CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7205 |
0.7298 |
0.0093 |
1.3% |
0.7386 |
| High |
0.7307 |
0.7402 |
0.0096 |
1.3% |
0.7455 |
| Low |
0.7191 |
0.7291 |
0.0101 |
1.4% |
0.7256 |
| Close |
0.7274 |
0.7386 |
0.0112 |
1.5% |
0.7306 |
| Range |
0.0116 |
0.0111 |
-0.0005 |
-4.3% |
0.0200 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
4.1% |
0.0000 |
| Volume |
80,568 |
78,026 |
-2,542 |
-3.2% |
292,658 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7693 |
0.7650 |
0.7447 |
|
| R3 |
0.7582 |
0.7539 |
0.7416 |
|
| R2 |
0.7471 |
0.7471 |
0.7406 |
|
| R1 |
0.7428 |
0.7428 |
0.7396 |
0.7449 |
| PP |
0.7360 |
0.7360 |
0.7360 |
0.7370 |
| S1 |
0.7317 |
0.7317 |
0.7375 |
0.7338 |
| S2 |
0.7249 |
0.7249 |
0.7365 |
|
| S3 |
0.7138 |
0.7206 |
0.7355 |
|
| S4 |
0.7027 |
0.7095 |
0.7324 |
|
|
| 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 |
0.7402 |
0.7174 |
0.0228 |
3.1% |
0.0098 |
1.3% |
93% |
True |
False |
77,573 |
| 10 |
0.7455 |
0.7174 |
0.0281 |
3.8% |
0.0096 |
1.3% |
75% |
False |
False |
60,890 |
| 20 |
0.7455 |
0.7105 |
0.0350 |
4.7% |
0.0086 |
1.2% |
80% |
False |
False |
31,083 |
| 40 |
0.7455 |
0.6974 |
0.0481 |
6.5% |
0.0076 |
1.0% |
86% |
False |
False |
15,677 |
| 60 |
0.7455 |
0.6974 |
0.0481 |
6.5% |
0.0065 |
0.9% |
86% |
False |
False |
10,473 |
| 80 |
0.7455 |
0.6974 |
0.0481 |
6.5% |
0.0058 |
0.8% |
86% |
False |
False |
7,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7874 |
|
2.618 |
0.7693 |
|
1.618 |
0.7582 |
|
1.000 |
0.7513 |
|
0.618 |
0.7471 |
|
HIGH |
0.7402 |
|
0.618 |
0.7360 |
|
0.500 |
0.7347 |
|
0.382 |
0.7333 |
|
LOW |
0.7291 |
|
0.618 |
0.7222 |
|
1.000 |
0.7180 |
|
1.618 |
0.7111 |
|
2.618 |
0.7000 |
|
4.250 |
0.6819 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7373 |
0.7353 |
| PP |
0.7360 |
0.7321 |
| S1 |
0.7347 |
0.7288 |
|