CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 21-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7384 |
0.7417 |
0.0034 |
0.5% |
0.7302 |
| High |
0.7427 |
0.7434 |
0.0007 |
0.1% |
0.7427 |
| Low |
0.7370 |
0.7383 |
0.0014 |
0.2% |
0.7174 |
| Close |
0.7417 |
0.7401 |
-0.0017 |
-0.2% |
0.7417 |
| Range |
0.0058 |
0.0051 |
-0.0007 |
-12.2% |
0.0253 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
67,707 |
64,987 |
-2,720 |
-4.0% |
379,242 |
|
| Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7557 |
0.7529 |
0.7428 |
|
| R3 |
0.7507 |
0.7479 |
0.7414 |
|
| R2 |
0.7456 |
0.7456 |
0.7410 |
|
| R1 |
0.7428 |
0.7428 |
0.7405 |
0.7417 |
| PP |
0.7406 |
0.7406 |
0.7406 |
0.7400 |
| S1 |
0.7378 |
0.7378 |
0.7396 |
0.7367 |
| S2 |
0.7355 |
0.7355 |
0.7391 |
|
| S3 |
0.7305 |
0.7327 |
0.7387 |
|
| S4 |
0.7254 |
0.7277 |
0.7373 |
|
|
| 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 |
0.7434 |
0.7174 |
0.0260 |
3.5% |
0.0080 |
1.1% |
87% |
True |
False |
73,967 |
| 10 |
0.7434 |
0.7174 |
0.0260 |
3.5% |
0.0085 |
1.1% |
87% |
True |
False |
72,133 |
| 20 |
0.7455 |
0.7105 |
0.0350 |
4.7% |
0.0085 |
1.2% |
84% |
False |
False |
37,687 |
| 40 |
0.7455 |
0.6974 |
0.0481 |
6.5% |
0.0076 |
1.0% |
89% |
False |
False |
18,973 |
| 60 |
0.7455 |
0.6974 |
0.0481 |
6.5% |
0.0065 |
0.9% |
89% |
False |
False |
12,685 |
| 80 |
0.7455 |
0.6974 |
0.0481 |
6.5% |
0.0059 |
0.8% |
89% |
False |
False |
9,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7648 |
|
2.618 |
0.7566 |
|
1.618 |
0.7515 |
|
1.000 |
0.7484 |
|
0.618 |
0.7465 |
|
HIGH |
0.7434 |
|
0.618 |
0.7414 |
|
0.500 |
0.7408 |
|
0.382 |
0.7402 |
|
LOW |
0.7383 |
|
0.618 |
0.7352 |
|
1.000 |
0.7333 |
|
1.618 |
0.7301 |
|
2.618 |
0.7251 |
|
4.250 |
0.7168 |
|
|
| Fisher Pivots for day following 21-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7408 |
0.7388 |
| PP |
0.7406 |
0.7375 |
| S1 |
0.7403 |
0.7362 |
|