 |
|
|
| 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 |
0.7240 |
0.6855 |
0.0385 |
5.6% |
0.0103 |
1.5% |
3% |
False |
True |
110,288 |
| 10 |
0.7291 |
0.6855 |
0.0436 |
6.3% |
0.0094 |
1.4% |
3% |
False |
True |
62,638 |
| 20 |
0.7291 |
0.6855 |
0.0436 |
6.3% |
0.0082 |
1.2% |
3% |
False |
True |
31,674 |
| 40 |
0.7475 |
0.6843 |
0.0633 |
9.2% |
0.0089 |
1.3% |
4% |
False |
False |
15,907 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
12.0% |
0.0078 |
1.1% |
3% |
False |
False |
10,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7485 |
|
2.618 |
0.7289 |
|
1.618 |
0.7169 |
|
1.000 |
0.7095 |
|
0.618 |
0.7049 |
|
HIGH |
0.6975 |
|
0.618 |
0.6929 |
|
0.500 |
0.6915 |
|
0.382 |
0.6901 |
|
LOW |
0.6855 |
|
0.618 |
0.6781 |
|
1.000 |
0.6735 |
|
1.618 |
0.6661 |
|
2.618 |
0.6541 |
|
4.250 |
0.6345 |
|
|
| Fisher Pivots for day following 14-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6915 |
0.6998 |
| PP |
0.6899 |
0.6955 |
| S1 |
0.6883 |
0.6911 |
|