CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7326 |
0.7366 |
0.0040 |
0.5% |
0.7386 |
| High |
0.7378 |
0.7378 |
0.0000 |
0.0% |
0.7455 |
| Low |
0.7297 |
0.7293 |
-0.0005 |
-0.1% |
0.7256 |
| Close |
0.7375 |
0.7306 |
-0.0069 |
-0.9% |
0.7306 |
| Range |
0.0081 |
0.0085 |
0.0005 |
5.6% |
0.0200 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
0.7% |
0.0000 |
| Volume |
64,262 |
76,334 |
12,072 |
18.8% |
292,658 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7580 |
0.7528 |
0.7353 |
|
| R3 |
0.7495 |
0.7443 |
0.7329 |
|
| R2 |
0.7410 |
0.7410 |
0.7322 |
|
| R1 |
0.7358 |
0.7358 |
0.7314 |
0.7342 |
| PP |
0.7325 |
0.7325 |
0.7325 |
0.7317 |
| S1 |
0.7273 |
0.7273 |
0.7298 |
0.7257 |
| S2 |
0.7240 |
0.7240 |
0.7290 |
|
| S3 |
0.7155 |
0.7188 |
0.7283 |
|
| S4 |
0.7070 |
0.7103 |
0.7259 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7937 |
0.7821 |
0.7416 |
|
| R3 |
0.7738 |
0.7622 |
0.7361 |
|
| R2 |
0.7538 |
0.7538 |
0.7343 |
|
| R1 |
0.7422 |
0.7422 |
0.7324 |
0.7381 |
| PP |
0.7339 |
0.7339 |
0.7339 |
0.7318 |
| S1 |
0.7223 |
0.7223 |
0.7288 |
0.7181 |
| S2 |
0.7139 |
0.7139 |
0.7269 |
|
| S3 |
0.6940 |
0.7023 |
0.7251 |
|
| S4 |
0.6740 |
0.6824 |
0.7196 |
|
|
| 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% |
0.0094 |
1.3% |
25% |
False |
False |
58,531 |
| 10 |
0.7455 |
0.7183 |
0.0273 |
3.7% |
0.0083 |
1.1% |
45% |
False |
False |
30,464 |
| 20 |
0.7455 |
0.7099 |
0.0357 |
4.9% |
0.0078 |
1.1% |
58% |
False |
False |
15,549 |
| 40 |
0.7455 |
0.6974 |
0.0481 |
6.6% |
0.0071 |
1.0% |
69% |
False |
False |
7,909 |
| 60 |
0.7455 |
0.6974 |
0.0481 |
6.6% |
0.0061 |
0.8% |
69% |
False |
False |
5,283 |
| 80 |
0.7455 |
0.6974 |
0.0481 |
6.6% |
0.0054 |
0.7% |
69% |
False |
False |
3,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7739 |
|
2.618 |
0.7600 |
|
1.618 |
0.7515 |
|
1.000 |
0.7463 |
|
0.618 |
0.7430 |
|
HIGH |
0.7378 |
|
0.618 |
0.7345 |
|
0.500 |
0.7335 |
|
0.382 |
0.7325 |
|
LOW |
0.7293 |
|
0.618 |
0.7240 |
|
1.000 |
0.7208 |
|
1.618 |
0.7155 |
|
2.618 |
0.7070 |
|
4.250 |
0.6931 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7335 |
0.7327 |
| PP |
0.7325 |
0.7320 |
| S1 |
0.7316 |
0.7313 |
|