CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 09-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2022 |
09-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7237 |
0.7194 |
-0.0043 |
-0.6% |
0.7171 |
| High |
0.7240 |
0.7202 |
-0.0039 |
-0.5% |
0.7291 |
| Low |
0.7181 |
0.7097 |
-0.0084 |
-1.2% |
0.7150 |
| Close |
0.7197 |
0.7110 |
-0.0088 |
-1.2% |
0.7222 |
| Range |
0.0060 |
0.0105 |
0.0045 |
75.6% |
0.0141 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.0% |
0.0000 |
| Volume |
112,353 |
75,474 |
-36,879 |
-32.8% |
11,450 |
|
| Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7450 |
0.7384 |
0.7167 |
|
| R3 |
0.7345 |
0.7280 |
0.7138 |
|
| R2 |
0.7241 |
0.7241 |
0.7129 |
|
| R1 |
0.7175 |
0.7175 |
0.7119 |
0.7156 |
| PP |
0.7136 |
0.7136 |
0.7136 |
0.7126 |
| S1 |
0.7071 |
0.7071 |
0.7100 |
0.7051 |
| S2 |
0.7032 |
0.7032 |
0.7090 |
|
| S3 |
0.6927 |
0.6966 |
0.7081 |
|
| S4 |
0.6823 |
0.6862 |
0.7052 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7644 |
0.7574 |
0.7300 |
|
| R3 |
0.7503 |
0.7433 |
0.7261 |
|
| R2 |
0.7362 |
0.7362 |
0.7248 |
|
| R1 |
0.7292 |
0.7292 |
0.7235 |
0.7327 |
| PP |
0.7221 |
0.7221 |
0.7221 |
0.7239 |
| S1 |
0.7151 |
0.7151 |
0.7209 |
0.7186 |
| S2 |
0.7080 |
0.7080 |
0.7196 |
|
| S3 |
0.6939 |
0.7010 |
0.7183 |
|
| S4 |
0.6798 |
0.6869 |
0.7144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7291 |
0.7097 |
0.0194 |
2.7% |
0.0077 |
1.1% |
6% |
False |
True |
51,627 |
| 10 |
0.7291 |
0.7076 |
0.0216 |
3.0% |
0.0075 |
1.1% |
16% |
False |
False |
26,722 |
| 20 |
0.7291 |
0.6843 |
0.0449 |
6.3% |
0.0079 |
1.1% |
60% |
False |
False |
13,519 |
| 40 |
0.7489 |
0.6843 |
0.0646 |
9.1% |
0.0084 |
1.2% |
41% |
False |
False |
6,820 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.6% |
0.0076 |
1.1% |
32% |
False |
False |
4,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7646 |
|
2.618 |
0.7475 |
|
1.618 |
0.7371 |
|
1.000 |
0.7306 |
|
0.618 |
0.7266 |
|
HIGH |
0.7202 |
|
0.618 |
0.7162 |
|
0.500 |
0.7149 |
|
0.382 |
0.7137 |
|
LOW |
0.7097 |
|
0.618 |
0.7032 |
|
1.000 |
0.6993 |
|
1.618 |
0.6928 |
|
2.618 |
0.6823 |
|
4.250 |
0.6653 |
|
|
| Fisher Pivots for day following 09-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7149 |
0.7177 |
| PP |
0.7136 |
0.7155 |
| S1 |
0.7123 |
0.7132 |
|