CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 16-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6879 |
0.7008 |
0.0130 |
1.9% |
0.7220 |
| High |
0.7028 |
0.7073 |
0.0045 |
0.6% |
0.7257 |
| Low |
0.6878 |
0.6947 |
0.0069 |
1.0% |
0.7041 |
| Close |
0.6981 |
0.7063 |
0.0083 |
1.2% |
0.7058 |
| Range |
0.0150 |
0.0126 |
-0.0025 |
-16.3% |
0.0216 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.2% |
0.0000 |
| Volume |
143,005 |
130,407 |
-12,598 |
-8.8% |
387,371 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7404 |
0.7359 |
0.7132 |
|
| R3 |
0.7279 |
0.7234 |
0.7098 |
|
| R2 |
0.7153 |
0.7153 |
0.7086 |
|
| R1 |
0.7108 |
0.7108 |
0.7075 |
0.7131 |
| PP |
0.7028 |
0.7028 |
0.7028 |
0.7039 |
| S1 |
0.6983 |
0.6983 |
0.7051 |
0.7005 |
| S2 |
0.6902 |
0.6902 |
0.7040 |
|
| S3 |
0.6777 |
0.6857 |
0.7028 |
|
| S4 |
0.6651 |
0.6732 |
0.6994 |
|
|
| 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 |
0.7142 |
0.6855 |
0.0287 |
4.1% |
0.0125 |
1.8% |
73% |
False |
False |
127,405 |
| 10 |
0.7291 |
0.6855 |
0.0436 |
6.2% |
0.0101 |
1.4% |
48% |
False |
False |
89,516 |
| 20 |
0.7291 |
0.6855 |
0.0436 |
6.2% |
0.0088 |
1.2% |
48% |
False |
False |
45,312 |
| 40 |
0.7475 |
0.6843 |
0.0633 |
9.0% |
0.0093 |
1.3% |
35% |
False |
False |
22,738 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.6% |
0.0080 |
1.1% |
27% |
False |
False |
15,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7606 |
|
2.618 |
0.7401 |
|
1.618 |
0.7276 |
|
1.000 |
0.7198 |
|
0.618 |
0.7150 |
|
HIGH |
0.7073 |
|
0.618 |
0.7025 |
|
0.500 |
0.7010 |
|
0.382 |
0.6995 |
|
LOW |
0.6947 |
|
0.618 |
0.6869 |
|
1.000 |
0.6822 |
|
1.618 |
0.6744 |
|
2.618 |
0.6618 |
|
4.250 |
0.6414 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7045 |
0.7030 |
| PP |
0.7028 |
0.6997 |
| S1 |
0.7010 |
0.6964 |
|