CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 18-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7298 |
0.7384 |
0.0086 |
1.2% |
0.7302 |
| High |
0.7402 |
0.7427 |
0.0025 |
0.3% |
0.7427 |
| Low |
0.7291 |
0.7370 |
0.0079 |
1.1% |
0.7174 |
| Close |
0.7386 |
0.7417 |
0.0032 |
0.4% |
0.7417 |
| Range |
0.0111 |
0.0058 |
-0.0054 |
-48.2% |
0.0253 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
78,026 |
67,707 |
-10,319 |
-13.2% |
379,242 |
|
| Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7577 |
0.7555 |
0.7449 |
|
| R3 |
0.7520 |
0.7497 |
0.7433 |
|
| R2 |
0.7462 |
0.7462 |
0.7428 |
|
| R1 |
0.7440 |
0.7440 |
0.7422 |
0.7451 |
| PP |
0.7405 |
0.7405 |
0.7405 |
0.7410 |
| S1 |
0.7382 |
0.7382 |
0.7412 |
0.7393 |
| S2 |
0.7347 |
0.7347 |
0.7406 |
|
| S3 |
0.7290 |
0.7325 |
0.7401 |
|
| S4 |
0.7232 |
0.7267 |
0.7385 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8098 |
0.8011 |
0.7556 |
|
| R3 |
0.7845 |
0.7758 |
0.7487 |
|
| R2 |
0.7592 |
0.7592 |
0.7463 |
|
| R1 |
0.7505 |
0.7505 |
0.7440 |
0.7549 |
| PP |
0.7339 |
0.7339 |
0.7339 |
0.7361 |
| S1 |
0.7252 |
0.7252 |
0.7394 |
0.7296 |
| S2 |
0.7086 |
0.7086 |
0.7371 |
|
| S3 |
0.6833 |
0.6999 |
0.7347 |
|
| S4 |
0.6580 |
0.6746 |
0.7278 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7427 |
0.7174 |
0.0253 |
3.4% |
0.0092 |
1.2% |
96% |
True |
False |
75,848 |
| 10 |
0.7455 |
0.7174 |
0.0281 |
3.8% |
0.0093 |
1.3% |
86% |
False |
False |
67,190 |
| 20 |
0.7455 |
0.7105 |
0.0350 |
4.7% |
0.0086 |
1.2% |
89% |
False |
False |
34,444 |
| 40 |
0.7455 |
0.6974 |
0.0481 |
6.5% |
0.0076 |
1.0% |
92% |
False |
False |
17,367 |
| 60 |
0.7455 |
0.6974 |
0.0481 |
6.5% |
0.0065 |
0.9% |
92% |
False |
False |
11,602 |
| 80 |
0.7455 |
0.6974 |
0.0481 |
6.5% |
0.0058 |
0.8% |
92% |
False |
False |
8,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7671 |
|
2.618 |
0.7578 |
|
1.618 |
0.7520 |
|
1.000 |
0.7485 |
|
0.618 |
0.7463 |
|
HIGH |
0.7427 |
|
0.618 |
0.7405 |
|
0.500 |
0.7398 |
|
0.382 |
0.7391 |
|
LOW |
0.7370 |
|
0.618 |
0.7334 |
|
1.000 |
0.7312 |
|
1.618 |
0.7276 |
|
2.618 |
0.7219 |
|
4.250 |
0.7125 |
|
|
| Fisher Pivots for day following 18-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7411 |
0.7381 |
| PP |
0.7405 |
0.7345 |
| S1 |
0.7398 |
0.7309 |
|