CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7191 |
0.7184 |
-0.0008 |
-0.1% |
0.7066 |
| High |
0.7239 |
0.7279 |
0.0040 |
0.5% |
0.7176 |
| Low |
0.7165 |
0.7150 |
-0.0015 |
-0.2% |
0.7049 |
| Close |
0.7198 |
0.7264 |
0.0066 |
0.9% |
0.7165 |
| Range |
0.0074 |
0.0129 |
0.0055 |
73.6% |
0.0128 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
4.1% |
0.0000 |
| Volume |
1,542 |
3,090 |
1,548 |
100.4% |
2,272 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7616 |
0.7568 |
0.7334 |
|
| R3 |
0.7488 |
0.7440 |
0.7299 |
|
| R2 |
0.7359 |
0.7359 |
0.7287 |
|
| R1 |
0.7311 |
0.7311 |
0.7275 |
0.7335 |
| PP |
0.7231 |
0.7231 |
0.7231 |
0.7243 |
| S1 |
0.7183 |
0.7183 |
0.7252 |
0.7207 |
| S2 |
0.7102 |
0.7102 |
0.7240 |
|
| S3 |
0.6974 |
0.7054 |
0.7228 |
|
| S4 |
0.6845 |
0.6926 |
0.7193 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7512 |
0.7466 |
0.7235 |
|
| R3 |
0.7385 |
0.7339 |
0.7200 |
|
| R2 |
0.7257 |
0.7257 |
0.7188 |
|
| R1 |
0.7211 |
0.7211 |
0.7177 |
0.7234 |
| PP |
0.7130 |
0.7130 |
0.7130 |
0.7141 |
| S1 |
0.7084 |
0.7084 |
0.7153 |
0.7107 |
| S2 |
0.7002 |
0.7002 |
0.7142 |
|
| S3 |
0.6875 |
0.6956 |
0.7130 |
|
| S4 |
0.6747 |
0.6829 |
0.7095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7279 |
0.7076 |
0.0203 |
2.8% |
0.0073 |
1.0% |
93% |
True |
False |
1,817 |
| 10 |
0.7279 |
0.6970 |
0.0309 |
4.2% |
0.0075 |
1.0% |
95% |
True |
False |
1,108 |
| 20 |
0.7279 |
0.6843 |
0.0436 |
6.0% |
0.0087 |
1.2% |
97% |
True |
False |
665 |
| 40 |
0.7601 |
0.6843 |
0.0758 |
10.4% |
0.0082 |
1.1% |
56% |
False |
False |
372 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.3% |
0.0074 |
1.0% |
51% |
False |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7825 |
|
2.618 |
0.7615 |
|
1.618 |
0.7486 |
|
1.000 |
0.7407 |
|
0.618 |
0.7358 |
|
HIGH |
0.7279 |
|
0.618 |
0.7229 |
|
0.500 |
0.7214 |
|
0.382 |
0.7199 |
|
LOW |
0.7150 |
|
0.618 |
0.7071 |
|
1.000 |
0.7022 |
|
1.618 |
0.6942 |
|
2.618 |
0.6814 |
|
4.250 |
0.6604 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7247 |
0.7247 |
| PP |
0.7231 |
0.7231 |
| S1 |
0.7214 |
0.7214 |
|