CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 05-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2022 |
05-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7101 |
0.7260 |
0.0160 |
2.2% |
0.7253 |
| High |
0.7270 |
0.7271 |
0.0001 |
0.0% |
0.7255 |
| Low |
0.7093 |
0.7082 |
-0.0011 |
-0.2% |
0.7060 |
| Close |
0.7237 |
0.7096 |
-0.0141 |
-1.9% |
0.7087 |
| Range |
0.0178 |
0.0190 |
0.0012 |
6.8% |
0.0196 |
| ATR |
0.0095 |
0.0101 |
0.0007 |
7.2% |
0.0000 |
| Volume |
118,684 |
112,032 |
-6,652 |
-5.6% |
589,898 |
|
| Daily Pivots for day following 05-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7718 |
0.7597 |
0.7200 |
|
| R3 |
0.7529 |
0.7407 |
0.7148 |
|
| R2 |
0.7339 |
0.7339 |
0.7131 |
|
| R1 |
0.7218 |
0.7218 |
0.7113 |
0.7184 |
| PP |
0.7150 |
0.7150 |
0.7150 |
0.7133 |
| S1 |
0.7028 |
0.7028 |
0.7079 |
0.6994 |
| S2 |
0.6960 |
0.6960 |
0.7061 |
|
| S3 |
0.6771 |
0.6839 |
0.7044 |
|
| S4 |
0.6581 |
0.6649 |
0.6992 |
|
|
| 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 |
0.7271 |
0.7036 |
0.0236 |
3.3% |
0.0129 |
1.8% |
26% |
True |
False |
112,692 |
| 10 |
0.7381 |
0.7036 |
0.0345 |
4.9% |
0.0120 |
1.7% |
18% |
False |
False |
112,450 |
| 20 |
0.7527 |
0.7036 |
0.0491 |
6.9% |
0.0096 |
1.4% |
12% |
False |
False |
90,291 |
| 40 |
0.7669 |
0.7036 |
0.0634 |
8.9% |
0.0086 |
1.2% |
10% |
False |
False |
83,710 |
| 60 |
0.7669 |
0.7036 |
0.0634 |
8.9% |
0.0083 |
1.2% |
10% |
False |
False |
58,658 |
| 80 |
0.7669 |
0.6974 |
0.0695 |
9.8% |
0.0078 |
1.1% |
18% |
False |
False |
44,055 |
| 100 |
0.7669 |
0.6974 |
0.0695 |
9.8% |
0.0070 |
1.0% |
18% |
False |
False |
35,248 |
| 120 |
0.7669 |
0.6974 |
0.0695 |
9.8% |
0.0064 |
0.9% |
18% |
False |
False |
29,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8076 |
|
2.618 |
0.7767 |
|
1.618 |
0.7578 |
|
1.000 |
0.7461 |
|
0.618 |
0.7388 |
|
HIGH |
0.7271 |
|
0.618 |
0.7199 |
|
0.500 |
0.7176 |
|
0.382 |
0.7154 |
|
LOW |
0.7082 |
|
0.618 |
0.6964 |
|
1.000 |
0.6892 |
|
1.618 |
0.6775 |
|
2.618 |
0.6585 |
|
4.250 |
0.6276 |
|
|
| Fisher Pivots for day following 05-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7176 |
0.7162 |
| PP |
0.7150 |
0.7140 |
| S1 |
0.7123 |
0.7118 |
|