CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7274 |
0.7261 |
-0.0013 |
-0.2% |
0.7182 |
| High |
0.7300 |
0.7318 |
0.0018 |
0.2% |
0.7294 |
| Low |
0.7251 |
0.7255 |
0.0005 |
0.1% |
0.7105 |
| Close |
0.7259 |
0.7308 |
0.0050 |
0.7% |
0.7242 |
| Range |
0.0050 |
0.0063 |
0.0014 |
27.3% |
0.0189 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
504 |
2,332 |
1,828 |
362.7% |
4,869 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7483 |
0.7458 |
0.7343 |
|
| R3 |
0.7420 |
0.7395 |
0.7325 |
|
| R2 |
0.7357 |
0.7357 |
0.7320 |
|
| R1 |
0.7332 |
0.7332 |
0.7314 |
0.7345 |
| PP |
0.7294 |
0.7294 |
0.7294 |
0.7300 |
| S1 |
0.7269 |
0.7269 |
0.7302 |
0.7282 |
| S2 |
0.7231 |
0.7231 |
0.7296 |
|
| S3 |
0.7168 |
0.7206 |
0.7291 |
|
| S4 |
0.7105 |
0.7143 |
0.7273 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7781 |
0.7700 |
0.7346 |
|
| R3 |
0.7592 |
0.7511 |
0.7294 |
|
| R2 |
0.7403 |
0.7403 |
0.7277 |
|
| R1 |
0.7322 |
0.7322 |
0.7259 |
0.7363 |
| PP |
0.7214 |
0.7214 |
0.7214 |
0.7234 |
| S1 |
0.7133 |
0.7133 |
0.7225 |
0.7174 |
| S2 |
0.7025 |
0.7025 |
0.7207 |
|
| S3 |
0.6836 |
0.6944 |
0.7190 |
|
| S4 |
0.6647 |
0.6755 |
0.7138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7318 |
0.7105 |
0.0213 |
2.9% |
0.0089 |
1.2% |
95% |
True |
False |
1,229 |
| 10 |
0.7318 |
0.7105 |
0.0213 |
2.9% |
0.0076 |
1.0% |
95% |
True |
False |
906 |
| 20 |
0.7318 |
0.7061 |
0.0258 |
3.5% |
0.0068 |
0.9% |
96% |
True |
False |
572 |
| 40 |
0.7318 |
0.6974 |
0.0344 |
4.7% |
0.0064 |
0.9% |
97% |
True |
False |
390 |
| 60 |
0.7318 |
0.6974 |
0.0344 |
4.7% |
0.0055 |
0.7% |
97% |
True |
False |
270 |
| 80 |
0.7427 |
0.6974 |
0.0453 |
6.2% |
0.0047 |
0.6% |
74% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7586 |
|
2.618 |
0.7483 |
|
1.618 |
0.7420 |
|
1.000 |
0.7381 |
|
0.618 |
0.7357 |
|
HIGH |
0.7318 |
|
0.618 |
0.7294 |
|
0.500 |
0.7287 |
|
0.382 |
0.7279 |
|
LOW |
0.7255 |
|
0.618 |
0.7216 |
|
1.000 |
0.7192 |
|
1.618 |
0.7153 |
|
2.618 |
0.7090 |
|
4.250 |
0.6987 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7301 |
0.7289 |
| PP |
0.7294 |
0.7270 |
| S1 |
0.7287 |
0.7250 |
|