CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 27-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2022 |
27-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6900 |
0.6947 |
0.0048 |
0.7% |
0.6936 |
| High |
0.6962 |
0.6963 |
0.0001 |
0.0% |
0.6999 |
| Low |
0.6892 |
0.6911 |
0.0019 |
0.3% |
0.6874 |
| Close |
0.6943 |
0.6927 |
-0.0016 |
-0.2% |
0.6943 |
| Range |
0.0070 |
0.0052 |
-0.0018 |
-25.2% |
0.0125 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
80,594 |
80,682 |
88 |
0.1% |
349,387 |
|
| Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7089 |
0.7060 |
0.6956 |
|
| R3 |
0.7037 |
0.7008 |
0.6941 |
|
| R2 |
0.6985 |
0.6985 |
0.6937 |
|
| R1 |
0.6956 |
0.6956 |
0.6932 |
0.6945 |
| PP |
0.6933 |
0.6933 |
0.6933 |
0.6928 |
| S1 |
0.6904 |
0.6904 |
0.6922 |
0.6893 |
| S2 |
0.6881 |
0.6881 |
0.6917 |
|
| S3 |
0.6829 |
0.6852 |
0.6913 |
|
| S4 |
0.6777 |
0.6800 |
0.6898 |
|
|
| 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 |
0.6999 |
0.6874 |
0.0125 |
1.8% |
0.0068 |
1.0% |
43% |
False |
False |
86,013 |
| 10 |
0.7073 |
0.6855 |
0.0218 |
3.1% |
0.0102 |
1.5% |
33% |
False |
False |
103,425 |
| 20 |
0.7291 |
0.6855 |
0.0436 |
6.3% |
0.0092 |
1.3% |
17% |
False |
False |
71,703 |
| 40 |
0.7291 |
0.6843 |
0.0449 |
6.5% |
0.0091 |
1.3% |
19% |
False |
False |
35,977 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.9% |
0.0084 |
1.2% |
10% |
False |
False |
24,012 |
| 80 |
0.7665 |
0.6843 |
0.0822 |
11.9% |
0.0077 |
1.1% |
10% |
False |
False |
18,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7184 |
|
2.618 |
0.7099 |
|
1.618 |
0.7047 |
|
1.000 |
0.7015 |
|
0.618 |
0.6995 |
|
HIGH |
0.6963 |
|
0.618 |
0.6943 |
|
0.500 |
0.6937 |
|
0.382 |
0.6930 |
|
LOW |
0.6911 |
|
0.618 |
0.6878 |
|
1.000 |
0.6859 |
|
1.618 |
0.6826 |
|
2.618 |
0.6774 |
|
4.250 |
0.6690 |
|
|
| Fisher Pivots for day following 27-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6937 |
0.6924 |
| PP |
0.6933 |
0.6921 |
| S1 |
0.6930 |
0.6918 |
|