CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 09-Mar-2022
Day Change Summary
Previous Current
08-Mar-2022 09-Mar-2022 Change Change % Previous Week
Open 0.7326 0.7279 -0.0047 -0.6% 0.7194
High 0.7358 0.7346 -0.0012 -0.2% 0.7393
Low 0.7256 0.7276 0.0020 0.3% 0.7183
Close 0.7286 0.7329 0.0043 0.6% 0.7382
Range 0.0103 0.0071 -0.0032 -31.2% 0.0211
ATR 0.0077 0.0077 0.0000 -0.6% 0.0000
Volume 34,506 102,004 67,498 195.6% 11,986
Daily Pivots for day following 09-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7528 0.7499 0.7367
R3 0.7458 0.7428 0.7348
R2 0.7387 0.7387 0.7341
R1 0.7358 0.7358 0.7335 0.7373
PP 0.7317 0.7317 0.7317 0.7324
S1 0.7287 0.7287 0.7322 0.7302
S2 0.7246 0.7246 0.7316
S3 0.7176 0.7217 0.7309
S4 0.7105 0.7146 0.7290
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 0.7455 0.7256 0.0200 2.7% 0.0092 1.3% 37% False False 32,111
10 0.7455 0.7105 0.0350 4.8% 0.0090 1.2% 64% False False 16,670
20 0.7455 0.7099 0.0357 4.9% 0.0077 1.0% 65% False False 8,556
40 0.7455 0.6974 0.0481 6.6% 0.0070 0.9% 74% False False 4,400
60 0.7455 0.6974 0.0481 6.6% 0.0060 0.8% 74% False False 2,940
80 0.7455 0.6974 0.0481 6.6% 0.0052 0.7% 74% False False 2,211
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7646
2.618 0.7531
1.618 0.7460
1.000 0.7417
0.618 0.7390
HIGH 0.7346
0.618 0.7319
0.500 0.7311
0.382 0.7302
LOW 0.7276
0.618 0.7232
1.000 0.7205
1.618 0.7161
2.618 0.7091
4.250 0.6976
Fisher Pivots for day following 09-Mar-2022
Pivot 1 day 3 day
R1 0.7323 0.7355
PP 0.7317 0.7346
S1 0.7311 0.7337

These figures are updated between 7pm and 10pm EST after a trading day.

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