CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 03-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7261 |
0.7306 |
0.0045 |
0.6% |
0.7182 |
| High |
0.7318 |
0.7358 |
0.0040 |
0.5% |
0.7294 |
| Low |
0.7255 |
0.7286 |
0.0031 |
0.4% |
0.7105 |
| Close |
0.7308 |
0.7336 |
0.0028 |
0.4% |
0.7242 |
| Range |
0.0063 |
0.0072 |
0.0009 |
14.3% |
0.0189 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.2% |
0.0000 |
| Volume |
2,332 |
3,789 |
1,457 |
62.5% |
4,869 |
|
| Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7543 |
0.7511 |
0.7376 |
|
| R3 |
0.7471 |
0.7439 |
0.7356 |
|
| R2 |
0.7399 |
0.7399 |
0.7349 |
|
| R1 |
0.7367 |
0.7367 |
0.7343 |
0.7383 |
| PP |
0.7327 |
0.7327 |
0.7327 |
0.7335 |
| S1 |
0.7295 |
0.7295 |
0.7329 |
0.7311 |
| S2 |
0.7255 |
0.7255 |
0.7323 |
|
| S3 |
0.7183 |
0.7223 |
0.7316 |
|
| S4 |
0.7111 |
0.7151 |
0.7296 |
|
|
| 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 |
0.7358 |
0.7150 |
0.0209 |
2.8% |
0.0075 |
1.0% |
89% |
True |
False |
1,569 |
| 10 |
0.7358 |
0.7105 |
0.0253 |
3.4% |
0.0077 |
1.0% |
91% |
True |
False |
1,276 |
| 20 |
0.7358 |
0.7061 |
0.0298 |
4.1% |
0.0069 |
0.9% |
93% |
True |
False |
746 |
| 40 |
0.7358 |
0.6974 |
0.0384 |
5.2% |
0.0065 |
0.9% |
94% |
True |
False |
484 |
| 60 |
0.7358 |
0.6974 |
0.0384 |
5.2% |
0.0056 |
0.8% |
94% |
True |
False |
333 |
| 80 |
0.7427 |
0.6974 |
0.0453 |
6.2% |
0.0048 |
0.7% |
80% |
False |
False |
251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7664 |
|
2.618 |
0.7546 |
|
1.618 |
0.7474 |
|
1.000 |
0.7430 |
|
0.618 |
0.7402 |
|
HIGH |
0.7358 |
|
0.618 |
0.7330 |
|
0.500 |
0.7322 |
|
0.382 |
0.7314 |
|
LOW |
0.7286 |
|
0.618 |
0.7242 |
|
1.000 |
0.7214 |
|
1.618 |
0.7170 |
|
2.618 |
0.7098 |
|
4.250 |
0.6980 |
|
|
| Fisher Pivots for day following 03-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7331 |
0.7325 |
| PP |
0.7327 |
0.7315 |
| S1 |
0.7322 |
0.7304 |
|