CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7199 |
0.7205 |
0.0006 |
0.1% |
0.7386 |
| High |
0.7238 |
0.7307 |
0.0069 |
1.0% |
0.7455 |
| Low |
0.7174 |
0.7191 |
0.0017 |
0.2% |
0.7256 |
| Close |
0.7200 |
0.7274 |
0.0074 |
1.0% |
0.7306 |
| Range |
0.0064 |
0.0116 |
0.0053 |
82.7% |
0.0200 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
3.3% |
0.0000 |
| Volume |
78,551 |
80,568 |
2,017 |
2.6% |
292,658 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7605 |
0.7555 |
0.7337 |
|
| R3 |
0.7489 |
0.7439 |
0.7305 |
|
| R2 |
0.7373 |
0.7373 |
0.7295 |
|
| R1 |
0.7323 |
0.7323 |
0.7284 |
0.7348 |
| PP |
0.7257 |
0.7257 |
0.7257 |
0.7269 |
| S1 |
0.7207 |
0.7207 |
0.7263 |
0.7232 |
| S2 |
0.7141 |
0.7141 |
0.7252 |
|
| S3 |
0.7025 |
0.7091 |
0.7242 |
|
| S4 |
0.6909 |
0.6975 |
0.7210 |
|
|
| 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 |
0.7174 |
0.0204 |
2.8% |
0.0092 |
1.3% |
49% |
False |
False |
74,821 |
| 10 |
0.7455 |
0.7174 |
0.0281 |
3.9% |
0.0092 |
1.3% |
35% |
False |
False |
53,466 |
| 20 |
0.7455 |
0.7105 |
0.0350 |
4.8% |
0.0084 |
1.2% |
48% |
False |
False |
27,186 |
| 40 |
0.7455 |
0.6974 |
0.0481 |
6.6% |
0.0074 |
1.0% |
62% |
False |
False |
13,740 |
| 60 |
0.7455 |
0.6974 |
0.0481 |
6.6% |
0.0063 |
0.9% |
62% |
False |
False |
9,173 |
| 80 |
0.7455 |
0.6974 |
0.0481 |
6.6% |
0.0057 |
0.8% |
62% |
False |
False |
6,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7800 |
|
2.618 |
0.7610 |
|
1.618 |
0.7494 |
|
1.000 |
0.7423 |
|
0.618 |
0.7378 |
|
HIGH |
0.7307 |
|
0.618 |
0.7262 |
|
0.500 |
0.7249 |
|
0.382 |
0.7235 |
|
LOW |
0.7191 |
|
0.618 |
0.7119 |
|
1.000 |
0.7075 |
|
1.618 |
0.7003 |
|
2.618 |
0.6887 |
|
4.250 |
0.6698 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7265 |
0.7263 |
| PP |
0.7257 |
0.7252 |
| S1 |
0.7249 |
0.7242 |
|