CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 24-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6931 |
0.6900 |
-0.0031 |
-0.4% |
0.6936 |
| High |
0.6933 |
0.6962 |
0.0029 |
0.4% |
0.6999 |
| Low |
0.6874 |
0.6892 |
0.0019 |
0.3% |
0.6874 |
| Close |
0.6894 |
0.6943 |
0.0049 |
0.7% |
0.6943 |
| Range |
0.0059 |
0.0070 |
0.0011 |
17.8% |
0.0125 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
76,794 |
80,594 |
3,800 |
4.9% |
349,387 |
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7141 |
0.7111 |
0.6981 |
|
| R3 |
0.7071 |
0.7042 |
0.6962 |
|
| R2 |
0.7002 |
0.7002 |
0.6955 |
|
| R1 |
0.6972 |
0.6972 |
0.6949 |
0.6987 |
| PP |
0.6932 |
0.6932 |
0.6932 |
0.6939 |
| S1 |
0.6903 |
0.6903 |
0.6936 |
0.6917 |
| S2 |
0.6863 |
0.6863 |
0.6930 |
|
| S3 |
0.6793 |
0.6833 |
0.6923 |
|
| S4 |
0.6724 |
0.6764 |
0.6904 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7313 |
0.7253 |
0.7011 |
|
| R3 |
0.7188 |
0.7128 |
0.6977 |
|
| R2 |
0.7063 |
0.7063 |
0.6965 |
|
| R1 |
0.7003 |
0.7003 |
0.6954 |
0.7033 |
| PP |
0.6938 |
0.6938 |
0.6938 |
0.6953 |
| S1 |
0.6878 |
0.6878 |
0.6931 |
0.6908 |
| S2 |
0.6813 |
0.6813 |
0.6920 |
|
| S3 |
0.6688 |
0.6753 |
0.6908 |
|
| S4 |
0.6563 |
0.6628 |
0.6874 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7055 |
0.6874 |
0.0182 |
2.6% |
0.0089 |
1.3% |
38% |
False |
False |
89,942 |
| 10 |
0.7142 |
0.6855 |
0.0287 |
4.1% |
0.0107 |
1.5% |
31% |
False |
False |
108,674 |
| 20 |
0.7291 |
0.6855 |
0.0436 |
6.3% |
0.0091 |
1.3% |
20% |
False |
False |
67,698 |
| 40 |
0.7291 |
0.6843 |
0.0449 |
6.5% |
0.0092 |
1.3% |
22% |
False |
False |
33,962 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.8% |
0.0084 |
1.2% |
12% |
False |
False |
22,668 |
| 80 |
0.7665 |
0.6843 |
0.0822 |
11.8% |
0.0077 |
1.1% |
12% |
False |
False |
17,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7257 |
|
2.618 |
0.7143 |
|
1.618 |
0.7074 |
|
1.000 |
0.7031 |
|
0.618 |
0.7004 |
|
HIGH |
0.6962 |
|
0.618 |
0.6935 |
|
0.500 |
0.6927 |
|
0.382 |
0.6919 |
|
LOW |
0.6892 |
|
0.618 |
0.6849 |
|
1.000 |
0.6823 |
|
1.618 |
0.6780 |
|
2.618 |
0.6710 |
|
4.250 |
0.6597 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6937 |
0.6937 |
| PP |
0.6932 |
0.6931 |
| S1 |
0.6927 |
0.6925 |
|