CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 29-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2022 |
29-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6930 |
0.6912 |
-0.0018 |
-0.3% |
0.6936 |
| High |
0.6970 |
0.6925 |
-0.0045 |
-0.6% |
0.6999 |
| Low |
0.6909 |
0.6867 |
-0.0043 |
-0.6% |
0.6874 |
| Close |
0.6918 |
0.6879 |
-0.0039 |
-0.6% |
0.6943 |
| Range |
0.0061 |
0.0059 |
-0.0003 |
-4.1% |
0.0125 |
| ATR |
0.0090 |
0.0087 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
73,661 |
84,902 |
11,241 |
15.3% |
349,387 |
|
| Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7066 |
0.7031 |
0.6911 |
|
| R3 |
0.7007 |
0.6972 |
0.6895 |
|
| R2 |
0.6949 |
0.6949 |
0.6890 |
|
| R1 |
0.6914 |
0.6914 |
0.6884 |
0.6902 |
| PP |
0.6890 |
0.6890 |
0.6890 |
0.6884 |
| S1 |
0.6855 |
0.6855 |
0.6874 |
0.6844 |
| S2 |
0.6832 |
0.6832 |
0.6868 |
|
| S3 |
0.6773 |
0.6797 |
0.6863 |
|
| S4 |
0.6715 |
0.6738 |
0.6847 |
|
|
| 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 |
0.6970 |
0.6867 |
0.0104 |
1.5% |
0.0060 |
0.9% |
12% |
False |
True |
79,326 |
| 10 |
0.7073 |
0.6867 |
0.0206 |
3.0% |
0.0089 |
1.3% |
6% |
False |
True |
96,236 |
| 20 |
0.7291 |
0.6855 |
0.0436 |
6.3% |
0.0091 |
1.3% |
6% |
False |
False |
79,437 |
| 40 |
0.7291 |
0.6843 |
0.0449 |
6.5% |
0.0090 |
1.3% |
8% |
False |
False |
39,938 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.9% |
0.0085 |
1.2% |
4% |
False |
False |
26,654 |
| 80 |
0.7665 |
0.6843 |
0.0822 |
11.9% |
0.0078 |
1.1% |
4% |
False |
False |
20,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7174 |
|
2.618 |
0.7078 |
|
1.618 |
0.7020 |
|
1.000 |
0.6984 |
|
0.618 |
0.6961 |
|
HIGH |
0.6925 |
|
0.618 |
0.6903 |
|
0.500 |
0.6896 |
|
0.382 |
0.6889 |
|
LOW |
0.6867 |
|
0.618 |
0.6830 |
|
1.000 |
0.6808 |
|
1.618 |
0.6772 |
|
2.618 |
0.6713 |
|
4.250 |
0.6618 |
|
|
| Fisher Pivots for day following 29-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6896 |
0.6918 |
| PP |
0.6890 |
0.6905 |
| S1 |
0.6885 |
0.6892 |
|