CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 28-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2022 |
28-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6947 |
0.6930 |
-0.0018 |
-0.3% |
0.6936 |
| High |
0.6963 |
0.6970 |
0.0008 |
0.1% |
0.6999 |
| Low |
0.6911 |
0.6909 |
-0.0002 |
0.0% |
0.6874 |
| Close |
0.6927 |
0.6918 |
-0.0010 |
-0.1% |
0.6943 |
| Range |
0.0052 |
0.0061 |
0.0009 |
17.3% |
0.0125 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
80,682 |
73,661 |
-7,021 |
-8.7% |
349,387 |
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7115 |
0.7077 |
0.6951 |
|
| R3 |
0.7054 |
0.7016 |
0.6934 |
|
| R2 |
0.6993 |
0.6993 |
0.6929 |
|
| R1 |
0.6955 |
0.6955 |
0.6923 |
0.6944 |
| PP |
0.6932 |
0.6932 |
0.6932 |
0.6926 |
| S1 |
0.6894 |
0.6894 |
0.6912 |
0.6883 |
| S2 |
0.6871 |
0.6871 |
0.6906 |
|
| S3 |
0.6810 |
0.6833 |
0.6901 |
|
| S4 |
0.6749 |
0.6772 |
0.6884 |
|
|
| 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 |
0.6977 |
0.6874 |
0.0103 |
1.5% |
0.0066 |
1.0% |
43% |
False |
False |
78,755 |
| 10 |
0.7073 |
0.6855 |
0.0218 |
3.1% |
0.0095 |
1.4% |
29% |
False |
False |
99,921 |
| 20 |
0.7291 |
0.6855 |
0.0436 |
6.3% |
0.0091 |
1.3% |
14% |
False |
False |
75,336 |
| 40 |
0.7291 |
0.6843 |
0.0449 |
6.5% |
0.0090 |
1.3% |
17% |
False |
False |
37,817 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.9% |
0.0085 |
1.2% |
9% |
False |
False |
25,239 |
| 80 |
0.7665 |
0.6843 |
0.0822 |
11.9% |
0.0078 |
1.1% |
9% |
False |
False |
18,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7229 |
|
2.618 |
0.7130 |
|
1.618 |
0.7069 |
|
1.000 |
0.7031 |
|
0.618 |
0.7008 |
|
HIGH |
0.6970 |
|
0.618 |
0.6947 |
|
0.500 |
0.6940 |
|
0.382 |
0.6932 |
|
LOW |
0.6909 |
|
0.618 |
0.6871 |
|
1.000 |
0.6848 |
|
1.618 |
0.6810 |
|
2.618 |
0.6749 |
|
4.250 |
0.6650 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6940 |
0.6931 |
| PP |
0.6932 |
0.6927 |
| S1 |
0.6925 |
0.6922 |
|