CME Australian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 21-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7050 |
0.6936 |
-0.0114 |
-1.6% |
0.7043 |
| High |
0.7055 |
0.6999 |
-0.0057 |
-0.8% |
0.7073 |
| Low |
0.6900 |
0.6929 |
0.0029 |
0.4% |
0.6855 |
| Close |
0.6937 |
0.6979 |
0.0043 |
0.6% |
0.6937 |
| Range |
0.0155 |
0.0070 |
-0.0086 |
-55.2% |
0.0218 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
100,325 |
109,954 |
9,629 |
9.6% |
604,186 |
|
| Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7177 |
0.7148 |
0.7017 |
|
| R3 |
0.7108 |
0.7078 |
0.6998 |
|
| R2 |
0.7038 |
0.7038 |
0.6992 |
|
| R1 |
0.7009 |
0.7009 |
0.6985 |
0.7024 |
| PP |
0.6969 |
0.6969 |
0.6969 |
0.6976 |
| S1 |
0.6939 |
0.6939 |
0.6973 |
0.6954 |
| S2 |
0.6899 |
0.6899 |
0.6966 |
|
| S3 |
0.6830 |
0.6870 |
0.6960 |
|
| S4 |
0.6760 |
0.6800 |
0.6941 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7607 |
0.7489 |
0.7056 |
|
| R3 |
0.7390 |
0.7272 |
0.6996 |
|
| R2 |
0.7172 |
0.7172 |
0.6976 |
|
| R1 |
0.7054 |
0.7054 |
0.6956 |
0.7005 |
| PP |
0.6955 |
0.6955 |
0.6955 |
0.6930 |
| S1 |
0.6837 |
0.6837 |
0.6917 |
0.6787 |
| S2 |
0.6737 |
0.6737 |
0.6897 |
|
| S3 |
0.6520 |
0.6619 |
0.6877 |
|
| S4 |
0.6302 |
0.6402 |
0.6817 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7073 |
0.6855 |
0.0218 |
3.1% |
0.0124 |
1.8% |
57% |
False |
False |
121,087 |
| 10 |
0.7257 |
0.6855 |
0.0402 |
5.8% |
0.0111 |
1.6% |
31% |
False |
False |
108,400 |
| 20 |
0.7291 |
0.6855 |
0.0436 |
6.2% |
0.0090 |
1.3% |
28% |
False |
False |
55,761 |
| 40 |
0.7291 |
0.6843 |
0.0449 |
6.4% |
0.0093 |
1.3% |
30% |
False |
False |
27,988 |
| 60 |
0.7665 |
0.6843 |
0.0822 |
11.8% |
0.0083 |
1.2% |
17% |
False |
False |
18,681 |
| 80 |
0.7665 |
0.6843 |
0.0822 |
11.8% |
0.0075 |
1.1% |
17% |
False |
False |
14,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7294 |
|
2.618 |
0.7180 |
|
1.618 |
0.7111 |
|
1.000 |
0.7068 |
|
0.618 |
0.7041 |
|
HIGH |
0.6999 |
|
0.618 |
0.6972 |
|
0.500 |
0.6964 |
|
0.382 |
0.6956 |
|
LOW |
0.6929 |
|
0.618 |
0.6886 |
|
1.000 |
0.6860 |
|
1.618 |
0.6817 |
|
2.618 |
0.6747 |
|
4.250 |
0.6634 |
|
|
| Fisher Pivots for day following 21-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6974 |
0.6986 |
| PP |
0.6969 |
0.6984 |
| S1 |
0.6964 |
0.6981 |
|