CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7008 |
0.7050 |
0.0042 |
0.6% |
0.7043 |
| High |
0.7073 |
0.7055 |
-0.0018 |
-0.2% |
0.7073 |
| Low |
0.6947 |
0.6900 |
-0.0047 |
-0.7% |
0.6855 |
| Close |
0.7063 |
0.6937 |
-0.0127 |
-1.8% |
0.6937 |
| Range |
0.0126 |
0.0155 |
0.0030 |
23.5% |
0.0218 |
| ATR |
0.0098 |
0.0102 |
0.0005 |
4.8% |
0.0000 |
| Volume |
130,407 |
100,325 |
-30,082 |
-23.1% |
604,186 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7429 |
0.7338 |
0.7022 |
|
| R3 |
0.7274 |
0.7183 |
0.6979 |
|
| R2 |
0.7119 |
0.7119 |
0.6965 |
|
| R1 |
0.7028 |
0.7028 |
0.6951 |
0.6996 |
| PP |
0.6964 |
0.6964 |
0.6964 |
0.6948 |
| S1 |
0.6873 |
0.6873 |
0.6922 |
0.6841 |
| S2 |
0.6809 |
0.6809 |
0.6908 |
|
| S3 |
0.6654 |
0.6718 |
0.6894 |
|
| S4 |
0.6499 |
0.6563 |
0.6851 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7607 |
0.7489 |
0.7056 |
|
| R3 |
0.7390 |
0.7272 |
0.6996 |
|
| R2 |
0.7172 |
0.7172 |
0.6976 |
|
| R1 |
0.7054 |
0.7054 |
0.6956 |
0.7005 |
| PP |
0.6955 |
0.6955 |
0.6955 |
0.6930 |
| S1 |
0.6837 |
0.6837 |
0.6917 |
0.6787 |
| S2 |
0.6737 |
0.6737 |
0.6897 |
|
| S3 |
0.6520 |
0.6619 |
0.6877 |
|
| S4 |
0.6302 |
0.6402 |
0.6817 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7073 |
0.6855 |
0.0218 |
3.1% |
0.0136 |
2.0% |
37% |
False |
False |
120,837 |
| 10 |
0.7257 |
0.6855 |
0.0402 |
5.8% |
0.0108 |
1.6% |
20% |
False |
False |
99,155 |
| 20 |
0.7291 |
0.6855 |
0.0436 |
6.3% |
0.0090 |
1.3% |
19% |
False |
False |
50,288 |
| 40 |
0.7393 |
0.6843 |
0.0551 |
7.9% |
0.0095 |
1.4% |
17% |
False |
False |
25,245 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.9% |
0.0082 |
1.2% |
11% |
False |
False |
16,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7714 |
|
2.618 |
0.7461 |
|
1.618 |
0.7306 |
|
1.000 |
0.7210 |
|
0.618 |
0.7151 |
|
HIGH |
0.7055 |
|
0.618 |
0.6996 |
|
0.500 |
0.6978 |
|
0.382 |
0.6959 |
|
LOW |
0.6900 |
|
0.618 |
0.6804 |
|
1.000 |
0.6745 |
|
1.618 |
0.6649 |
|
2.618 |
0.6494 |
|
4.250 |
0.6241 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6978 |
0.6975 |
| PP |
0.6964 |
0.6962 |
| S1 |
0.6950 |
0.6949 |
|