CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7366 |
0.7302 |
-0.0064 |
-0.9% |
0.7386 |
| High |
0.7378 |
0.7309 |
-0.0069 |
-0.9% |
0.7455 |
| Low |
0.7293 |
0.7196 |
-0.0097 |
-1.3% |
0.7256 |
| Close |
0.7306 |
0.7204 |
-0.0102 |
-1.4% |
0.7306 |
| Range |
0.0085 |
0.0114 |
0.0029 |
33.5% |
0.0200 |
| ATR |
0.0078 |
0.0080 |
0.0003 |
3.3% |
0.0000 |
| Volume |
76,334 |
74,390 |
-1,944 |
-2.5% |
292,658 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7577 |
0.7504 |
0.7266 |
|
| R3 |
0.7463 |
0.7390 |
0.7235 |
|
| R2 |
0.7350 |
0.7350 |
0.7225 |
|
| R1 |
0.7277 |
0.7277 |
0.7214 |
0.7257 |
| PP |
0.7236 |
0.7236 |
0.7236 |
0.7226 |
| S1 |
0.7163 |
0.7163 |
0.7194 |
0.7143 |
| S2 |
0.7123 |
0.7123 |
0.7183 |
|
| S3 |
0.7009 |
0.7050 |
0.7173 |
|
| S4 |
0.6896 |
0.6936 |
0.7142 |
|
|
| 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 |
0.7378 |
0.7196 |
0.0182 |
2.5% |
0.0090 |
1.3% |
5% |
False |
True |
70,299 |
| 10 |
0.7455 |
0.7196 |
0.0260 |
3.6% |
0.0085 |
1.2% |
3% |
False |
True |
37,838 |
| 20 |
0.7455 |
0.7099 |
0.0357 |
4.9% |
0.0080 |
1.1% |
30% |
False |
False |
19,252 |
| 40 |
0.7455 |
0.6974 |
0.0481 |
6.7% |
0.0073 |
1.0% |
48% |
False |
False |
9,768 |
| 60 |
0.7455 |
0.6974 |
0.0481 |
6.7% |
0.0062 |
0.9% |
48% |
False |
False |
6,522 |
| 80 |
0.7455 |
0.6974 |
0.0481 |
6.7% |
0.0055 |
0.8% |
48% |
False |
False |
4,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7791 |
|
2.618 |
0.7606 |
|
1.618 |
0.7493 |
|
1.000 |
0.7423 |
|
0.618 |
0.7379 |
|
HIGH |
0.7309 |
|
0.618 |
0.7266 |
|
0.500 |
0.7252 |
|
0.382 |
0.7239 |
|
LOW |
0.7196 |
|
0.618 |
0.7125 |
|
1.000 |
0.7082 |
|
1.618 |
0.7012 |
|
2.618 |
0.6898 |
|
4.250 |
0.6713 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7252 |
0.7287 |
| PP |
0.7236 |
0.7259 |
| S1 |
0.7220 |
0.7232 |
|