CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7306 |
0.7341 |
0.0035 |
0.5% |
0.7194 |
| High |
0.7358 |
0.7393 |
0.0035 |
0.5% |
0.7393 |
| Low |
0.7286 |
0.7312 |
0.0026 |
0.4% |
0.7183 |
| Close |
0.7336 |
0.7382 |
0.0046 |
0.6% |
0.7382 |
| Range |
0.0072 |
0.0081 |
0.0009 |
12.5% |
0.0211 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.1% |
0.0000 |
| Volume |
3,789 |
4,707 |
918 |
24.2% |
11,986 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7605 |
0.7575 |
0.7427 |
|
| R3 |
0.7524 |
0.7494 |
0.7404 |
|
| R2 |
0.7443 |
0.7443 |
0.7397 |
|
| R1 |
0.7413 |
0.7413 |
0.7389 |
0.7428 |
| PP |
0.7362 |
0.7362 |
0.7362 |
0.7370 |
| S1 |
0.7332 |
0.7332 |
0.7375 |
0.7347 |
| S2 |
0.7281 |
0.7281 |
0.7367 |
|
| S3 |
0.7200 |
0.7251 |
0.7360 |
|
| S4 |
0.7119 |
0.7170 |
0.7337 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7951 |
0.7877 |
0.7498 |
|
| R3 |
0.7740 |
0.7666 |
0.7440 |
|
| R2 |
0.7530 |
0.7530 |
0.7421 |
|
| R1 |
0.7456 |
0.7456 |
0.7401 |
0.7493 |
| PP |
0.7319 |
0.7319 |
0.7319 |
0.7338 |
| S1 |
0.7245 |
0.7245 |
0.7363 |
0.7282 |
| S2 |
0.7109 |
0.7109 |
0.7343 |
|
| S3 |
0.6898 |
0.7035 |
0.7324 |
|
| S4 |
0.6688 |
0.6824 |
0.7266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7393 |
0.7183 |
0.0211 |
2.9% |
0.0072 |
1.0% |
95% |
True |
False |
2,397 |
| 10 |
0.7393 |
0.7105 |
0.0288 |
3.9% |
0.0079 |
1.1% |
96% |
True |
False |
1,699 |
| 20 |
0.7393 |
0.7061 |
0.0333 |
4.5% |
0.0071 |
1.0% |
97% |
True |
False |
975 |
| 40 |
0.7393 |
0.6974 |
0.0419 |
5.7% |
0.0065 |
0.9% |
97% |
True |
False |
601 |
| 60 |
0.7393 |
0.6974 |
0.0419 |
5.7% |
0.0056 |
0.8% |
97% |
True |
False |
410 |
| 80 |
0.7421 |
0.6974 |
0.0447 |
6.1% |
0.0049 |
0.7% |
91% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7737 |
|
2.618 |
0.7605 |
|
1.618 |
0.7524 |
|
1.000 |
0.7474 |
|
0.618 |
0.7443 |
|
HIGH |
0.7393 |
|
0.618 |
0.7362 |
|
0.500 |
0.7353 |
|
0.382 |
0.7343 |
|
LOW |
0.7312 |
|
0.618 |
0.7262 |
|
1.000 |
0.7231 |
|
1.618 |
0.7181 |
|
2.618 |
0.7100 |
|
4.250 |
0.6968 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7372 |
0.7363 |
| PP |
0.7362 |
0.7343 |
| S1 |
0.7353 |
0.7324 |
|