CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 15-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6933 |
0.6879 |
-0.0054 |
-0.8% |
0.7220 |
| High |
0.6975 |
0.7028 |
0.0053 |
0.8% |
0.7257 |
| Low |
0.6855 |
0.6878 |
0.0023 |
0.3% |
0.7041 |
| Close |
0.6867 |
0.6981 |
0.0114 |
1.7% |
0.7058 |
| Range |
0.0120 |
0.0150 |
0.0030 |
25.0% |
0.0216 |
| ATR |
0.0090 |
0.0096 |
0.0005 |
5.6% |
0.0000 |
| Volume |
121,747 |
143,005 |
21,258 |
17.5% |
387,371 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7412 |
0.7346 |
0.7063 |
|
| R3 |
0.7262 |
0.7196 |
0.7022 |
|
| R2 |
0.7112 |
0.7112 |
0.7008 |
|
| R1 |
0.7046 |
0.7046 |
0.6994 |
0.7079 |
| PP |
0.6962 |
0.6962 |
0.6962 |
0.6979 |
| S1 |
0.6896 |
0.6896 |
0.6967 |
0.6929 |
| S2 |
0.6812 |
0.6812 |
0.6953 |
|
| S3 |
0.6662 |
0.6746 |
0.6939 |
|
| S4 |
0.6512 |
0.6596 |
0.6898 |
|
|
| 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 |
0.7202 |
0.6855 |
0.0347 |
5.0% |
0.0121 |
1.7% |
36% |
False |
False |
116,419 |
| 10 |
0.7291 |
0.6855 |
0.0436 |
6.2% |
0.0101 |
1.5% |
29% |
False |
False |
76,785 |
| 20 |
0.7291 |
0.6855 |
0.0436 |
6.2% |
0.0086 |
1.2% |
29% |
False |
False |
38,800 |
| 40 |
0.7475 |
0.6843 |
0.0633 |
9.1% |
0.0092 |
1.3% |
22% |
False |
False |
19,481 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.8% |
0.0080 |
1.1% |
17% |
False |
False |
13,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7666 |
|
2.618 |
0.7421 |
|
1.618 |
0.7271 |
|
1.000 |
0.7178 |
|
0.618 |
0.7121 |
|
HIGH |
0.7028 |
|
0.618 |
0.6971 |
|
0.500 |
0.6953 |
|
0.382 |
0.6935 |
|
LOW |
0.6878 |
|
0.618 |
0.6785 |
|
1.000 |
0.6728 |
|
1.618 |
0.6635 |
|
2.618 |
0.6485 |
|
4.250 |
0.6241 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6971 |
0.6970 |
| PP |
0.6962 |
0.6960 |
| S1 |
0.6953 |
0.6950 |
|