CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 22-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6936 |
0.6976 |
0.0040 |
0.6% |
0.7043 |
| High |
0.6999 |
0.6977 |
-0.0022 |
-0.3% |
0.7073 |
| Low |
0.6929 |
0.6886 |
-0.0043 |
-0.6% |
0.6855 |
| Close |
0.6979 |
0.6936 |
-0.0044 |
-0.6% |
0.6937 |
| Range |
0.0070 |
0.0091 |
0.0021 |
30.2% |
0.0218 |
| ATR |
0.0100 |
0.0099 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
109,954 |
82,045 |
-27,909 |
-25.4% |
604,186 |
|
| Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7204 |
0.7160 |
0.6985 |
|
| R3 |
0.7114 |
0.7070 |
0.6960 |
|
| R2 |
0.7023 |
0.7023 |
0.6952 |
|
| R1 |
0.6979 |
0.6979 |
0.6944 |
0.6956 |
| PP |
0.6933 |
0.6933 |
0.6933 |
0.6921 |
| S1 |
0.6889 |
0.6889 |
0.6927 |
0.6866 |
| S2 |
0.6842 |
0.6842 |
0.6919 |
|
| S3 |
0.6752 |
0.6798 |
0.6911 |
|
| S4 |
0.6661 |
0.6708 |
0.6886 |
|
|
| 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 |
0.6878 |
0.0195 |
2.8% |
0.0118 |
1.7% |
30% |
False |
False |
113,147 |
| 10 |
0.7240 |
0.6855 |
0.0385 |
5.6% |
0.0110 |
1.6% |
21% |
False |
False |
111,718 |
| 20 |
0.7291 |
0.6855 |
0.0436 |
6.3% |
0.0091 |
1.3% |
18% |
False |
False |
59,845 |
| 40 |
0.7291 |
0.6843 |
0.0449 |
6.5% |
0.0093 |
1.3% |
21% |
False |
False |
30,035 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.9% |
0.0083 |
1.2% |
11% |
False |
False |
20,047 |
| 80 |
0.7665 |
0.6843 |
0.0822 |
11.9% |
0.0075 |
1.1% |
11% |
False |
False |
15,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7361 |
|
2.618 |
0.7213 |
|
1.618 |
0.7123 |
|
1.000 |
0.7067 |
|
0.618 |
0.7032 |
|
HIGH |
0.6977 |
|
0.618 |
0.6942 |
|
0.500 |
0.6931 |
|
0.382 |
0.6921 |
|
LOW |
0.6886 |
|
0.618 |
0.6830 |
|
1.000 |
0.6796 |
|
1.618 |
0.6740 |
|
2.618 |
0.6649 |
|
4.250 |
0.6501 |
|
|
| Fisher Pivots for day following 22-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6934 |
0.6971 |
| PP |
0.6933 |
0.6959 |
| S1 |
0.6931 |
0.6947 |
|