CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 04-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2022 |
04-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7057 |
0.7101 |
0.0044 |
0.6% |
0.7253 |
| High |
0.7154 |
0.7270 |
0.0117 |
1.6% |
0.7255 |
| Low |
0.7053 |
0.7093 |
0.0040 |
0.6% |
0.7060 |
| Close |
0.7099 |
0.7237 |
0.0138 |
1.9% |
0.7087 |
| Range |
0.0101 |
0.0178 |
0.0077 |
75.7% |
0.0196 |
| ATR |
0.0088 |
0.0095 |
0.0006 |
7.2% |
0.0000 |
| Volume |
114,286 |
118,684 |
4,398 |
3.8% |
589,898 |
|
| Daily Pivots for day following 04-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7732 |
0.7662 |
0.7335 |
|
| R3 |
0.7555 |
0.7485 |
0.7286 |
|
| R2 |
0.7377 |
0.7377 |
0.7270 |
|
| R1 |
0.7307 |
0.7307 |
0.7253 |
0.7342 |
| PP |
0.7200 |
0.7200 |
0.7200 |
0.7217 |
| S1 |
0.7130 |
0.7130 |
0.7221 |
0.7165 |
| S2 |
0.7022 |
0.7022 |
0.7204 |
|
| S3 |
0.6845 |
0.6952 |
0.7188 |
|
| S4 |
0.6667 |
0.6775 |
0.7139 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7720 |
0.7599 |
0.7195 |
|
| R3 |
0.7525 |
0.7404 |
0.7141 |
|
| R2 |
0.7329 |
0.7329 |
0.7123 |
|
| R1 |
0.7208 |
0.7208 |
0.7105 |
0.7171 |
| PP |
0.7134 |
0.7134 |
0.7134 |
0.7115 |
| S1 |
0.7013 |
0.7013 |
0.7069 |
0.6976 |
| S2 |
0.6938 |
0.6938 |
0.7051 |
|
| S3 |
0.6743 |
0.6817 |
0.7033 |
|
| S4 |
0.6547 |
0.6622 |
0.6979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7270 |
0.7036 |
0.0235 |
3.2% |
0.0112 |
1.5% |
86% |
True |
False |
112,858 |
| 10 |
0.7465 |
0.7036 |
0.0430 |
5.9% |
0.0111 |
1.5% |
47% |
False |
False |
108,869 |
| 20 |
0.7601 |
0.7036 |
0.0565 |
7.8% |
0.0092 |
1.3% |
36% |
False |
False |
89,450 |
| 40 |
0.7669 |
0.7036 |
0.0634 |
8.8% |
0.0083 |
1.1% |
32% |
False |
False |
83,459 |
| 60 |
0.7669 |
0.7036 |
0.0634 |
8.8% |
0.0080 |
1.1% |
32% |
False |
False |
56,794 |
| 80 |
0.7669 |
0.6974 |
0.0695 |
9.6% |
0.0076 |
1.0% |
38% |
False |
False |
42,655 |
| 100 |
0.7669 |
0.6974 |
0.0695 |
9.6% |
0.0069 |
1.0% |
38% |
False |
False |
34,128 |
| 120 |
0.7669 |
0.6974 |
0.0695 |
9.6% |
0.0062 |
0.9% |
38% |
False |
False |
28,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8024 |
|
2.618 |
0.7735 |
|
1.618 |
0.7557 |
|
1.000 |
0.7448 |
|
0.618 |
0.7380 |
|
HIGH |
0.7270 |
|
0.618 |
0.7202 |
|
0.500 |
0.7181 |
|
0.382 |
0.7160 |
|
LOW |
0.7093 |
|
0.618 |
0.6983 |
|
1.000 |
0.6915 |
|
1.618 |
0.6805 |
|
2.618 |
0.6628 |
|
4.250 |
0.6338 |
|
|
| Fisher Pivots for day following 04-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7218 |
0.7209 |
| PP |
0.7200 |
0.7181 |
| S1 |
0.7181 |
0.7153 |
|