CME Australian Dollar Future September 2022
Trading Metrics calculated at close of trading on 30-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.6912 |
0.6885 |
-0.0028 |
-0.4% |
0.6936 |
High |
0.6925 |
0.6923 |
-0.0002 |
0.0% |
0.6999 |
Low |
0.6867 |
0.6857 |
-0.0010 |
-0.1% |
0.6874 |
Close |
0.6879 |
0.6911 |
0.0032 |
0.5% |
0.6943 |
Range |
0.0059 |
0.0066 |
0.0008 |
12.8% |
0.0125 |
ATR |
0.0087 |
0.0086 |
-0.0002 |
-1.7% |
0.0000 |
Volume |
84,902 |
100,419 |
15,517 |
18.3% |
349,387 |
|
Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7095 |
0.7069 |
0.6947 |
|
R3 |
0.7029 |
0.7003 |
0.6929 |
|
R2 |
0.6963 |
0.6963 |
0.6923 |
|
R1 |
0.6937 |
0.6937 |
0.6917 |
0.6950 |
PP |
0.6897 |
0.6897 |
0.6897 |
0.6904 |
S1 |
0.6871 |
0.6871 |
0.6905 |
0.6884 |
S2 |
0.6831 |
0.6831 |
0.6899 |
|
S3 |
0.6765 |
0.6805 |
0.6893 |
|
S4 |
0.6699 |
0.6739 |
0.6875 |
|
|
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 |
0.6857 |
0.0113 |
1.6% |
0.0061 |
0.9% |
48% |
False |
True |
84,051 |
10 |
0.7073 |
0.6857 |
0.0216 |
3.1% |
0.0081 |
1.2% |
25% |
False |
True |
91,978 |
20 |
0.7291 |
0.6855 |
0.0436 |
6.3% |
0.0091 |
1.3% |
13% |
False |
False |
84,381 |
40 |
0.7291 |
0.6843 |
0.0449 |
6.5% |
0.0090 |
1.3% |
15% |
False |
False |
42,448 |
60 |
0.7665 |
0.6843 |
0.0822 |
11.9% |
0.0085 |
1.2% |
8% |
False |
False |
28,326 |
80 |
0.7665 |
0.6843 |
0.0822 |
11.9% |
0.0077 |
1.1% |
8% |
False |
False |
21,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7204 |
2.618 |
0.7096 |
1.618 |
0.7030 |
1.000 |
0.6989 |
0.618 |
0.6964 |
HIGH |
0.6923 |
0.618 |
0.6898 |
0.500 |
0.6890 |
0.382 |
0.6882 |
LOW |
0.6857 |
0.618 |
0.6816 |
1.000 |
0.6791 |
1.618 |
0.6750 |
2.618 |
0.6684 |
4.250 |
0.6577 |
|
|
Fisher Pivots for day following 30-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.6904 |
0.6914 |
PP |
0.6897 |
0.6913 |
S1 |
0.6890 |
0.6912 |
|