CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 23-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6976 |
0.6931 |
-0.0045 |
-0.6% |
0.7043 |
| High |
0.6977 |
0.6933 |
-0.0044 |
-0.6% |
0.7073 |
| Low |
0.6886 |
0.6874 |
-0.0013 |
-0.2% |
0.6855 |
| Close |
0.6936 |
0.6894 |
-0.0042 |
-0.6% |
0.6937 |
| Range |
0.0091 |
0.0059 |
-0.0032 |
-34.8% |
0.0218 |
| ATR |
0.0099 |
0.0097 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
82,045 |
76,794 |
-5,251 |
-6.4% |
604,186 |
|
| Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7077 |
0.7045 |
0.6926 |
|
| R3 |
0.7018 |
0.6986 |
0.6910 |
|
| R2 |
0.6959 |
0.6959 |
0.6905 |
|
| R1 |
0.6927 |
0.6927 |
0.6899 |
0.6913 |
| PP |
0.6900 |
0.6900 |
0.6900 |
0.6893 |
| S1 |
0.6868 |
0.6868 |
0.6889 |
0.6854 |
| S2 |
0.6841 |
0.6841 |
0.6883 |
|
| S3 |
0.6782 |
0.6809 |
0.6878 |
|
| S4 |
0.6723 |
0.6750 |
0.6862 |
|
|
| 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 |
0.6874 |
0.0199 |
2.9% |
0.0100 |
1.4% |
10% |
False |
True |
99,905 |
| 10 |
0.7202 |
0.6855 |
0.0347 |
5.0% |
0.0110 |
1.6% |
11% |
False |
False |
108,162 |
| 20 |
0.7291 |
0.6855 |
0.0436 |
6.3% |
0.0091 |
1.3% |
9% |
False |
False |
63,679 |
| 40 |
0.7291 |
0.6843 |
0.0449 |
6.5% |
0.0092 |
1.3% |
11% |
False |
False |
31,954 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.9% |
0.0083 |
1.2% |
6% |
False |
False |
21,325 |
| 80 |
0.7665 |
0.6843 |
0.0822 |
11.9% |
0.0076 |
1.1% |
6% |
False |
False |
16,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7183 |
|
2.618 |
0.7087 |
|
1.618 |
0.7028 |
|
1.000 |
0.6992 |
|
0.618 |
0.6969 |
|
HIGH |
0.6933 |
|
0.618 |
0.6910 |
|
0.500 |
0.6903 |
|
0.382 |
0.6896 |
|
LOW |
0.6874 |
|
0.618 |
0.6837 |
|
1.000 |
0.6815 |
|
1.618 |
0.6778 |
|
2.618 |
0.6719 |
|
4.250 |
0.6623 |
|
|
| Fisher Pivots for day following 23-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6903 |
0.6936 |
| PP |
0.6900 |
0.6922 |
| S1 |
0.6897 |
0.6908 |
|